CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 1275-0 1283-4 8-4 0.7% 1304-0
High 1284-4 1289-2 4-6 0.4% 1313-4
Low 1265-0 1281-4 16-4 1.3% 1253-0
Close 1276-2 1289-2 13-0 1.0% 1289-2
Range 19-4 7-6 -11-6 -60.3% 60-4
ATR 21-6 21-1 -0-5 -2.9% 0-0
Volume 66,113 47,940 -18,173 -27.5% 271,921
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 1309-7 1307-3 1293-4
R3 1302-1 1299-5 1291-3
R2 1294-3 1294-3 1290-5
R1 1291-7 1291-7 1290-0 1293-1
PP 1286-5 1286-5 1286-5 1287-2
S1 1284-1 1284-1 1288-4 1285-3
S2 1278-7 1278-7 1287-7
S3 1271-1 1276-3 1287-1
S4 1263-3 1268-5 1285-0
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1466-6 1438-4 1322-4
R3 1406-2 1378-0 1305-7
R2 1345-6 1345-6 1300-3
R1 1317-4 1317-4 1294-6 1301-3
PP 1285-2 1285-2 1285-2 1277-2
S1 1257-0 1257-0 1283-6 1240-7
S2 1224-6 1224-6 1278-1
S3 1164-2 1196-4 1272-5
S4 1103-6 1136-0 1256-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1313-4 1253-0 60-4 4.7% 17-1 1.3% 60% False False 54,384
10 1317-0 1253-0 64-0 5.0% 15-7 1.2% 57% False False 61,468
20 1393-0 1253-0 140-0 10.9% 16-5 1.3% 26% False False 58,451
40 1395-0 1253-0 142-0 11.0% 14-6 1.1% 26% False False 52,856
60 1395-0 1253-0 142-0 11.0% 13-1 1.0% 26% False False 44,622
80 1395-0 1210-4 184-4 14.3% 12-3 1.0% 43% False False 38,002
100 1395-0 1170-0 225-0 17.5% 12-2 0.9% 53% False False 32,868
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 4-4
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1322-2
2.618 1309-4
1.618 1301-6
1.000 1297-0
0.618 1294-0
HIGH 1289-2
0.618 1286-2
0.500 1285-3
0.382 1284-4
LOW 1281-4
0.618 1276-6
1.000 1273-6
1.618 1269-0
2.618 1261-2
4.250 1248-4
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 1288-0 1283-2
PP 1286-5 1277-1
S1 1285-3 1271-1

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

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