CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 1355-4 1343-0 -12-4 -0.9% 1383-0
High 1361-0 1344-0 -17-0 -1.2% 1393-0
Low 1354-0 1334-0 -20-0 -1.5% 1356-0
Close 1355-4 1337-6 -17-6 -1.3% 1361-6
Range 7-0 10-0 3-0 42.9% 37-0
ATR 15-6 16-1 0-3 2.6% 0-0
Volume 34,934 26,128 -8,806 -25.2% 173,774
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 1368-5 1363-1 1343-2
R3 1358-5 1353-1 1340-4
R2 1348-5 1348-5 1339-5
R1 1343-1 1343-1 1338-5 1340-7
PP 1338-5 1338-5 1338-5 1337-4
S1 1333-1 1333-1 1336-7 1330-7
S2 1328-5 1328-5 1335-7
S3 1318-5 1323-1 1335-0
S4 1308-5 1313-1 1332-2
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 1376-0 1334-0 42-0 3.1% 8-1 0.6% 9% False True 36,927
10 1393-0 1334-0 59-0 4.4% 10-6 0.8% 6% False True 39,381
20 1395-0 1300-0 95-0 7.1% 12-2 0.9% 40% False False 40,342
40 1395-0 1254-0 141-0 10.5% 10-4 0.8% 59% False False 32,774
60 1395-0 1193-4 201-4 15.1% 10-6 0.8% 72% False False 26,829
80 1395-0 1170-0 225-0 16.8% 11-0 0.8% 75% False False 22,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1386-4
2.618 1370-1
1.618 1360-1
1.000 1354-0
0.618 1350-1
HIGH 1344-0
0.618 1340-1
0.500 1339-0
0.382 1337-7
LOW 1334-0
0.618 1327-7
1.000 1324-0
1.618 1317-7
2.618 1307-7
4.250 1291-4
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 1339-0 1347-4
PP 1338-5 1344-2
S1 1338-1 1341-0

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

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