CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1384-0 1376-0 -8-0 -0.6% 1322-0
High 1397-0 1385-0 -12-0 -0.9% 1370-0
Low 1375-0 1369-6 -5-2 -0.4% 1298-6
Close 1378-6 1375-4 -3-2 -0.2% 1358-0
Range 22-0 15-2 -6-6 -30.7% 71-2
ATR 21-0 20-5 -0-3 -2.0% 0-0
Volume 77,619 54,694 -22,925 -29.5% 165,220
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1422-4 1414-2 1383-7
R3 1407-2 1399-0 1379-6
R2 1392-0 1392-0 1378-2
R1 1383-6 1383-6 1376-7 1380-2
PP 1376-6 1376-6 1376-6 1375-0
S1 1368-4 1368-4 1374-1 1365-0
S2 1361-4 1361-4 1372-6
S3 1346-2 1353-2 1371-2
S4 1331-0 1338-0 1367-1
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1556-0 1528-2 1397-2
R3 1484-6 1457-0 1377-5
R2 1413-4 1413-4 1371-0
R1 1385-6 1385-6 1364-4 1399-5
PP 1342-2 1342-2 1342-2 1349-2
S1 1314-4 1314-4 1351-4 1328-3
S2 1271-0 1271-0 1345-0
S3 1199-6 1243-2 1338-3
S4 1128-4 1172-0 1318-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1397-0 1298-6 98-2 7.1% 33-5 2.4% 78% False False 58,073
10 1397-0 1298-6 98-2 7.1% 25-1 1.8% 78% False False 43,595
20 1397-0 1290-4 106-4 7.7% 19-5 1.4% 80% False False 36,706
40 1397-0 1225-6 171-2 12.5% 16-7 1.2% 87% False False 28,235
60 1397-0 1163-4 233-4 17.0% 17-5 1.3% 91% False False 23,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 4-0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1449-6
2.618 1424-7
1.618 1409-5
1.000 1400-2
0.618 1394-3
HIGH 1385-0
0.618 1379-1
0.500 1377-3
0.382 1375-5
LOW 1369-6
0.618 1360-3
1.000 1354-4
1.618 1345-1
2.618 1329-7
4.250 1305-0
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 1377-3 1378-4
PP 1376-6 1377-4
S1 1376-1 1376-4

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

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