CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 1536-4 1535-0 -1-4 -0.1% 1588-0
High 1540-0 1567-0 27-0 1.8% 1588-0
Low 1519-0 1535-0 16-0 1.1% 1506-0
Close 1523-2 1548-4 25-2 1.7% 1551-4
Range 21-0 32-0 11-0 52.4% 82-0
ATR 29-4 30-4 1-0 3.4% 0-0
Volume 153,713 209,081 55,368 36.0% 741,635
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 1646-1 1629-3 1566-1
R3 1614-1 1597-3 1557-2
R2 1582-1 1582-1 1554-3
R1 1565-3 1565-3 1551-3 1573-6
PP 1550-1 1550-1 1550-1 1554-3
S1 1533-3 1533-3 1545-5 1541-6
S2 1518-1 1518-1 1542-5
S3 1486-1 1501-3 1539-6
S4 1454-1 1469-3 1530-7
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1794-4 1755-0 1596-5
R3 1712-4 1673-0 1574-0
R2 1630-4 1630-4 1566-4
R1 1591-0 1591-0 1559-0 1569-6
PP 1548-4 1548-4 1548-4 1537-7
S1 1509-0 1509-0 1544-0 1487-6
S2 1466-4 1466-4 1536-4
S3 1384-4 1427-0 1529-0
S4 1302-4 1345-0 1506-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1570-0 1519-0 51-0 3.3% 21-0 1.4% 58% False False 152,393
10 1612-0 1506-0 106-0 6.8% 25-1 1.6% 40% False False 155,975
20 1763-0 1506-0 257-0 16.6% 24-1 1.6% 17% False False 149,360
40 1783-4 1506-0 277-4 17.9% 23-0 1.5% 15% False False 130,216
60 1783-4 1506-0 277-4 17.9% 23-4 1.5% 15% False False 132,393
80 1783-4 1371-0 412-4 26.6% 23-3 1.5% 43% False False 131,205
100 1783-4 1253-0 530-4 34.3% 21-3 1.4% 56% False False 117,896
120 1783-4 1253-0 530-4 34.3% 20-3 1.3% 56% False False 108,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1703-0
2.618 1650-6
1.618 1618-6
1.000 1599-0
0.618 1586-6
HIGH 1567-0
0.618 1554-6
0.500 1551-0
0.382 1547-2
LOW 1535-0
0.618 1515-2
1.000 1503-0
1.618 1483-2
2.618 1451-2
4.250 1399-0
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 1551-0 1547-1
PP 1550-1 1545-7
S1 1549-3 1544-4

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

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