CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 1376-0 1374-4 -1-4 -0.1% 1322-0
High 1385-0 1384-0 -1-0 -0.1% 1370-0
Low 1369-6 1370-2 0-4 0.0% 1298-6
Close 1375-4 1381-4 6-0 0.4% 1358-0
Range 15-2 13-6 -1-4 -9.8% 71-2
ATR 20-5 20-1 -0-4 -2.4% 0-0
Volume 54,694 63,800 9,106 16.6% 165,220
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 1419-7 1414-3 1389-0
R3 1406-1 1400-5 1385-2
R2 1392-3 1392-3 1384-0
R1 1386-7 1386-7 1382-6 1389-5
PP 1378-5 1378-5 1378-5 1380-0
S1 1373-1 1373-1 1380-2 1375-7
S2 1364-7 1364-7 1379-0
S3 1351-1 1359-3 1377-6
S4 1337-3 1345-5 1374-0
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 1303-0 94-0 6.8% 30-6 2.2% 84% False False 64,342
10 1397-0 1298-6 98-2 7.1% 24-5 1.8% 84% False False 47,155
20 1397-0 1295-2 101-6 7.4% 19-7 1.4% 85% False False 38,632
40 1397-0 1225-6 171-2 12.4% 16-6 1.2% 91% False False 29,403
60 1397-0 1163-4 233-4 16.9% 17-5 1.3% 93% False False 24,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1442-4
2.618 1420-0
1.618 1406-2
1.000 1397-6
0.618 1392-4
HIGH 1384-0
0.618 1378-6
0.500 1377-1
0.382 1375-4
LOW 1370-2
0.618 1361-6
1.000 1356-4
1.618 1348-0
2.618 1334-2
4.250 1311-6
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 1380-0 1383-3
PP 1378-5 1382-6
S1 1377-1 1382-1

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

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