CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 1370-0 1369-0 -1-0 -0.1% 1383-0
High 1376-0 1369-4 -6-4 -0.5% 1393-0
Low 1368-4 1360-4 -8-0 -0.6% 1356-0
Close 1372-6 1361-6 -11-0 -0.8% 1361-6
Range 7-4 9-0 1-4 20.0% 37-0
ATR 16-3 16-1 -0-2 -1.8% 0-0
Volume 42,827 40,267 -2,560 -6.0% 173,774
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1390-7 1385-3 1366-6
R3 1381-7 1376-3 1364-2
R2 1372-7 1372-7 1363-3
R1 1367-3 1367-3 1362-5 1365-5
PP 1363-7 1363-7 1363-7 1363-0
S1 1358-3 1358-3 1360-7 1356-5
S2 1354-7 1354-7 1360-1
S3 1345-7 1349-3 1359-2
S4 1336-7 1340-3 1356-6
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1481-2 1458-4 1382-1
R3 1444-2 1421-4 1371-7
R2 1407-2 1407-2 1368-4
R1 1384-4 1384-4 1365-1 1377-3
PP 1370-2 1370-2 1370-2 1366-6
S1 1347-4 1347-4 1358-3 1340-3
S2 1333-2 1333-2 1355-0
S3 1296-2 1310-4 1351-5
S4 1259-2 1273-4 1341-3
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% 12-7 0.9% 16% False False 34,754
10 1395-0 1349-0 46-0 3.4% 14-3 1.1% 28% False False 49,548
20 1395-0 1300-0 95-0 7.0% 12-1 0.9% 65% False False 39,239
40 1395-0 1252-4 142-4 10.5% 10-4 0.8% 77% False False 31,591
60 1395-0 1180-0 215-0 15.8% 10-5 0.8% 85% False False 25,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1407-6
2.618 1393-0
1.618 1384-0
1.000 1378-4
0.618 1375-0
HIGH 1369-4
0.618 1366-0
0.500 1365-0
0.382 1364-0
LOW 1360-4
0.618 1355-0
1.000 1351-4
1.618 1346-0
2.618 1337-0
4.250 1322-2
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 1365-0 1366-0
PP 1363-7 1364-5
S1 1362-7 1363-1

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

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