CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 1676-0 1643-4 -32-4 -1.9% 1597-0
High 1690-0 1651-0 -39-0 -2.3% 1690-0
Low 1668-6 1616-2 -52-4 -3.1% 1581-4
Close 1686-2 1622-2 -64-0 -3.8% 1686-2
Range 21-2 34-6 13-4 63.5% 108-4
ATR 31-3 34-1 2-6 8.8% 0-0
Volume 212,731 175,237 -37,494 -17.6% 717,930
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 1734-1 1712-7 1641-3
R3 1699-3 1678-1 1631-6
R2 1664-5 1664-5 1628-5
R1 1643-3 1643-3 1625-3 1636-5
PP 1629-7 1629-7 1629-7 1626-4
S1 1608-5 1608-5 1619-1 1601-7
S2 1595-1 1595-1 1615-7
S3 1560-3 1573-7 1612-6
S4 1525-5 1539-1 1603-1
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1978-1 1940-5 1745-7
R3 1869-5 1832-1 1716-1
R2 1761-1 1761-1 1706-1
R1 1723-5 1723-5 1696-2 1742-3
PP 1652-5 1652-5 1652-5 1662-0
S1 1615-1 1615-1 1676-2 1633-7
S2 1544-1 1544-1 1666-3
S3 1435-5 1506-5 1656-3
S4 1327-1 1398-1 1626-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1690-0 1581-4 108-4 6.7% 26-5 1.6% 38% False False 158,351
10 1690-0 1506-0 184-0 11.3% 25-7 1.6% 63% False False 152,478
20 1690-0 1401-4 288-4 17.8% 24-2 1.5% 77% False False 137,385
40 1690-0 1256-4 433-4 26.7% 18-5 1.1% 84% False False 105,330
60 1690-0 1253-0 437-0 26.9% 18-0 1.1% 84% False False 89,722
80 1690-0 1253-0 437-0 26.9% 16-7 1.0% 84% False False 78,899
100 1690-0 1253-0 437-0 26.9% 15-2 0.9% 84% False False 68,738
120 1690-0 1210-0 480-0 29.6% 14-4 0.9% 86% False False 60,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1798-6
2.618 1742-0
1.618 1707-2
1.000 1685-6
0.618 1672-4
HIGH 1651-0
0.618 1637-6
0.500 1633-5
0.382 1629-4
LOW 1616-2
0.618 1594-6
1.000 1581-4
1.618 1560-0
2.618 1525-2
4.250 1468-4
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 1633-5 1653-1
PP 1629-7 1642-7
S1 1626-0 1632-4

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

View Archives - Comment on this page... - Back to Index of Symbols