CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 1185-6 1193-0 7-2 0.6% 1174-6
High 1195-6 1200-0 4-2 0.4% 1200-0
Low 1182-0 1179-4 -2-4 -0.2% 1174-6
Close 1194-2 1183-6 -10-4 -0.9% 1183-6
Range 13-6 20-4 6-6 49.1% 25-2
ATR 22-3 22-2 -0-1 -0.6% 0-0
Volume 11,806 10,862 -944 -8.0% 52,780
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1249-2 1237-0 1195-0
R3 1228-6 1216-4 1189-3
R2 1208-2 1208-2 1187-4
R1 1196-0 1196-0 1185-5 1191-7
PP 1187-6 1187-6 1187-6 1185-6
S1 1175-4 1175-4 1181-7 1171-3
S2 1167-2 1167-2 1180-0
S3 1146-6 1155-0 1178-1
S4 1126-2 1134-4 1172-4
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1261-7 1248-1 1197-5
R3 1236-5 1222-7 1190-6
R2 1211-3 1211-3 1188-3
R1 1197-5 1197-5 1186-1 1204-4
PP 1186-1 1186-1 1186-1 1189-5
S1 1172-3 1172-3 1181-3 1179-2
S2 1160-7 1160-7 1179-1
S3 1135-5 1147-1 1176-6
S4 1110-3 1121-7 1169-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1200-0 1168-4 31-4 2.7% 20-4 1.7% 48% True False 14,721
10 1224-0 1163-4 60-4 5.1% 24-3 2.1% 33% False False 12,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1287-1
2.618 1253-5
1.618 1233-1
1.000 1220-4
0.618 1212-5
HIGH 1200-0
0.618 1192-1
0.500 1189-6
0.382 1187-3
LOW 1179-4
0.618 1166-7
1.000 1159-0
1.618 1146-3
2.618 1125-7
4.250 1092-3
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 1189-6 1189-3
PP 1187-6 1187-4
S1 1185-6 1185-5

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

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