CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
06-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 1381-4 1380-0 -1-4 -0.1% 1360-0
High 1381-4 1395-2 13-6 1.0% 1397-0
Low 1381-4 1376-4 -5-0 -0.4% 1360-0
Close 1381-4 1382-0 0-4 0.0% 1381-4
Range 0-0 18-6 18-6 37-0
ATR 18-6 18-6 0-0 0.0% 0-0
Volume 41,569 1 -41,568 -100.0% 321,797
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 1440-7 1430-1 1392-2
R3 1422-1 1411-3 1387-1
R2 1403-3 1403-3 1385-4
R1 1392-5 1392-5 1383-6 1398-0
PP 1384-5 1384-5 1384-5 1387-2
S1 1373-7 1373-7 1380-2 1379-2
S2 1365-7 1365-7 1378-4
S3 1347-1 1355-1 1376-7
S4 1328-3 1336-3 1371-6
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1490-4 1473-0 1401-7
R3 1453-4 1436-0 1391-5
R2 1416-4 1416-4 1388-2
R1 1399-0 1399-0 1384-7 1407-6
PP 1379-4 1379-4 1379-4 1383-7
S1 1362-0 1362-0 1378-1 1370-6
S2 1342-4 1342-4 1374-6
S3 1305-4 1325-0 1371-3
S4 1268-4 1288-0 1361-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1397-0 1369-6 27-2 2.0% 14-0 1.0% 45% False False 47,536
10 1397-0 1298-6 98-2 7.1% 22-7 1.7% 85% False False 46,171
20 1397-0 1297-0 100-0 7.2% 19-2 1.4% 85% False False 36,823
40 1397-0 1242-4 154-4 11.2% 16-2 1.2% 90% False False 29,628
60 1397-0 1168-4 228-4 16.5% 16-6 1.2% 93% False False 24,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1475-0
2.618 1444-3
1.618 1425-5
1.000 1414-0
0.618 1406-7
HIGH 1395-2
0.618 1388-1
0.500 1385-7
0.382 1383-5
LOW 1376-4
0.618 1364-7
1.000 1357-6
1.618 1346-1
2.618 1327-3
4.250 1296-6
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 1385-7 1382-6
PP 1384-5 1382-4
S1 1383-2 1382-2

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

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