CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 1388-4 1368-0 -20-4 -1.5% 1370-0
High 1393-0 1368-4 -24-4 -1.8% 1395-0
Low 1363-0 1356-0 -7-0 -0.5% 1370-0
Close 1364-6 1359-0 -5-6 -0.4% 1381-4
Range 30-0 12-4 -17-4 -58.3% 25-0
ATR 16-5 16-3 -0-2 -1.8% 0-0
Volume 34,628 56,051 21,423 61.9% 280,228
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 1398-5 1391-3 1365-7
R3 1386-1 1378-7 1362-4
R2 1373-5 1373-5 1361-2
R1 1366-3 1366-3 1360-1 1363-6
PP 1361-1 1361-1 1361-1 1359-7
S1 1353-7 1353-7 1357-7 1351-2
S2 1348-5 1348-5 1356-6
S3 1336-1 1341-3 1355-4
S4 1323-5 1328-7 1352-1
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1457-1 1444-3 1395-2
R3 1432-1 1419-3 1388-3
R2 1407-1 1407-1 1386-1
R1 1394-3 1394-3 1383-6 1400-6
PP 1382-1 1382-1 1382-1 1385-3
S1 1369-3 1369-3 1379-2 1375-6
S2 1357-1 1357-1 1376-7
S3 1332-1 1344-3 1374-5
S4 1307-1 1319-3 1367-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1393-0 1356-0 37-0 2.7% 13-3 1.0% 8% False True 41,834
10 1395-0 1300-0 95-0 7.0% 16-2 1.2% 62% False False 47,935
20 1395-0 1300-0 95-0 7.0% 12-0 0.9% 62% False False 38,159
40 1395-0 1252-4 142-4 10.5% 10-4 0.8% 75% False False 30,477
60 1395-0 1180-0 215-0 15.8% 10-6 0.8% 83% False False 24,805
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1421-5
2.618 1401-2
1.618 1388-6
1.000 1381-0
0.618 1376-2
HIGH 1368-4
0.618 1363-6
0.500 1362-2
0.382 1360-6
LOW 1356-0
0.618 1348-2
1.000 1343-4
1.618 1335-6
2.618 1323-2
4.250 1302-7
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 1362-2 1374-4
PP 1361-1 1369-3
S1 1360-1 1364-1

These figures are updated between 7pm and 10pm EST after a trading day.

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