CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 1407-0 1427-0 20-0 1.4% 1427-0
High 1418-4 1434-0 15-4 1.1% 1436-0
Low 1401-4 1410-0 8-4 0.6% 1401-4
Close 1403-4 1427-6 24-2 1.7% 1427-6
Range 17-0 24-0 7-0 41.2% 34-4
ATR 24-0 24-4 0-4 1.9% 0-0
Volume 121,771 101,726 -20,045 -16.5% 595,681
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1495-7 1485-7 1441-0
R3 1471-7 1461-7 1434-3
R2 1447-7 1447-7 1432-1
R1 1437-7 1437-7 1430-0 1442-7
PP 1423-7 1423-7 1423-7 1426-4
S1 1413-7 1413-7 1425-4 1418-7
S2 1399-7 1399-7 1423-3
S3 1375-7 1389-7 1421-1
S4 1351-7 1365-7 1414-4
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1525-2 1511-0 1446-6
R3 1490-6 1476-4 1437-2
R2 1456-2 1456-2 1434-1
R1 1442-0 1442-0 1430-7 1449-1
PP 1421-6 1421-6 1421-6 1425-2
S1 1407-4 1407-4 1424-5 1414-5
S2 1387-2 1387-2 1421-3
S3 1352-6 1373-0 1418-2
S4 1318-2 1338-4 1408-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1436-0 1401-4 34-4 2.4% 22-6 1.6% 76% False False 119,136
10 1436-0 1327-0 109-0 7.6% 19-6 1.4% 92% False False 109,307
20 1436-0 1262-0 174-0 12.2% 15-0 1.1% 95% False False 90,690
40 1436-0 1253-0 183-0 12.8% 15-5 1.1% 95% False False 74,105
60 1436-0 1253-0 183-0 12.8% 14-6 1.0% 95% False False 64,493
80 1436-0 1253-0 183-0 12.8% 13-7 1.0% 95% False False 57,546
100 1436-0 1226-4 209-4 14.7% 13-1 0.9% 96% False False 49,990
120 1436-0 1170-0 266-0 18.6% 12-6 0.9% 97% False False 43,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1536-0
2.618 1496-7
1.618 1472-7
1.000 1458-0
0.618 1448-7
HIGH 1434-0
0.618 1424-7
0.500 1422-0
0.382 1419-1
LOW 1410-0
0.618 1395-1
1.000 1386-0
1.618 1371-1
2.618 1347-1
4.250 1308-0
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 1425-7 1424-6
PP 1423-7 1421-6
S1 1422-0 1418-6

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

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