CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1353-2 1340-6 -12-4 -0.9% 1360-4
High 1361-2 1346-2 -15-0 -1.1% 1394-4
Low 1333-2 1318-4 -14-6 -1.1% 1352-0
Close 1340-4 1333-4 -7-0 -0.5% 1366-6
Range 28-0 27-6 -0-2 -0.9% 42-4
ATR 21-0 21-3 0-4 2.3% 0-0
Volume 38,523 66,293 27,770 72.1% 278,039
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1416-0 1402-4 1348-6
R3 1388-2 1374-6 1341-1
R2 1360-4 1360-4 1338-5
R1 1347-0 1347-0 1336-0 1339-7
PP 1332-6 1332-6 1332-6 1329-2
S1 1319-2 1319-2 1331-0 1312-1
S2 1305-0 1305-0 1328-3
S3 1277-2 1291-4 1325-7
S4 1249-4 1263-6 1318-2
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1498-5 1475-1 1390-1
R3 1456-1 1432-5 1378-4
R2 1413-5 1413-5 1374-4
R1 1390-1 1390-1 1370-5 1401-7
PP 1371-1 1371-1 1371-1 1377-0
S1 1347-5 1347-5 1362-7 1359-3
S2 1328-5 1328-5 1359-0
S3 1286-1 1305-1 1355-0
S4 1243-5 1262-5 1343-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1373-6 1318-4 55-2 4.1% 21-2 1.6% 27% False True 57,846
10 1394-4 1318-4 76-0 5.7% 21-5 1.6% 20% False True 55,387
20 1394-4 1318-4 76-0 5.7% 21-6 1.6% 20% False True 48,300
40 1397-0 1298-6 98-2 7.4% 21-0 1.6% 35% False False 43,463
60 1397-0 1245-0 152-0 11.4% 18-3 1.4% 58% False False 36,799
80 1397-0 1178-6 218-2 16.4% 18-0 1.3% 71% False False 30,972
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 4-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1464-2
2.618 1418-7
1.618 1391-1
1.000 1374-0
0.618 1363-3
HIGH 1346-2
0.618 1335-5
0.500 1332-3
0.382 1329-1
LOW 1318-4
0.618 1301-3
1.000 1290-6
1.618 1273-5
2.618 1245-7
4.250 1200-4
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 1333-1 1343-2
PP 1332-6 1340-0
S1 1332-3 1336-6

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

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