CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 1532-0 1546-0 14-0 0.9% 1445-2
High 1571-2 1555-4 -15-6 -1.0% 1529-0
Low 1522-4 1531-0 8-4 0.6% 1430-4
Close 1547-6 1538-4 -9-2 -0.6% 1505-6
Range 48-6 24-4 -24-2 -49.7% 98-4
ATR 34-5 33-7 -0-6 -2.1% 0-0
Volume 111,710 158,239 46,529 41.7% 515,527
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 1615-1 1601-3 1552-0
R3 1590-5 1576-7 1545-2
R2 1566-1 1566-1 1543-0
R1 1552-3 1552-3 1540-6 1547-0
PP 1541-5 1541-5 1541-5 1539-0
S1 1527-7 1527-7 1536-2 1522-4
S2 1517-1 1517-1 1534-0
S3 1492-5 1503-3 1531-6
S4 1468-1 1478-7 1525-0
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1783-7 1743-3 1559-7
R3 1685-3 1644-7 1532-7
R2 1586-7 1586-7 1523-6
R1 1546-3 1546-3 1514-6 1566-5
PP 1488-3 1488-3 1488-3 1498-4
S1 1447-7 1447-7 1496-6 1468-1
S2 1389-7 1389-7 1487-6
S3 1291-3 1349-3 1478-5
S4 1192-7 1250-7 1451-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1571-2 1441-2 130-0 8.4% 33-4 2.2% 75% False False 130,433
10 1571-2 1392-6 178-4 11.6% 32-1 2.1% 82% False False 129,821
20 1571-2 1302-2 269-0 17.5% 30-2 2.0% 88% False False 108,846
40 1571-2 1244-6 326-4 21.2% 28-7 1.9% 90% False False 85,335
60 1571-2 1244-6 326-4 21.2% 27-2 1.8% 90% False False 73,625
80 1571-2 1244-6 326-4 21.2% 25-5 1.7% 90% False False 65,197
100 1571-2 1244-6 326-4 21.2% 23-1 1.5% 90% False False 57,016
120 1571-2 1179-4 391-6 25.5% 22-1 1.4% 92% False False 49,904
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1659-5
2.618 1619-5
1.618 1595-1
1.000 1580-0
0.618 1570-5
HIGH 1555-4
0.618 1546-1
0.500 1543-2
0.382 1540-3
LOW 1531-0
0.618 1515-7
1.000 1506-4
1.618 1491-3
2.618 1466-7
4.250 1426-7
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 1543-2 1538-2
PP 1541-5 1538-1
S1 1540-1 1537-7

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

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