CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 1286-2 1256-4 -29-6 -2.3% 1301-0
High 1286-2 1272-0 -14-2 -1.1% 1303-0
Low 1266-0 1256-4 -9-4 -0.8% 1256-4
Close 1270-2 1258-0 -12-2 -1.0% 1258-0
Range 20-2 15-4 -4-6 -23.5% 46-4
ATR 20-5 20-2 -0-3 -1.8% 0-0
Volume 52,091 69,009 16,918 32.5% 199,437
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1308-5 1298-7 1266-4
R3 1293-1 1283-3 1262-2
R2 1277-5 1277-5 1260-7
R1 1267-7 1267-7 1259-3 1272-6
PP 1262-1 1262-1 1262-1 1264-5
S1 1252-3 1252-3 1256-5 1257-2
S2 1246-5 1246-5 1255-1
S3 1231-1 1236-7 1253-6
S4 1215-5 1221-3 1249-4
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1412-0 1381-4 1283-5
R3 1365-4 1335-0 1270-6
R2 1319-0 1319-0 1266-4
R1 1288-4 1288-4 1262-2 1280-4
PP 1272-4 1272-4 1272-4 1268-4
S1 1242-0 1242-0 1253-6 1234-0
S2 1226-0 1226-0 1249-4
S3 1179-4 1195-4 1245-2
S4 1133-0 1149-0 1232-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1303-0 1256-4 46-4 3.7% 14-2 1.1% 3% False True 49,475
10 1317-0 1253-0 64-0 5.1% 17-6 1.4% 8% False False 52,915
20 1368-0 1253-0 115-0 9.1% 16-2 1.3% 4% False False 57,519
40 1393-0 1253-0 140-0 11.1% 14-4 1.2% 4% False False 51,394
60 1395-0 1253-0 142-0 11.3% 13-4 1.1% 4% False False 46,498
80 1395-0 1226-4 168-4 13.4% 12-5 1.0% 19% False False 39,815
100 1395-0 1170-0 225-0 17.9% 12-2 1.0% 39% False False 34,453
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 1337-7
2.618 1312-5
1.618 1297-1
1.000 1287-4
0.618 1281-5
HIGH 1272-0
0.618 1266-1
0.500 1264-2
0.382 1262-3
LOW 1256-4
0.618 1246-7
1.000 1241-0
1.618 1231-3
2.618 1215-7
4.250 1190-5
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 1264-2 1275-6
PP 1262-1 1269-7
S1 1260-1 1263-7

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

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