CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 1188-4 1185-6 -2-6 -0.2% 1191-2
High 1192-6 1195-6 3-0 0.3% 1224-0
Low 1178-6 1182-0 3-2 0.3% 1163-4
Close 1186-0 1194-2 8-2 0.7% 1170-0
Range 14-0 13-6 -0-2 -1.8% 60-4
ATR 23-1 22-3 -0-5 -2.9% 0-0
Volume 12,004 11,806 -198 -1.6% 60,766
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 1231-7 1226-7 1201-6
R3 1218-1 1213-1 1198-0
R2 1204-3 1204-3 1196-6
R1 1199-3 1199-3 1195-4 1201-7
PP 1190-5 1190-5 1190-5 1192-0
S1 1185-5 1185-5 1193-0 1188-1
S2 1176-7 1176-7 1191-6
S3 1163-1 1171-7 1190-4
S4 1149-3 1158-1 1186-6
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 1212-6 1163-4 49-2 4.1% 26-2 2.2% 62% False False 15,860
10 1224-0 1163-4 60-4 5.1% 24-3 2.0% 51% False False 12,339
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 5-3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1254-2
2.618 1231-6
1.618 1218-0
1.000 1209-4
0.618 1204-2
HIGH 1195-6
0.618 1190-4
0.500 1188-7
0.382 1187-2
LOW 1182-0
0.618 1173-4
1.000 1168-2
1.618 1159-6
2.618 1146-0
4.250 1123-4
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 1192-4 1191-5
PP 1190-5 1188-7
S1 1188-7 1186-2

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

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