CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 1187-0 1174-6 -12-2 -1.0% 1191-2
High 1199-4 1197-6 -1-6 -0.1% 1224-0
Low 1168-4 1174-6 6-2 0.5% 1163-4
Close 1170-0 1189-0 19-0 1.6% 1170-0
Range 31-0 23-0 -8-0 -25.8% 60-4
ATR 23-4 23-6 0-2 1.3% 0-0
Volume 20,828 18,108 -2,720 -13.1% 60,766
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 1256-1 1245-5 1201-5
R3 1233-1 1222-5 1195-3
R2 1210-1 1210-1 1193-2
R1 1199-5 1199-5 1191-1 1204-7
PP 1187-1 1187-1 1187-1 1189-6
S1 1176-5 1176-5 1186-7 1181-7
S2 1164-1 1164-1 1184-6
S3 1141-1 1153-5 1182-5
S4 1118-1 1130-5 1176-3
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 5.1% 27-4 2.3% 42% False False 14,769
10 1231-0 1163-4 67-4 5.7% 24-3 2.1% 38% False False 11,956
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 5-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1295-4
2.618 1258-0
1.618 1235-0
1.000 1220-6
0.618 1212-0
HIGH 1197-6
0.618 1189-0
0.500 1186-2
0.382 1183-4
LOW 1174-6
0.618 1160-4
1.000 1151-6
1.618 1137-4
2.618 1114-4
4.250 1077-0
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 1188-1 1188-6
PP 1187-1 1188-3
S1 1186-2 1188-1

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

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