CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 1324-4 1333-0 8-4 0.6% 1263-0
High 1341-0 1335-0 -6-0 -0.4% 1341-0
Low 1324-4 1328-0 3-4 0.3% 1262-0
Close 1341-2 1332-4 -8-6 -0.7% 1332-4
Range 16-4 7-0 -9-4 -57.6% 79-0
ATR 21-3 20-6 -0-5 -2.7% 0-0
Volume 68,935 85,315 16,380 23.8% 330,040
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1352-7 1349-5 1336-3
R3 1345-7 1342-5 1334-3
R2 1338-7 1338-7 1333-6
R1 1335-5 1335-5 1333-1 1333-6
PP 1331-7 1331-7 1331-7 1330-7
S1 1328-5 1328-5 1331-7 1326-6
S2 1324-7 1324-7 1331-2
S3 1317-7 1321-5 1330-5
S4 1310-7 1314-5 1328-5
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1548-7 1519-5 1376-0
R3 1469-7 1440-5 1354-2
R2 1390-7 1390-7 1347-0
R1 1361-5 1361-5 1339-6 1376-2
PP 1311-7 1311-7 1311-7 1319-1
S1 1282-5 1282-5 1325-2 1297-2
S2 1232-7 1232-7 1318-0
S3 1153-7 1203-5 1310-6
S4 1074-7 1124-5 1289-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1341-0 1262-0 79-0 5.9% 9-0 0.7% 89% False False 66,008
10 1341-0 1256-4 84-4 6.3% 11-5 0.9% 90% False False 57,741
20 1350-0 1253-0 97-0 7.3% 14-7 1.1% 82% False False 60,618
40 1393-0 1253-0 140-0 10.5% 14-1 1.1% 57% False False 54,713
60 1395-0 1253-0 142-0 10.7% 13-3 1.0% 56% False False 49,371
80 1395-0 1252-4 142-4 10.7% 12-2 0.9% 56% False False 42,896
100 1395-0 1180-0 215-0 16.1% 12-1 0.9% 71% False False 37,015
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1364-6
2.618 1353-3
1.618 1346-3
1.000 1342-0
0.618 1339-3
HIGH 1335-0
0.618 1332-3
0.500 1331-4
0.382 1330-5
LOW 1328-0
0.618 1323-5
1.000 1321-0
1.618 1316-5
2.618 1309-5
4.250 1298-2
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 1332-1 1327-7
PP 1331-7 1323-3
S1 1331-4 1318-6

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

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