CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 1587-0 1566-4 -20-4 -1.3% 1702-0
High 1587-4 1582-0 -5-4 -0.3% 1702-0
Low 1565-4 1565-0 -0-4 0.0% 1608-0
Close 1573-0 1570-6 -2-2 -0.1% 1621-6
Range 22-0 17-0 -5-0 -22.7% 94-0
ATR 30-7 29-7 -1-0 -3.2% 0-0
Volume 146,255 140,165 -6,090 -4.2% 787,894
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 1623-5 1614-1 1580-1
R3 1606-5 1597-1 1575-3
R2 1589-5 1589-5 1573-7
R1 1580-1 1580-1 1572-2 1584-7
PP 1572-5 1572-5 1572-5 1575-0
S1 1563-1 1563-1 1569-2 1567-7
S2 1555-5 1555-5 1567-5
S3 1538-5 1546-1 1566-1
S4 1521-5 1529-1 1561-3
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1925-7 1867-7 1673-4
R3 1831-7 1773-7 1647-5
R2 1737-7 1737-7 1639-0
R1 1679-7 1679-7 1630-3 1661-7
PP 1643-7 1643-7 1643-7 1635-0
S1 1585-7 1585-7 1613-1 1567-7
S2 1549-7 1549-7 1604-4
S3 1455-7 1491-7 1595-7
S4 1361-7 1397-7 1570-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1624-4 1565-0 59-4 3.8% 18-0 1.1% 10% False True 132,248
10 1763-0 1565-0 198-0 12.6% 23-2 1.5% 3% False True 142,746
20 1783-4 1565-0 218-4 13.9% 23-0 1.5% 3% False True 127,940
40 1783-4 1555-4 228-0 14.5% 22-3 1.4% 7% False False 119,686
60 1783-4 1494-4 289-0 18.4% 23-4 1.5% 26% False False 129,174
80 1783-4 1296-4 487-0 31.0% 21-6 1.4% 56% False False 121,130
100 1783-4 1253-0 530-4 33.8% 20-4 1.3% 60% False False 108,513
120 1783-4 1253-0 530-4 33.8% 19-3 1.2% 60% False False 98,360
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1654-2
2.618 1626-4
1.618 1609-4
1.000 1599-0
0.618 1592-4
HIGH 1582-0
0.618 1575-4
0.500 1573-4
0.382 1571-4
LOW 1565-0
0.618 1554-4
1.000 1548-0
1.618 1537-4
2.618 1520-4
4.250 1492-6
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 1573-4 1591-0
PP 1572-5 1584-2
S1 1571-5 1577-4

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

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