CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 1560-0 1541-4 -18-4 -1.2% 1548-0
High 1562-0 1544-0 -18-0 -1.2% 1574-0
Low 1554-0 1525-0 -29-0 -1.9% 1530-0
Close 1561-2 1527-2 -34-0 -2.2% 1561-2
Range 8-0 19-0 11-0 137.5% 44-0
ATR 25-3 26-1 0-6 3.1% 0-0
Volume 106,493 94,827 -11,666 -11.0% 553,969
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 1589-1 1577-1 1537-6
R3 1570-1 1558-1 1532-4
R2 1551-1 1551-1 1530-6
R1 1539-1 1539-1 1529-0 1535-5
PP 1532-1 1532-1 1532-1 1530-2
S1 1520-1 1520-1 1525-4 1516-5
S2 1513-1 1513-1 1523-6
S3 1494-1 1501-1 1522-0
S4 1475-1 1482-1 1516-6
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1687-1 1668-1 1585-4
R3 1643-1 1624-1 1573-3
R2 1599-1 1599-1 1569-3
R1 1580-1 1580-1 1565-2 1589-5
PP 1555-1 1555-1 1555-1 1559-6
S1 1536-1 1536-1 1557-2 1545-5
S2 1511-1 1511-1 1553-1
S3 1467-1 1492-1 1549-1
S4 1423-1 1448-1 1537-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1574-0 1525-0 49-0 3.2% 13-6 0.9% 5% False True 105,985
10 1574-0 1493-0 81-0 5.3% 15-2 1.0% 42% False False 109,210
20 1574-0 1486-0 88-0 5.8% 18-2 1.2% 47% False False 128,869
40 1783-4 1486-0 297-4 19.5% 21-5 1.4% 14% False False 131,463
60 1783-4 1486-0 297-4 19.5% 21-5 1.4% 14% False False 124,579
80 1783-4 1486-0 297-4 19.5% 22-4 1.5% 14% False False 129,953
100 1783-4 1308-0 475-4 31.1% 21-4 1.4% 46% False False 124,808
120 1783-4 1253-0 530-4 34.7% 20-4 1.3% 52% False False 113,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1624-6
2.618 1593-6
1.618 1574-6
1.000 1563-0
0.618 1555-6
HIGH 1544-0
0.618 1536-6
0.500 1534-4
0.382 1532-2
LOW 1525-0
0.618 1513-2
1.000 1506-0
1.618 1494-2
2.618 1475-2
4.250 1444-2
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 1534-4 1546-0
PP 1532-1 1539-6
S1 1529-5 1533-4

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

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