CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 1728-4 1735-0 6-4 0.4% 1773-0
High 1751-0 1740-0 -11-0 -0.6% 1783-4
Low 1727-0 1717-0 -10-0 -0.6% 1727-0
Close 1736-4 1718-6 -17-6 -1.0% 1736-4
Range 24-0 23-0 -1-0 -4.2% 56-4
ATR 27-7 27-5 -0-3 -1.3% 0-0
Volume 98,029 87,155 -10,874 -11.1% 443,202
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 1794-2 1779-4 1731-3
R3 1771-2 1756-4 1725-1
R2 1748-2 1748-2 1723-0
R1 1733-4 1733-4 1720-7 1729-3
PP 1725-2 1725-2 1725-2 1723-2
S1 1710-4 1710-4 1716-5 1706-3
S2 1702-2 1702-2 1714-4
S3 1679-2 1687-4 1712-3
S4 1656-2 1664-4 1706-1
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1918-4 1884-0 1767-5
R3 1862-0 1827-4 1752-0
R2 1805-4 1805-4 1746-7
R1 1771-0 1771-0 1741-5 1760-0
PP 1749-0 1749-0 1749-0 1743-4
S1 1714-4 1714-4 1731-3 1703-4
S2 1692-4 1692-4 1726-1
S3 1636-0 1658-0 1721-0
S4 1579-4 1601-4 1705-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1783-4 1717-0 66-4 3.9% 21-6 1.3% 3% False True 106,071
10 1783-4 1708-0 75-4 4.4% 22-2 1.3% 14% False False 108,900
20 1783-4 1588-0 195-4 11.4% 20-0 1.2% 67% False False 106,138
40 1783-4 1552-2 231-2 13.5% 22-5 1.3% 72% False False 123,119
60 1783-4 1308-6 474-6 27.6% 22-2 1.3% 86% False False 122,298
80 1783-4 1253-0 530-4 30.9% 20-2 1.2% 88% False False 107,464
100 1783-4 1253-0 530-4 30.9% 19-2 1.1% 88% False False 97,141
120 1783-4 1253-0 530-4 30.9% 18-0 1.0% 88% False False 87,674
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 4-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1837-6
2.618 1800-2
1.618 1777-2
1.000 1763-0
0.618 1754-2
HIGH 1740-0
0.618 1731-2
0.500 1728-4
0.382 1725-6
LOW 1717-0
0.618 1702-6
1.000 1694-0
1.618 1679-6
2.618 1656-6
4.250 1619-2
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 1728-4 1735-0
PP 1725-2 1729-5
S1 1722-0 1724-1

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

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