CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 1307-2 1302-4 -4-6 -0.4% 1360-0
High 1310-0 1318-0 8-0 0.6% 1368-0
Low 1282-2 1299-6 17-4 1.4% 1318-4
Close 1302-2 1306-4 4-2 0.3% 1321-2
Range 27-6 18-2 -9-4 -34.2% 49-4
ATR 24-6 24-3 -0-4 -1.9% 0-0
Volume 64,008 70,585 6,577 10.3% 276,312
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 1362-7 1352-7 1316-4
R3 1344-5 1334-5 1311-4
R2 1326-3 1326-3 1309-7
R1 1316-3 1316-3 1308-1 1321-3
PP 1308-1 1308-1 1308-1 1310-4
S1 1298-1 1298-1 1304-7 1303-1
S2 1289-7 1289-7 1303-1
S3 1271-5 1279-7 1301-4
S4 1253-3 1261-5 1296-4
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 1366-4 1282-2 84-2 6.4% 29-2 2.2% 29% False False 70,637
10 1373-0 1282-2 90-6 6.9% 27-6 2.1% 27% False False 62,124
20 1394-4 1282-2 112-2 8.6% 24-2 1.9% 22% False False 57,474
40 1397-0 1282-2 114-6 8.8% 23-2 1.8% 21% False False 49,399
60 1397-0 1265-2 131-6 10.1% 20-0 1.5% 31% False False 41,729
80 1397-0 1193-0 204-0 15.6% 18-7 1.4% 56% False False 35,116
100 1397-0 1163-4 233-4 17.9% 19-4 1.5% 61% False False 30,280
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1395-4
2.618 1365-6
1.618 1347-4
1.000 1336-2
0.618 1329-2
HIGH 1318-0
0.618 1311-0
0.500 1308-7
0.382 1306-6
LOW 1299-6
0.618 1288-4
1.000 1281-4
1.618 1270-2
2.618 1252-0
4.250 1222-2
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 1308-7 1304-3
PP 1308-1 1302-2
S1 1307-2 1300-1

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

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