CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 1369-0 1351-0 -18-0 -1.3% 1383-0
High 1369-4 1352-4 -17-0 -1.2% 1393-0
Low 1360-4 1345-4 -15-0 -1.1% 1356-0
Close 1361-6 1350-0 -11-6 -0.9% 1361-6
Range 9-0 7-0 -2-0 -22.2% 37-0
ATR 16-1 16-1 0-0 0.1% 0-0
Volume 40,267 40,483 216 0.5% 173,774
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 1370-3 1367-1 1353-7
R3 1363-3 1360-1 1351-7
R2 1356-3 1356-3 1351-2
R1 1353-1 1353-1 1350-5 1351-2
PP 1349-3 1349-3 1349-3 1348-3
S1 1346-1 1346-1 1349-3 1344-2
S2 1342-3 1342-3 1348-6
S3 1335-3 1339-1 1348-1
S4 1328-3 1332-1 1346-1
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 1345-4 47-4 3.5% 13-2 1.0% 9% False True 42,851
10 1395-0 1345-4 49-4 3.7% 13-0 1.0% 9% False True 49,448
20 1395-0 1300-0 95-0 7.0% 12-0 0.9% 53% False False 39,861
40 1395-0 1254-0 141-0 10.4% 10-4 0.8% 68% False False 32,077
60 1395-0 1180-0 215-0 15.9% 10-6 0.8% 79% False False 26,166
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1382-2
2.618 1370-7
1.618 1363-7
1.000 1359-4
0.618 1356-7
HIGH 1352-4
0.618 1349-7
0.500 1349-0
0.382 1348-1
LOW 1345-4
0.618 1341-1
1.000 1338-4
1.618 1334-1
2.618 1327-1
4.250 1315-6
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 1349-5 1360-6
PP 1349-3 1357-1
S1 1349-0 1353-5

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

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