CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 1362-0 1353-0 -9-0 -0.7% 1360-0
High 1368-0 1358-0 -10-0 -0.7% 1393-0
Low 1354-0 1350-0 -4-0 -0.3% 1354-0
Close 1366-6 1353-4 -13-2 -1.0% 1366-6
Range 14-0 8-0 -6-0 -42.9% 39-0
ATR 16-2 16-3 0-0 0.2% 0-0
Volume 59,962 50,313 -9,649 -16.1% 278,039
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 1377-7 1373-5 1357-7
R3 1369-7 1365-5 1355-6
R2 1361-7 1361-7 1355-0
R1 1357-5 1357-5 1354-2 1359-6
PP 1353-7 1353-7 1353-7 1354-7
S1 1349-5 1349-5 1352-6 1351-6
S2 1345-7 1345-7 1352-0
S3 1337-7 1341-5 1351-2
S4 1329-7 1333-5 1349-1
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 1350-0 43-0 3.2% 14-2 1.0% 8% False True 57,015
10 1393-0 1348-0 45-0 3.3% 13-6 1.0% 12% False False 54,949
20 1393-0 1334-0 59-0 4.4% 13-3 1.0% 33% False False 47,593
40 1395-0 1298-0 97-0 7.2% 12-0 0.9% 57% False False 42,391
60 1395-0 1226-4 168-4 12.4% 11-2 0.8% 75% False False 35,229
80 1395-0 1170-0 225-0 16.6% 11-3 0.8% 82% False False 29,835
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1392-0
2.618 1379-0
1.618 1371-0
1.000 1366-0
0.618 1363-0
HIGH 1358-0
0.618 1355-0
0.500 1354-0
0.382 1353-0
LOW 1350-0
0.618 1345-0
1.000 1342-0
1.618 1337-0
2.618 1329-0
4.250 1316-0
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 1354-0 1360-0
PP 1353-7 1357-7
S1 1353-5 1355-5

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

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