CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 1415-4 1404-0 -11-4 -0.8% 1399-0
High 1422-4 1436-0 13-4 0.9% 1439-6
Low 1392-6 1401-0 8-2 0.6% 1392-6
Close 1403-4 1427-6 24-2 1.7% 1427-6
Range 29-6 35-0 5-2 17.6% 47-0
ATR 30-5 30-7 0-3 1.0% 0-0
Volume 121,771 101,726 -20,045 -16.5% 595,681
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1526-5 1512-1 1447-0
R3 1491-5 1477-1 1437-3
R2 1456-5 1456-5 1434-1
R1 1442-1 1442-1 1431-0 1449-3
PP 1421-5 1421-5 1421-5 1425-2
S1 1407-1 1407-1 1424-4 1414-3
S2 1386-5 1386-5 1421-3
S3 1351-5 1372-1 1418-1
S4 1316-5 1337-1 1408-4
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1561-1 1541-3 1453-5
R3 1514-1 1494-3 1440-5
R2 1467-1 1467-1 1436-3
R1 1447-3 1447-3 1432-0 1457-2
PP 1420-1 1420-1 1420-1 1425-0
S1 1400-3 1400-3 1423-4 1410-2
S2 1373-1 1373-1 1419-1
S3 1326-1 1353-3 1414-7
S4 1279-1 1306-3 1401-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1439-6 1392-6 47-0 3.3% 33-3 2.3% 74% False False 119,136
10 1439-6 1317-6 122-0 8.5% 31-5 2.2% 90% False False 109,307
20 1439-6 1244-6 195-0 13.7% 29-5 2.1% 94% False False 90,690
40 1439-6 1244-6 195-0 13.7% 28-4 2.0% 94% False False 74,105
60 1439-6 1244-6 195-0 13.7% 25-6 1.8% 94% False False 64,122
80 1439-6 1244-6 195-0 13.7% 24-3 1.7% 94% False False 57,750
100 1439-6 1225-6 214-0 15.0% 22-1 1.6% 94% False False 50,235
120 1439-6 1163-4 276-2 19.3% 21-6 1.5% 96% False False 44,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1584-6
2.618 1527-5
1.618 1492-5
1.000 1471-0
0.618 1457-5
HIGH 1436-0
0.618 1422-5
0.500 1418-4
0.382 1414-3
LOW 1401-0
0.618 1379-3
1.000 1366-0
1.618 1344-3
2.618 1309-3
4.250 1252-2
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 1424-5 1423-7
PP 1421-5 1420-1
S1 1418-4 1416-2

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

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