CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 1606-0 1587-4 -18-4 -1.2% 1597-0
High 1623-0 1602-0 -21-0 -1.3% 1690-0
Low 1596-0 1563-0 -33-0 -2.1% 1581-4
Close 1615-4 1567-4 -48-0 -3.0% 1686-2
Range 27-0 39-0 12-0 44.4% 108-4
ATR 37-7 38-7 1-0 2.8% 0-0
Volume 190,678 143,217 -47,461 -24.9% 717,930
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 1694-4 1670-0 1589-0
R3 1655-4 1631-0 1578-2
R2 1616-4 1616-4 1574-5
R1 1592-0 1592-0 1571-1 1584-6
PP 1577-4 1577-4 1577-4 1573-7
S1 1553-0 1553-0 1563-7 1545-6
S2 1538-4 1538-4 1560-3
S3 1499-4 1514-0 1556-6
S4 1460-4 1475-0 1546-0
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 1552-2 137-6 8.8% 29-3 1.9% 11% False False 181,254
10 1690-0 1542-4 147-4 9.4% 25-4 1.6% 17% False False 152,959
20 1690-0 1401-4 288-4 18.4% 25-2 1.6% 58% False False 144,691
40 1690-0 1256-4 433-4 27.7% 20-0 1.3% 72% False False 115,131
60 1690-0 1253-0 437-0 27.9% 18-6 1.2% 72% False False 96,107
80 1690-0 1253-0 437-0 27.9% 17-2 1.1% 72% False False 83,403
100 1690-0 1253-0 437-0 27.9% 15-7 1.0% 72% False False 73,198
120 1690-0 1226-4 463-4 29.6% 14-7 1.0% 74% False False 64,162
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 5-3
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1767-6
2.618 1704-1
1.618 1665-1
1.000 1641-0
0.618 1626-1
HIGH 1602-0
0.618 1587-1
0.500 1582-4
0.382 1577-7
LOW 1563-0
0.618 1538-7
1.000 1524-0
1.618 1499-7
2.618 1460-7
4.250 1397-2
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 1582-4 1587-5
PP 1577-4 1580-7
S1 1572-4 1574-2

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

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