CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 1270-2 1265-0 -5-2 -0.4% 1289-6
High 1277-6 1272-0 -5-6 -0.5% 1307-6
Low 1245-0 1244-6 -0-2 0.0% 1245-0
Close 1258-0 1268-2 10-2 0.8% 1258-0
Range 32-6 27-2 -5-4 -16.8% 62-6
ATR 26-3 26-4 0-0 0.2% 0-0
Volume 69,009 72,315 3,306 4.8% 199,437
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 1343-3 1333-1 1283-2
R3 1316-1 1305-7 1275-6
R2 1288-7 1288-7 1273-2
R1 1278-5 1278-5 1270-6 1283-6
PP 1261-5 1261-5 1261-5 1264-2
S1 1251-3 1251-3 1265-6 1256-4
S2 1234-3 1234-3 1263-2
S3 1207-1 1224-1 1260-6
S4 1179-7 1196-7 1253-2
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1458-4 1421-0 1292-4
R3 1395-6 1358-2 1275-2
R2 1333-0 1333-0 1269-4
R1 1295-4 1295-4 1263-6 1282-7
PP 1270-2 1270-2 1270-2 1264-0
S1 1232-6 1232-6 1252-2 1220-1
S2 1207-4 1207-4 1246-4
S3 1144-6 1170-0 1240-6
S4 1082-0 1107-2 1223-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1307-6 1244-6 63-0 5.0% 27-1 2.1% 37% False True 54,350
10 1314-6 1244-6 70-0 5.5% 27-1 2.1% 34% False True 54,367
20 1368-0 1244-6 123-2 9.7% 27-7 2.2% 19% False True 58,137
40 1395-2 1244-6 150-4 11.9% 24-5 1.9% 16% False True 51,607
60 1397-0 1244-6 152-2 12.0% 22-6 1.8% 15% False True 47,494
80 1397-0 1225-6 171-2 13.5% 20-3 1.6% 25% False False 40,847
100 1397-0 1163-4 233-4 18.4% 20-2 1.6% 45% False False 35,408
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 4-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1387-6
2.618 1343-3
1.618 1316-1
1.000 1299-2
0.618 1288-7
HIGH 1272-0
0.618 1261-5
0.500 1258-3
0.382 1255-1
LOW 1244-6
0.618 1227-7
1.000 1217-4
1.618 1200-5
2.618 1173-3
4.250 1129-0
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 1265-0 1271-0
PP 1261-5 1270-1
S1 1258-3 1269-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.