CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1546-0 1540-2 -5-6 -0.4% 1445-2
High 1555-4 1575-0 19-4 1.3% 1529-0
Low 1531-0 1505-2 -25-6 -1.7% 1430-4
Close 1538-4 1522-4 -16-0 -1.0% 1505-6
Range 24-4 69-6 45-2 184.7% 98-4
ATR 33-7 36-3 2-5 7.6% 0-0
Volume 158,239 123,270 -34,969 -22.1% 515,527
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1743-4 1702-6 1560-7
R3 1673-6 1633-0 1541-5
R2 1604-0 1604-0 1535-2
R1 1563-2 1563-2 1528-7 1548-6
PP 1534-2 1534-2 1534-2 1527-0
S1 1493-4 1493-4 1516-1 1479-0
S2 1464-4 1464-4 1509-6
S3 1394-6 1423-6 1503-3
S4 1325-0 1354-0 1484-1
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 1575-0 1493-0 82-0 5.4% 40-1 2.6% 36% True False 132,358
10 1575-0 1392-6 182-2 12.0% 35-7 2.4% 71% True False 126,666
20 1575-0 1302-2 272-6 17.9% 32-3 2.1% 81% True False 111,591
40 1575-0 1244-6 330-2 21.7% 29-7 2.0% 84% True False 86,537
60 1575-0 1244-6 330-2 21.7% 28-1 1.8% 84% True False 75,004
80 1575-0 1244-6 330-2 21.7% 26-3 1.7% 84% True False 66,417
100 1575-0 1244-6 330-2 21.7% 23-5 1.6% 84% True False 58,067
120 1575-0 1187-4 387-4 25.5% 22-4 1.5% 86% True False 50,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9-5
Widest range in 139 trading days
Fibonacci Retracements and Extensions
4.250 1871-4
2.618 1757-5
1.618 1687-7
1.000 1644-6
0.618 1618-1
HIGH 1575-0
0.618 1548-3
0.500 1540-1
0.382 1531-7
LOW 1505-2
0.618 1462-1
1.000 1435-4
1.618 1392-3
2.618 1322-5
4.250 1208-6
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1540-1 1540-1
PP 1534-2 1534-2
S1 1528-3 1528-3

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

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