CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 1220-0 1202-0 -18-0 -1.5% 1223-0
High 1222-0 1212-6 -9-2 -0.8% 1231-0
Low 1201-6 1163-4 -38-2 -3.2% 1188-4
Close 1204-4 1188-4 -16-0 -1.3% 1191-2
Range 20-2 49-2 29-0 143.2% 42-4
ATR 0-0 22-7 22-7 0-0
Volume 7,684 16,556 8,872 115.5% 40,689
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 1336-0 1311-4 1215-5
R3 1286-6 1262-2 1202-0
R2 1237-4 1237-4 1197-4
R1 1213-0 1213-0 1193-0 1200-5
PP 1188-2 1188-2 1188-2 1182-0
S1 1163-6 1163-6 1184-0 1151-3
S2 1139-0 1139-0 1179-4
S3 1089-6 1114-4 1175-0
S4 1040-4 1065-2 1161-3
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 1163-4 60-4 5.1% 28-2 2.4% 41% False True 10,230
10 1231-0 1163-4 67-4 5.7% 22-2 1.9% 37% False True 9,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-6
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1422-0
2.618 1341-5
1.618 1292-3
1.000 1262-0
0.618 1243-1
HIGH 1212-6
0.618 1193-7
0.500 1188-1
0.382 1182-3
LOW 1163-4
0.618 1133-1
1.000 1114-2
1.618 1083-7
2.618 1034-5
4.250 954-2
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 1188-3 1193-6
PP 1188-2 1192-0
S1 1188-1 1190-2

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

View Archives - Comment on this page... - Back to Index of Symbols