CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 1263-0 1278-0 15-0 1.2% 1300-0
High 1285-4 1290-0 4-4 0.4% 1314-6
Low 1263-0 1268-6 5-6 0.5% 1251-2
Close 1276-2 1289-2 13-0 1.0% 1289-2
Range 22-4 21-2 -1-2 -5.6% 63-4
ATR 26-3 26-0 -0-3 -1.4% 0-0
Volume 66,113 47,940 -18,173 -27.5% 271,921
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 1346-3 1339-1 1301-0
R3 1325-1 1317-7 1295-1
R2 1303-7 1303-7 1293-1
R1 1296-5 1296-5 1291-2 1300-2
PP 1282-5 1282-5 1282-5 1284-4
S1 1275-3 1275-3 1287-2 1279-0
S2 1261-3 1261-3 1285-3
S3 1240-1 1254-1 1283-3
S4 1218-7 1232-7 1277-4
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1475-5 1445-7 1324-1
R3 1412-1 1382-3 1306-6
R2 1348-5 1348-5 1300-7
R1 1318-7 1318-7 1295-1 1302-0
PP 1285-1 1285-1 1285-1 1276-5
S1 1255-3 1255-3 1283-3 1238-4
S2 1221-5 1221-5 1277-5
S3 1158-1 1191-7 1271-6
S4 1094-5 1128-3 1254-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1314-6 1251-2 63-4 4.9% 27-0 2.1% 60% False False 54,384
10 1324-2 1251-2 73-0 5.7% 26-2 2.0% 52% False False 61,468
20 1394-4 1251-2 143-2 11.1% 26-4 2.1% 27% False False 58,451
40 1397-0 1251-2 145-6 11.3% 23-3 1.8% 26% False False 52,858
60 1397-0 1251-2 145-6 11.3% 21-4 1.7% 26% False False 44,994
80 1397-0 1220-0 177-0 13.7% 19-6 1.5% 39% False False 38,377
100 1397-0 1163-4 233-4 18.1% 20-0 1.6% 54% False False 33,132
Crabel Price Patterns
NR True
NR4 True
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 4-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1380-2
2.618 1345-5
1.618 1324-3
1.000 1311-2
0.618 1303-1
HIGH 1290-0
0.618 1281-7
0.500 1279-3
0.382 1276-7
LOW 1268-6
0.618 1255-5
1.000 1247-4
1.618 1234-3
2.618 1213-1
4.250 1178-4
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 1286-0 1283-0
PP 1282-5 1276-7
S1 1279-3 1270-5

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

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