CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1527-4 1549-0 21-4 1.4% 1495-4
High 1547-0 1552-0 5-0 0.3% 1552-0
Low 1527-0 1533-0 6-0 0.4% 1486-0
Close 1545-4 1534-2 -11-2 -0.7% 1534-2
Range 20-0 19-0 -1-0 -5.0% 66-0
ATR 30-2 29-4 -0-6 -2.7% 0-0
Volume 144,016 114,775 -29,241 -20.3% 572,737
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1596-6 1584-4 1544-6
R3 1577-6 1565-4 1539-4
R2 1558-6 1558-6 1537-6
R1 1546-4 1546-4 1536-0 1543-1
PP 1539-6 1539-6 1539-6 1538-0
S1 1527-4 1527-4 1532-4 1524-1
S2 1520-6 1520-6 1530-6
S3 1501-6 1508-4 1529-0
S4 1482-6 1489-4 1523-6
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1722-1 1694-1 1570-4
R3 1656-1 1628-1 1552-3
R2 1590-1 1590-1 1546-3
R1 1562-1 1562-1 1540-2 1576-1
PP 1524-1 1524-1 1524-1 1531-0
S1 1496-1 1496-1 1528-2 1510-1
S2 1458-1 1458-1 1522-1
S3 1392-1 1430-1 1516-1
S4 1326-1 1364-1 1498-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1552-0 1486-0 66-0 4.3% 17-1 1.1% 73% True False 114,547
10 1570-0 1486-0 84-0 5.5% 19-6 1.3% 57% False False 132,268
20 1617-0 1486-0 131-0 8.5% 21-6 1.4% 37% False False 139,566
40 1783-4 1486-0 297-4 19.4% 22-7 1.5% 16% False False 131,569
60 1783-4 1486-0 297-4 19.4% 22-4 1.5% 16% False False 126,544
80 1783-4 1401-4 382-0 24.9% 23-1 1.5% 35% False False 131,081
100 1783-4 1256-4 527-0 34.3% 21-4 1.4% 53% False False 121,979
120 1783-4 1253-0 530-4 34.6% 20-5 1.3% 53% False False 111,325
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 True
Stretch 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1632-6
2.618 1601-6
1.618 1582-6
1.000 1571-0
0.618 1563-6
HIGH 1552-0
0.618 1544-6
0.500 1542-4
0.382 1540-2
LOW 1533-0
0.618 1521-2
1.000 1514-0
1.618 1502-2
2.618 1483-2
4.250 1452-2
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1542-4 1530-6
PP 1539-6 1527-2
S1 1537-0 1523-6

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

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