CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 1187-4 1202-4 15-0 1.3% 1174-6
High 1209-4 1221-0 11-4 1.0% 1200-0
Low 1187-4 1194-4 7-0 0.6% 1174-6
Close 1207-4 1213-0 5-4 0.5% 1183-6
Range 22-0 26-4 4-4 20.5% 25-2
ATR 22-4 22-6 0-2 1.3% 0-0
Volume 10,417 13,041 2,624 25.2% 52,780
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 1289-0 1277-4 1227-5
R3 1262-4 1251-0 1220-2
R2 1236-0 1236-0 1217-7
R1 1224-4 1224-4 1215-3 1230-2
PP 1209-4 1209-4 1209-4 1212-3
S1 1198-0 1198-0 1210-5 1203-6
S2 1183-0 1183-0 1208-1
S3 1156-4 1171-4 1205-6
S4 1130-0 1145-0 1198-3
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 1221-0 1178-6 42-2 3.5% 19-3 1.6% 81% True False 11,626
10 1224-0 1163-4 60-4 5.0% 23-3 1.9% 82% False False 13,197
20 1231-0 1163-4 67-4 5.6% 21-5 1.8% 73% False False 10,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1333-5
2.618 1290-3
1.618 1263-7
1.000 1247-4
0.618 1237-3
HIGH 1221-0
0.618 1210-7
0.500 1207-6
0.382 1204-5
LOW 1194-4
0.618 1178-1
1.000 1168-0
1.618 1151-5
2.618 1125-1
4.250 1081-7
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 1211-2 1208-6
PP 1209-4 1204-4
S1 1207-6 1200-2

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

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