CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 1643-0 1658-0 15-0 0.9% 1735-0
High 1665-0 1674-0 9-0 0.5% 1763-0
Low 1639-0 1652-4 13-4 0.8% 1694-0
Close 1640-0 1669-4 29-4 1.8% 1739-0
Range 26-0 21-4 -4-4 -17.3% 69-0
ATR 30-6 31-0 0-2 0.8% 0-0
Volume 183,122 111,816 -71,306 -38.9% 587,316
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 1729-7 1721-1 1681-3
R3 1708-3 1699-5 1675-3
R2 1686-7 1686-7 1673-4
R1 1678-1 1678-1 1671-4 1682-4
PP 1665-3 1665-3 1665-3 1667-4
S1 1656-5 1656-5 1667-4 1661-0
S2 1643-7 1643-7 1665-4
S3 1622-3 1635-1 1663-5
S4 1600-7 1613-5 1657-5
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1939-0 1908-0 1777-0
R3 1870-0 1839-0 1758-0
R2 1801-0 1801-0 1751-5
R1 1770-0 1770-0 1745-3 1785-4
PP 1732-0 1732-0 1732-0 1739-6
S1 1701-0 1701-0 1732-5 1716-4
S2 1663-0 1663-0 1726-3
S3 1594-0 1632-0 1720-0
S4 1525-0 1563-0 1701-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1763-0 1639-0 124-0 7.4% 24-3 1.5% 25% False False 137,573
10 1763-0 1639-0 124-0 7.4% 25-3 1.5% 25% False False 125,408
20 1783-4 1639-0 144-4 8.7% 23-5 1.4% 21% False False 119,270
40 1783-4 1555-4 228-0 13.7% 23-1 1.4% 50% False False 120,243
60 1783-4 1401-4 382-0 22.9% 23-5 1.4% 70% False False 127,648
80 1783-4 1256-4 527-0 31.6% 21-1 1.3% 78% False False 114,492
100 1783-4 1253-0 530-4 31.8% 20-1 1.2% 79% False False 103,284
120 1783-4 1253-0 530-4 31.8% 19-0 1.1% 79% False False 93,947
Crabel Price Patterns
NR True
NR4 True
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 4-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1765-3
2.618 1730-2
1.618 1708-6
1.000 1695-4
0.618 1687-2
HIGH 1674-0
0.618 1665-6
0.500 1663-2
0.382 1660-6
LOW 1652-4
0.618 1639-2
1.000 1631-0
1.618 1617-6
2.618 1596-2
4.250 1561-1
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 1667-3 1670-4
PP 1665-3 1670-1
S1 1663-2 1669-7

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

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