CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 1263-0 1277-0 14-0 1.1% 1301-0
High 1269-0 1281-0 12-0 0.9% 1303-0
Low 1262-0 1276-0 14-0 1.1% 1256-4
Close 1268-2 1277-0 8-6 0.7% 1258-0
Range 7-0 5-0 -2-0 -28.6% 46-4
ATR 19-5 19-1 -0-4 -2.5% 0-0
Volume 72,315 48,474 -23,841 -33.0% 199,437
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 1293-0 1290-0 1279-6
R3 1288-0 1285-0 1278-3
R2 1283-0 1283-0 1277-7
R1 1280-0 1280-0 1277-4 1279-4
PP 1278-0 1278-0 1278-0 1277-6
S1 1275-0 1275-0 1276-4 1274-4
S2 1273-0 1273-0 1276-1
S3 1268-0 1270-0 1275-5
S4 1263-0 1265-0 1274-2
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 1295-0 1256-4 38-4 3.0% 11-7 0.9% 53% False False 56,959
10 1304-4 1253-0 51-4 4.0% 15-1 1.2% 47% False False 53,942
20 1367-4 1253-0 114-4 9.0% 15-6 1.2% 21% False False 58,045
40 1393-0 1253-0 140-0 11.0% 14-4 1.1% 17% False False 52,819
60 1395-0 1253-0 142-0 11.1% 13-2 1.0% 17% False False 47,609
80 1395-0 1226-4 168-4 13.2% 12-3 1.0% 30% False False 40,933
100 1395-0 1170-0 225-0 17.6% 12-2 1.0% 48% False False 35,477
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 2-3
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1302-2
2.618 1294-1
1.618 1289-1
1.000 1286-0
0.618 1284-1
HIGH 1281-0
0.618 1279-1
0.500 1278-4
0.382 1277-7
LOW 1276-0
0.618 1272-7
1.000 1271-0
1.618 1267-7
2.618 1262-7
4.250 1254-6
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 1278-4 1274-2
PP 1278-0 1271-4
S1 1277-4 1268-6

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

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