CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 1378-0 1383-0 5-0 0.4% 1350-0
High 1393-0 1393-0 0-0 0.0% 1374-0
Low 1378-0 1366-0 -12-0 -0.9% 1340-4
Close 1392-4 1368-2 -24-2 -1.7% 1362-0
Range 15-0 27-0 12-0 80.0% 33-4
ATR 16-3 17-2 0-6 4.6% 0-0
Volume 42,898 57,763 14,865 34.7% 277,210
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 1456-6 1439-4 1383-1
R3 1429-6 1412-4 1375-5
R2 1402-6 1402-6 1373-2
R1 1385-4 1385-4 1370-6 1380-5
PP 1375-6 1375-6 1375-6 1373-2
S1 1358-4 1358-4 1365-6 1353-5
S2 1348-6 1348-6 1363-2
S3 1321-6 1331-4 1360-7
S4 1294-6 1304-4 1353-3
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1459-3 1444-1 1380-3
R3 1425-7 1410-5 1371-2
R2 1392-3 1392-3 1368-1
R1 1377-1 1377-1 1365-1 1384-6
PP 1358-7 1358-7 1358-7 1362-5
S1 1343-5 1343-5 1358-7 1351-2
S2 1325-3 1325-3 1355-7
S3 1291-7 1310-1 1352-6
S4 1258-3 1276-5 1343-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1393-0 1355-0 38-0 2.8% 18-0 1.3% 35% True False 52,927
10 1393-0 1338-0 55-0 4.0% 15-5 1.1% 55% True False 49,213
20 1393-0 1334-0 59-0 4.3% 13-2 1.0% 58% True False 44,297
40 1395-0 1289-0 106-0 7.7% 12-0 0.9% 75% False False 39,781
60 1395-0 1226-4 168-4 12.3% 11-3 0.8% 84% False False 32,923
80 1395-0 1170-0 225-0 16.4% 11-3 0.8% 88% False False 27,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-6
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1507-6
2.618 1463-5
1.618 1436-5
1.000 1420-0
0.618 1409-5
HIGH 1393-0
0.618 1382-5
0.500 1379-4
0.382 1376-3
LOW 1366-0
0.618 1349-3
1.000 1339-0
1.618 1322-3
2.618 1295-3
4.250 1251-2
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 1379-4 1376-0
PP 1375-6 1373-3
S1 1372-0 1370-7

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

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