CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1353-0 1354-0 1-0 0.1% 1360-0
High 1358-0 1354-0 -4-0 -0.3% 1393-0
Low 1350-0 1335-0 -15-0 -1.1% 1354-0
Close 1353-4 1340-4 -13-0 -1.0% 1366-6
Range 8-0 19-0 11-0 137.5% 39-0
ATR 16-3 16-4 0-2 1.2% 0-0
Volume 50,313 38,523 -11,790 -23.4% 278,039
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1400-1 1389-3 1351-0
R3 1381-1 1370-3 1345-6
R2 1362-1 1362-1 1344-0
R1 1351-3 1351-3 1342-2 1347-2
PP 1343-1 1343-1 1343-1 1341-1
S1 1332-3 1332-3 1338-6 1328-2
S2 1324-1 1324-1 1337-0
S3 1305-1 1313-3 1335-2
S4 1286-1 1294-3 1330-0
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 1335-0 58-0 4.3% 15-0 1.1% 9% False True 56,140
10 1393-0 1335-0 58-0 4.3% 15-0 1.1% 9% False True 54,255
20 1393-0 1334-0 59-0 4.4% 12-7 1.0% 11% False False 47,788
40 1395-0 1300-0 95-0 7.1% 12-2 0.9% 43% False False 42,132
60 1395-0 1243-0 152-0 11.3% 11-3 0.8% 64% False False 35,565
80 1395-0 1170-0 225-0 16.8% 11-3 0.8% 76% False False 30,110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1434-6
2.618 1403-6
1.618 1384-6
1.000 1373-0
0.618 1365-6
HIGH 1354-0
0.618 1346-6
0.500 1344-4
0.382 1342-2
LOW 1335-0
0.618 1323-2
1.000 1316-0
1.618 1304-2
2.618 1285-2
4.250 1254-2
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 1344-4 1351-4
PP 1343-1 1347-7
S1 1341-7 1344-1

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

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