CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	1202-0	1187-0	-15-0	-1.2%	1191-2
High	1212-6	1199-4	-13-2	-1.1%	1224-0
Low	1163-4	1168-4	5-0	0.4%	1163-4
Close	1188-4	1170-0	-18-4	-1.6%	1170-0
Range	49-2	31-0	-18-2	-37.1%	60-4
ATR	22-7	23-4	0-5	2.5%	0-0
Volume	16,556	20,828	4,272	25.8%	60,766

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1272-3	1252-1	1187-0
R3	1241-3	1221-1	1178-4
R2	1210-3	1210-3	1175-5
R1	1190-1	1190-1	1172-7	1184-6
PP	1179-3	1179-3	1179-3	1176-5
S1	1159-1	1159-1	1167-1	1153-6
S2	1148-3	1148-3	1164-3
S3	1117-3	1128-1	1161-4
S4	1086-3	1097-1	1153-0

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1367-3	1329-1	1203-2
R3	1306-7	1268-5	1186-5
R2	1246-3	1246-3	1181-1
R1	1208-1	1208-1	1175-4	1197-0
PP	1185-7	1185-7	1185-7	1180-2
S1	1147-5	1147-5	1164-4	1136-4
S2	1125-3	1125-3	1158-7
S3	1064-7	1087-1	1153-3
S4	1004-3	1026-5	1136-6

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	5.2%	29-5	2.5%	11%	False	False	12,153
10	1231-0	1163-4	67-4	5.8%	23-4	2.0%	10%	False	False	10,877

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1331-2
2.618	1280-5
1.618	1249-5
1.000	1230-4
0.618	1218-5
HIGH	1199-4
0.618	1187-5
0.500	1184-0
0.382	1180-3
LOW	1168-4
0.618	1149-3
1.000	1137-4
1.618	1118-3
2.618	1087-3
4.250	1036-6

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	1184-0	1192-6
PP	1179-3	1185-1
S1	1174-5	1177-5

Download as Excel Spreadsheet

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

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