CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 1611-0 1602-0 -9-0 -0.6% 1588-0
High 1616-0 1603-0 -13-0 -0.8% 1665-0
Low 1600-0 1588-0 -12-0 -0.8% 1555-4
Close 1600-6 1598-0 -2-6 -0.2% 1643-6
Range 16-0 15-0 -1-0 -6.3% 109-4
ATR 38-0 36-3 -1-5 -4.3% 0-0
Volume 107,541 92,299 -15,242 -14.2% 623,830
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 1641-3 1634-5 1606-2
R3 1626-3 1619-5 1602-1
R2 1611-3 1611-3 1600-6
R1 1604-5 1604-5 1599-3 1600-4
PP 1596-3 1596-3 1596-3 1594-2
S1 1589-5 1589-5 1596-5 1585-4
S2 1581-3 1581-3 1595-2
S3 1566-3 1574-5 1593-7
S4 1551-3 1559-5 1589-6
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1949-7 1906-3 1704-0
R3 1840-3 1796-7 1673-7
R2 1730-7 1730-7 1663-7
R1 1687-3 1687-3 1653-6 1709-1
PP 1621-3 1621-3 1621-3 1632-2
S1 1577-7 1577-7 1633-6 1599-5
S2 1511-7 1511-7 1623-5
S3 1402-3 1468-3 1613-5
S4 1292-7 1358-7 1583-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1665-0 1555-4 109-4 6.9% 24-5 1.5% 39% False False 115,820
10 1665-0 1555-4 109-4 6.9% 25-0 1.6% 39% False False 121,916
20 1690-0 1552-2 137-6 8.6% 25-3 1.6% 33% False False 139,090
40 1690-0 1371-0 319-0 20.0% 23-5 1.5% 71% False False 132,158
60 1690-0 1253-0 437-0 27.3% 20-2 1.3% 79% False False 109,097
80 1690-0 1253-0 437-0 27.3% 19-0 1.2% 79% False False 96,502
100 1690-0 1253-0 437-0 27.3% 17-6 1.1% 79% False False 85,380
120 1690-0 1253-0 437-0 27.3% 16-2 1.0% 79% False False 75,548
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1666-6
2.618 1642-2
1.618 1627-2
1.000 1618-0
0.618 1612-2
HIGH 1603-0
0.618 1597-2
0.500 1595-4
0.382 1593-6
LOW 1588-0
0.618 1578-6
1.000 1573-0
1.618 1563-6
2.618 1548-6
4.250 1524-2
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 1597-1 1626-4
PP 1596-3 1617-0
S1 1595-4 1607-4

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

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