CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 1746-0 1728-0 -18-0 -1.0% 1771-4
High 1752-0 1744-2 -7-6 -0.4% 1789-0
Low 1726-2 1716-0 -10-2 -0.6% 1725-4
Close 1736-4 1718-6 -17-6 -1.0% 1736-4
Range 25-6 28-2 2-4 9.7% 63-4
ATR 35-6 35-2 -0-4 -1.5% 0-0
Volume 98,029 87,155 -10,874 -11.1% 443,202
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 1811-1 1793-1 1734-2
R3 1782-7 1764-7 1726-4
R2 1754-5 1754-5 1723-7
R1 1736-5 1736-5 1721-3 1731-4
PP 1726-3 1726-3 1726-3 1723-6
S1 1708-3 1708-3 1716-1 1703-2
S2 1698-1 1698-1 1713-5
S3 1669-7 1680-1 1711-0
S4 1641-5 1651-7 1703-2
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1940-7 1902-1 1771-3
R3 1877-3 1838-5 1754-0
R2 1813-7 1813-7 1748-1
R1 1775-1 1775-1 1742-3 1762-6
PP 1750-3 1750-3 1750-3 1744-1
S1 1711-5 1711-5 1730-5 1699-2
S2 1686-7 1686-7 1724-7
S3 1623-3 1648-1 1719-0
S4 1559-7 1584-5 1701-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1789-0 1716-0 73-0 4.2% 28-5 1.7% 4% False True 106,071
10 1789-0 1701-0 88-0 5.1% 31-1 1.8% 20% False False 102,576
20 1789-0 1587-0 202-0 11.8% 33-1 1.9% 65% False False 99,959
40 1789-0 1536-0 253-0 14.7% 41-1 2.4% 72% False False 119,302
60 1789-0 1306-6 482-2 28.1% 38-4 2.2% 85% False False 119,754
80 1789-0 1244-6 544-2 31.7% 35-6 2.1% 87% False False 105,556
100 1789-0 1244-6 544-2 31.7% 33-4 1.9% 87% False False 95,614
120 1789-0 1244-6 544-2 31.7% 31-5 1.8% 87% False False 86,483
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1864-2
2.618 1818-2
1.618 1790-0
1.000 1772-4
0.618 1761-6
HIGH 1744-2
0.618 1733-4
0.500 1730-1
0.382 1726-6
LOW 1716-0
0.618 1698-4
1.000 1687-6
1.618 1670-2
2.618 1642-0
4.250 1596-0
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 1730-1 1734-7
PP 1726-3 1729-4
S1 1722-4 1724-1

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

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