CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 1538-4 1537-0 -1-4 -0.1% 1548-0
High 1547-0 1551-0 4-0 0.3% 1574-0
Low 1533-4 1534-0 0-4 0.0% 1530-0
Close 1533-6 1547-0 13-2 0.9% 1561-2
Range 13-4 17-0 3-4 25.9% 44-0
ATR 25-5 25-1 -0-5 -2.3% 0-0
Volume 75,026 34,194 -40,832 -54.4% 553,969
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1595-0 1588-0 1556-3
R3 1578-0 1571-0 1551-5
R2 1561-0 1561-0 1550-1
R1 1554-0 1554-0 1548-4 1557-4
PP 1544-0 1544-0 1544-0 1545-6
S1 1537-0 1537-0 1545-4 1540-4
S2 1527-0 1527-0 1543-7
S3 1510-0 1520-0 1542-3
S4 1493-0 1503-0 1537-5
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 1567-0 1525-0 42-0 2.7% 13-1 0.8% 52% False False 81,505
10 1574-0 1525-0 49-0 3.2% 14-7 1.0% 45% False False 101,680
20 1574-0 1486-0 88-0 5.7% 17-1 1.1% 69% False False 118,115
40 1763-0 1486-0 277-0 17.9% 21-2 1.4% 22% False False 128,222
60 1783-4 1486-0 297-4 19.2% 21-3 1.4% 21% False False 122,323
80 1783-4 1486-0 297-4 19.2% 22-3 1.4% 21% False False 127,944
100 1783-4 1308-0 475-4 30.7% 21-5 1.4% 50% False False 124,124
120 1783-4 1253-0 530-4 34.3% 20-3 1.3% 55% False False 113,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1623-2
2.618 1595-4
1.618 1578-4
1.000 1568-0
0.618 1561-4
HIGH 1551-0
0.618 1544-4
0.500 1542-4
0.382 1540-4
LOW 1534-0
0.618 1523-4
1.000 1517-0
1.618 1506-4
2.618 1489-4
4.250 1461-6
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 1545-4 1544-0
PP 1544-0 1541-0
S1 1542-4 1538-0

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

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