CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 1332-0 1361-6 29-6 2.2% 1360-0
High 1368-0 1366-4 -1-4 -0.1% 1368-0
Low 1331-4 1318-6 -12-6 -1.0% 1318-4
Close 1359-0 1321-2 -37-6 -2.8% 1321-2
Range 36-4 47-6 11-2 30.8% 49-4
ATR 22-4 24-3 1-6 8.0% 0-0
Volume 52,970 68,213 15,243 28.8% 276,312
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1478-6 1447-6 1347-4
R3 1431-0 1400-0 1334-3
R2 1383-2 1383-2 1330-0
R1 1352-2 1352-2 1325-5 1343-7
PP 1335-4 1335-4 1335-4 1331-2
S1 1304-4 1304-4 1316-7 1296-1
S2 1287-6 1287-6 1312-4
S3 1240-0 1256-6 1308-1
S4 1192-2 1209-0 1295-0
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1484-3 1452-3 1348-4
R3 1434-7 1402-7 1334-7
R2 1385-3 1385-3 1330-3
R1 1353-3 1353-3 1325-6 1344-5
PP 1335-7 1335-7 1335-7 1331-4
S1 1303-7 1303-7 1316-6 1295-1
S2 1286-3 1286-3 1312-1
S3 1236-7 1254-3 1307-5
S4 1187-3 1204-7 1294-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1368-0 1318-4 49-4 3.7% 31-5 2.4% 6% False False 55,262
10 1394-4 1318-4 76-0 5.8% 26-5 2.0% 4% False False 55,435
20 1394-4 1318-4 76-0 5.8% 23-6 1.8% 4% False False 50,204
40 1397-0 1298-6 98-2 7.4% 22-4 1.7% 23% False False 45,060
60 1397-0 1251-0 146-0 11.1% 19-2 1.5% 48% False False 38,137
80 1397-0 1179-4 217-4 16.5% 18-5 1.4% 65% False False 32,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-6
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1569-4
2.618 1491-4
1.618 1443-6
1.000 1414-2
0.618 1396-0
HIGH 1366-4
0.618 1348-2
0.500 1342-5
0.382 1337-0
LOW 1318-6
0.618 1289-2
1.000 1271-0
1.618 1241-4
2.618 1193-6
4.250 1115-6
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 1342-5 1343-2
PP 1335-4 1335-7
S1 1328-3 1328-5

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

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