CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 1350-0 1350-0 0-0 0.0% 1351-0
High 1353-0 1354-0 1-0 0.1% 1361-0
Low 1340-4 1348-0 7-4 0.6% 1334-0
Close 1341-4 1352-0 10-4 0.8% 1356-0
Range 12-4 6-0 -6-4 -52.0% 27-0
ATR 16-3 16-1 -0-2 -1.7% 0-0
Volume 56,070 45,456 -10,614 -18.9% 172,533
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 1369-3 1366-5 1355-2
R3 1363-3 1360-5 1353-5
R2 1357-3 1357-3 1353-1
R1 1354-5 1354-5 1352-4 1356-0
PP 1351-3 1351-3 1351-3 1352-0
S1 1348-5 1348-5 1351-4 1350-0
S2 1345-3 1345-3 1350-7
S3 1339-3 1342-5 1350-3
S4 1333-3 1336-5 1348-6
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1431-3 1420-5 1370-7
R3 1404-3 1393-5 1363-3
R2 1377-3 1377-3 1361-0
R1 1366-5 1366-5 1358-4 1372-0
PP 1350-3 1350-3 1350-3 1353-0
S1 1339-5 1339-5 1353-4 1345-0
S2 1323-3 1323-3 1351-0
S3 1296-3 1312-5 1348-5
S4 1269-3 1285-5 1341-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1360-0 1334-0 26-0 1.9% 12-6 0.9% 69% False False 39,728
10 1376-0 1334-0 42-0 3.1% 10-6 0.8% 43% False False 41,320
20 1395-0 1300-0 95-0 7.0% 13-1 1.0% 55% False False 43,398
40 1395-0 1281-0 114-0 8.4% 11-0 0.8% 62% False False 35,133
60 1395-0 1193-4 201-4 14.9% 10-7 0.8% 79% False False 28,869
80 1395-0 1170-0 225-0 16.6% 11-0 0.8% 81% False False 24,492
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1379-4
2.618 1369-6
1.618 1363-6
1.000 1360-0
0.618 1357-6
HIGH 1354-0
0.618 1351-6
0.500 1351-0
0.382 1350-2
LOW 1348-0
0.618 1344-2
1.000 1342-0
1.618 1338-2
2.618 1332-2
4.250 1322-4
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 1351-5 1351-3
PP 1351-3 1350-7
S1 1351-0 1350-2

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

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