CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1365-0 1362-0 -3-0 -0.2% 1360-0
High 1370-0 1368-0 -2-0 -0.1% 1393-0
Low 1363-0 1354-0 -9-0 -0.7% 1354-0
Close 1367-6 1366-6 -1-0 -0.1% 1366-6
Range 7-0 14-0 7-0 100.0% 39-0
ATR 16-4 16-2 -0-1 -1.1% 0-0
Volume 74,142 59,962 -14,180 -19.1% 278,039
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1404-7 1399-7 1374-4
R3 1390-7 1385-7 1370-5
R2 1376-7 1376-7 1369-3
R1 1371-7 1371-7 1368-0 1374-3
PP 1362-7 1362-7 1362-7 1364-2
S1 1357-7 1357-7 1365-4 1360-3
S2 1348-7 1348-7 1364-1
S3 1334-7 1343-7 1362-7
S4 1320-7 1329-7 1359-0
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1488-2 1466-4 1388-2
R3 1449-2 1427-4 1377-4
R2 1410-2 1410-2 1373-7
R1 1388-4 1388-4 1370-3 1399-3
PP 1371-2 1371-2 1371-2 1376-6
S1 1349-4 1349-4 1363-1 1360-3
S2 1332-2 1332-2 1359-5
S3 1293-2 1310-4 1356-0
S4 1254-2 1271-4 1345-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1393-0 1354-0 39-0 2.9% 17-0 1.2% 33% False True 55,607
10 1393-0 1340-4 52-4 3.8% 14-2 1.0% 50% False False 55,524
20 1393-0 1334-0 59-0 4.3% 13-2 1.0% 56% False False 45,077
40 1395-0 1296-0 99-0 7.2% 12-2 0.9% 71% False False 41,855
60 1395-0 1226-4 168-4 12.3% 11-3 0.8% 83% False False 34,628
80 1395-0 1170-0 225-0 16.5% 11-3 0.8% 87% False False 29,303
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 3-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1427-4
2.618 1404-5
1.618 1390-5
1.000 1382-0
0.618 1376-5
HIGH 1368-0
0.618 1362-5
0.500 1361-0
0.382 1359-3
LOW 1354-0
0.618 1345-3
1.000 1340-0
1.618 1331-3
2.618 1317-3
4.250 1294-4
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1364-7 1373-4
PP 1362-7 1371-2
S1 1361-0 1369-0

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

View Archives - Comment on this page... - Back to Index of Symbols