CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 1380-0 1381-0 1-0 0.1% 1360-0
High 1395-2 1394-2 -1-0 -0.1% 1397-0
Low 1376-4 1361-2 -15-2 -1.1% 1360-0
Close 1382-0 1364-6 -17-2 -1.2% 1381-4
Range 18-6 33-0 14-2 76.0% 37-0
ATR 18-6 19-6 1-0 5.5% 0-0
Volume 1 34,628 34,627 3,462,700.0% 321,797
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 1472-3 1451-5 1382-7
R3 1439-3 1418-5 1373-7
R2 1406-3 1406-3 1370-6
R1 1385-5 1385-5 1367-6 1379-4
PP 1373-3 1373-3 1373-3 1370-3
S1 1352-5 1352-5 1361-6 1346-4
S2 1340-3 1340-3 1358-6
S3 1307-3 1319-5 1355-5
S4 1274-3 1286-5 1346-5
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 1395-2 1361-2 34-0 2.5% 16-1 1.2% 10% False True 38,938
10 1397-0 1298-6 98-2 7.2% 25-1 1.8% 67% False False 46,487
20 1397-0 1298-6 98-2 7.2% 20-1 1.5% 67% False False 37,435
40 1397-0 1245-0 152-0 11.1% 16-5 1.2% 79% False False 30,115
60 1397-0 1174-6 222-2 16.3% 16-7 1.2% 85% False False 24,563
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 5-1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1534-4
2.618 1480-5
1.618 1447-5
1.000 1427-2
0.618 1414-5
HIGH 1394-2
0.618 1381-5
0.500 1377-6
0.382 1373-7
LOW 1361-2
0.618 1340-7
1.000 1328-2
1.618 1307-7
2.618 1274-7
4.250 1221-0
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 1377-6 1378-2
PP 1373-3 1373-6
S1 1369-1 1369-2

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

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