CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1564-0 1566-0 2-0 0.1% 1495-4
High 1574-0 1567-0 -7-0 -0.4% 1552-0
Low 1564-0 1559-0 -5-0 -0.3% 1486-0
Close 1570-4 1564-0 -6-4 -0.4% 1534-2
Range 10-0 8-0 -2-0 -20.0% 66-0
ATR 27-5 26-4 -1-1 -4.2% 0-0
Volume 136,436 96,987 -39,449 -28.9% 572,737
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1587-3 1583-5 1568-3
R3 1579-3 1575-5 1566-2
R2 1571-3 1571-3 1565-4
R1 1567-5 1567-5 1564-6 1565-4
PP 1563-3 1563-3 1563-3 1562-2
S1 1559-5 1559-5 1563-2 1557-4
S2 1555-3 1555-3 1562-4
S3 1547-3 1551-5 1561-6
S4 1539-3 1543-5 1559-5
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 1574-0 1530-0 44-0 2.8% 14-2 0.9% 77% False False 112,450
10 1574-0 1486-0 88-0 5.6% 16-2 1.0% 89% False False 115,326
20 1612-0 1486-0 126-0 8.1% 20-5 1.3% 62% False False 135,651
40 1783-4 1486-0 297-4 19.0% 21-7 1.4% 26% False False 131,795
60 1783-4 1486-0 297-4 19.0% 21-7 1.4% 26% False False 125,008
80 1783-4 1486-0 297-4 19.0% 22-7 1.5% 26% False False 130,793
100 1783-4 1296-4 487-0 31.1% 21-4 1.4% 55% False False 124,034
120 1783-4 1253-0 530-4 33.9% 20-4 1.3% 59% False False 113,036
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-6
Narrowest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 1601-0
2.618 1588-0
1.618 1580-0
1.000 1575-0
0.618 1572-0
HIGH 1567-0
0.618 1564-0
0.500 1563-0
0.382 1562-0
LOW 1559-0
0.618 1554-0
1.000 1551-0
1.618 1546-0
2.618 1538-0
4.250 1525-0
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1563-5 1560-0
PP 1563-3 1556-0
S1 1563-0 1552-0

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

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