CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 1193-0 1187-4 -5-4 -0.5% 1174-6
High 1200-0 1209-4 9-4 0.8% 1200-0
Low 1179-4 1187-4 8-0 0.7% 1174-6
Close 1183-6 1207-4 23-6 2.0% 1183-6
Range 20-4 22-0 1-4 7.3% 25-2
ATR 22-2 22-4 0-2 1.1% 0-0
Volume 10,862 10,417 -445 -4.1% 52,780
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 1267-4 1259-4 1219-5
R3 1245-4 1237-4 1213-4
R2 1223-4 1223-4 1211-4
R1 1215-4 1215-4 1209-4 1219-4
PP 1201-4 1201-4 1201-4 1203-4
S1 1193-4 1193-4 1205-4 1197-4
S2 1179-4 1179-4 1203-4
S3 1157-4 1171-4 1201-4
S4 1135-4 1149-4 1195-3
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 1209-4 1174-6 34-6 2.9% 18-5 1.5% 94% True False 12,639
10 1224-0 1163-4 60-4 5.0% 24-1 2.0% 73% False False 12,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1303-0
2.618 1267-1
1.618 1245-1
1.000 1231-4
0.618 1223-1
HIGH 1209-4
0.618 1201-1
0.500 1198-4
0.382 1195-7
LOW 1187-4
0.618 1173-7
1.000 1165-4
1.618 1151-7
2.618 1129-7
4.250 1094-0
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 1204-4 1203-1
PP 1201-4 1198-7
S1 1198-4 1194-4

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

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