CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 1256-4 1263-0 6-4 0.5% 1301-0
High 1272-0 1269-0 -3-0 -0.2% 1303-0
Low 1256-4 1262-0 5-4 0.4% 1256-4
Close 1258-0 1268-2 10-2 0.8% 1258-0
Range 15-4 7-0 -8-4 -54.8% 46-4
ATR 20-2 19-5 -0-5 -3.3% 0-0
Volume 69,009 72,315 3,306 4.8% 199,437
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 1287-3 1284-7 1272-1
R3 1280-3 1277-7 1270-1
R2 1273-3 1273-3 1269-4
R1 1270-7 1270-7 1268-7 1272-1
PP 1266-3 1266-3 1266-3 1267-0
S1 1263-7 1263-7 1267-5 1265-1
S2 1259-3 1259-3 1267-0
S3 1252-3 1256-7 1266-3
S4 1245-3 1249-7 1264-3
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% 14-0 1.1% 25% False False 54,350
10 1313-4 1253-0 60-4 4.8% 15-5 1.2% 25% False False 54,367
20 1367-4 1253-0 114-4 9.0% 15-7 1.2% 13% False False 58,137
40 1393-0 1253-0 140-0 11.0% 14-5 1.1% 11% False False 51,607
60 1395-0 1253-0 142-0 11.2% 13-4 1.1% 11% False False 47,282
80 1395-0 1226-4 168-4 13.3% 12-4 1.0% 25% False False 40,505
100 1395-0 1170-0 225-0 17.7% 12-2 1.0% 44% False False 35,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1298-6
2.618 1287-3
1.618 1280-3
1.000 1276-0
0.618 1273-3
HIGH 1269-0
0.618 1266-3
0.500 1265-4
0.382 1264-5
LOW 1262-0
0.618 1257-5
1.000 1255-0
1.618 1250-5
2.618 1243-5
4.250 1232-2
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 1267-3 1271-3
PP 1266-3 1270-3
S1 1265-4 1269-2

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

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