CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 1635-0 1624-2 -10-6 -0.7% 1633-0
High 1643-2 1647-4 4-2 0.3% 1652-0
Low 1619-4 1620-4 1-0 0.1% 1587-0
Close 1625-2 1645-6 20-4 1.3% 1645-6
Range 23-6 27-0 3-2 13.7% 65-0
ATR 44-0 42-7 -1-2 -2.8% 0-0
Volume 87,741 66,997 -20,744 -23.6% 426,030
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1718-7 1709-3 1660-5
R3 1691-7 1682-3 1653-1
R2 1664-7 1664-7 1650-6
R1 1655-3 1655-3 1648-2 1660-1
PP 1637-7 1637-7 1637-7 1640-2
S1 1628-3 1628-3 1643-2 1633-1
S2 1610-7 1610-7 1640-6
S3 1583-7 1601-3 1638-3
S4 1556-7 1574-3 1630-7
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1823-2 1799-4 1681-4
R3 1758-2 1734-4 1663-5
R2 1693-2 1693-2 1657-5
R1 1669-4 1669-4 1651-6 1681-3
PP 1628-2 1628-2 1628-2 1634-2
S1 1604-4 1604-4 1639-6 1616-3
S2 1563-2 1563-2 1633-7
S3 1498-2 1539-4 1627-7
S4 1433-2 1474-4 1610-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1652-0 1587-0 65-0 3.9% 33-7 2.1% 90% False False 85,206
10 1668-0 1555-2 112-6 6.9% 37-0 2.2% 80% False False 101,560
20 1691-4 1536-0 155-4 9.4% 47-0 2.9% 71% False False 124,049
40 1691-4 1364-4 327-0 19.9% 41-7 2.5% 86% False False 128,696
60 1691-4 1244-6 446-6 27.1% 37-1 2.3% 90% False False 109,751
80 1691-4 1244-6 446-6 27.1% 34-3 2.1% 90% False False 97,009
100 1691-4 1244-6 446-6 27.1% 32-1 2.0% 90% False False 86,593
120 1691-4 1244-6 446-6 27.1% 29-1 1.8% 90% False False 76,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1762-2
2.618 1718-1
1.618 1691-1
1.000 1674-4
0.618 1664-1
HIGH 1647-4
0.618 1637-1
0.500 1634-0
0.382 1630-7
LOW 1620-4
0.618 1603-7
1.000 1593-4
1.618 1576-7
2.618 1549-7
4.250 1505-6
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 1641-7 1638-0
PP 1637-7 1630-1
S1 1634-0 1622-3

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

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