CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 1324-4 1314-4 -10-0 -0.8% 1263-0
High 1340-0 1322-0 -18-0 -1.3% 1341-0
Low 1324-4 1314-4 -10-0 -0.8% 1262-0
Close 1337-0 1319-6 -17-2 -1.3% 1332-4
Range 15-4 7-4 -8-0 -51.6% 79-0
ATR 20-0 20-1 0-1 0.9% 0-0
Volume 68,359 89,831 21,472 31.4% 330,040
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 1341-2 1338-0 1323-7
R3 1333-6 1330-4 1321-6
R2 1326-2 1326-2 1321-1
R1 1323-0 1323-0 1320-4 1324-5
PP 1318-6 1318-6 1318-6 1319-4
S1 1315-4 1315-4 1319-0 1317-1
S2 1311-2 1311-2 1318-3
S3 1303-6 1308-0 1317-6
S4 1296-2 1300-4 1315-5
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 1314-4 26-4 2.0% 12-2 0.9% 20% False True 80,954
10 1341-0 1256-4 84-4 6.4% 11-7 0.9% 75% False False 70,166
20 1341-0 1253-0 88-0 6.7% 14-0 1.1% 76% False False 62,215
40 1393-0 1253-0 140-0 10.6% 14-4 1.1% 48% False False 58,084
60 1395-0 1253-0 142-0 10.8% 13-6 1.0% 47% False False 52,163
80 1395-0 1253-0 142-0 10.8% 12-4 0.9% 47% False False 45,290
100 1395-0 1193-4 201-4 15.3% 12-2 0.9% 63% False False 39,173
120 1395-0 1162-0 233-0 17.7% 12-1 0.9% 68% False False 34,278
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 0-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1353-7
2.618 1341-5
1.618 1334-1
1.000 1329-4
0.618 1326-5
HIGH 1322-0
0.618 1319-1
0.500 1318-2
0.382 1317-3
LOW 1314-4
0.618 1309-7
1.000 1307-0
1.618 1302-3
2.618 1294-7
4.250 1282-5
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 1319-2 1327-2
PP 1318-6 1324-6
S1 1318-2 1322-2

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

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