CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 1611-0 1631-0 20-0 1.2% 1638-4
High 1626-0 1638-0 12-0 0.7% 1657-0
Low 1597-0 1626-0 29-0 1.8% 1597-0
Close 1616-4 1628-6 12-2 0.8% 1628-6
Range 29-0 12-0 -17-0 -58.6% 60-0
ATR 38-2 37-0 -1-2 -3.1% 0-0
Volume 123,970 103,075 -20,895 -16.9% 637,300
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1666-7 1659-7 1635-3
R3 1654-7 1647-7 1632-0
R2 1642-7 1642-7 1631-0
R1 1635-7 1635-7 1629-7 1633-3
PP 1630-7 1630-7 1630-7 1629-6
S1 1623-7 1623-7 1627-5 1621-3
S2 1618-7 1618-7 1626-4
S3 1606-7 1611-7 1625-4
S4 1594-7 1599-7 1622-1
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1807-5 1778-1 1661-6
R3 1747-5 1718-1 1645-2
R2 1687-5 1687-5 1639-6
R1 1658-1 1658-1 1634-2 1642-7
PP 1627-5 1627-5 1627-5 1620-0
S1 1598-1 1598-1 1623-2 1582-7
S2 1567-5 1567-5 1617-6
S3 1507-5 1538-1 1612-2
S4 1447-5 1478-1 1595-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1657-0 1597-0 60-0 3.7% 23-2 1.4% 53% False False 127,460
10 1657-0 1552-2 104-6 6.4% 25-4 1.6% 73% False False 146,024
20 1690-0 1506-0 184-0 11.3% 25-2 1.6% 67% False False 146,074
40 1690-0 1308-0 382-0 23.5% 21-3 1.3% 84% False False 125,152
60 1690-0 1253-0 437-0 26.8% 19-2 1.2% 86% False False 103,102
80 1690-0 1253-0 437-0 26.8% 17-6 1.1% 86% False False 89,401
100 1690-0 1253-0 437-0 26.8% 16-5 1.0% 86% False False 79,153
120 1690-0 1252-4 437-4 26.9% 15-3 0.9% 86% False False 69,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8-6
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1689-0
2.618 1669-3
1.618 1657-3
1.000 1650-0
0.618 1645-3
HIGH 1638-0
0.618 1633-3
0.500 1632-0
0.382 1630-5
LOW 1626-0
0.618 1618-5
1.000 1614-0
1.618 1606-5
2.618 1594-5
4.250 1575-0
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 1632-0 1625-0
PP 1630-7 1621-2
S1 1629-7 1617-4

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

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