CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 1361-6 1324-2 -37-4 -2.8% 1360-0
High 1366-4 1324-2 -42-2 -3.1% 1368-0
Low 1318-6 1293-4 -25-2 -1.9% 1318-4
Close 1321-2 1294-6 -26-4 -2.0% 1321-2
Range 47-6 30-6 -17-0 -35.6% 49-4
ATR 24-3 24-6 0-4 1.9% 0-0
Volume 68,213 75,186 6,973 10.2% 276,312
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 1396-3 1376-3 1311-5
R3 1365-5 1345-5 1303-2
R2 1334-7 1334-7 1300-3
R1 1314-7 1314-7 1297-5 1309-4
PP 1304-1 1304-1 1304-1 1301-4
S1 1284-1 1284-1 1291-7 1278-6
S2 1273-3 1273-3 1289-1
S3 1242-5 1253-3 1286-2
S4 1211-7 1222-5 1277-7
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 1293-4 74-4 5.8% 34-1 2.6% 2% False True 60,237
10 1394-4 1293-4 101-0 7.8% 27-1 2.1% 1% False True 58,626
20 1394-4 1293-4 101-0 7.8% 24-4 1.9% 1% False True 51,939
40 1397-0 1293-4 103-4 8.0% 22-7 1.8% 1% False True 46,296
60 1397-0 1251-0 146-0 11.3% 19-4 1.5% 30% False False 39,087
80 1397-0 1187-4 209-4 16.2% 18-6 1.5% 51% False False 32,993
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 4-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1455-0
2.618 1404-6
1.618 1374-0
1.000 1355-0
0.618 1343-2
HIGH 1324-2
0.618 1312-4
0.500 1308-7
0.382 1305-2
LOW 1293-4
0.618 1274-4
1.000 1262-6
1.618 1243-6
2.618 1213-0
4.250 1162-6
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 1308-7 1330-6
PP 1304-1 1318-6
S1 1299-4 1306-6

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

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