CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 1218-6 1220-0 1-2 0.1% 1223-0
High 1224-0 1222-0 -2-0 -0.2% 1231-0
Low 1210-0 1201-6 -8-2 -0.7% 1188-4
Close 1222-4 1204-4 -18-0 -1.5% 1191-2
Range 14-0 20-2 6-2 44.6% 42-4
ATR
Volume 10,670 7,684 -2,986 -28.0% 40,689
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 1270-1 1257-5 1215-5
R3 1249-7 1237-3 1210-1
R2 1229-5 1229-5 1208-2
R1 1217-1 1217-1 1206-3 1213-2
PP 1209-3 1209-3 1209-3 1207-4
S1 1196-7 1196-7 1202-5 1193-0
S2 1189-1 1189-1 1200-6
S3 1168-7 1176-5 1198-7
S4 1148-5 1156-3 1193-3
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1331-1 1303-5 1214-5
R3 1288-5 1261-1 1203-0
R2 1246-1 1246-1 1199-0
R1 1218-5 1218-5 1195-1 1211-1
PP 1203-5 1203-5 1203-5 1199-6
S1 1176-1 1176-1 1187-3 1168-5
S2 1161-1 1161-1 1183-4
S3 1118-5 1133-5 1179-4
S4 1076-1 1091-1 1167-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1224-0 1188-4 35-4 2.9% 22-5 1.9% 45% False False 8,818
10 1231-0 1188-4 42-4 3.5% 19-4 1.6% 38% False False 8,615
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 False
Bear Hook False
Bull Hook False
Stretch 5-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1308-0
2.618 1275-0
1.618 1254-6
1.000 1242-2
0.618 1234-4
HIGH 1222-0
0.618 1214-2
0.500 1211-7
0.382 1209-4
LOW 1201-6
0.618 1189-2
1.000 1181-4
1.618 1169-0
2.618 1148-6
4.250 1115-6
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 1211-7 1206-7
PP 1209-3 1206-1
S1 1207-0 1205-2

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

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