CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 1668-0 1620-2 -47-6 -2.9% 1733-2
High 1686-0 1639-0 -47-0 -2.8% 1736-2
Low 1616-0 1607-4 -8-4 -0.5% 1607-4
Close 1618-6 1621-6 3-0 0.2% 1621-6
Range 70-0 31-4 -38-4 -55.0% 128-6
ATR 39-3 38-7 -0-5 -1.4% 0-0
Volume 190,026 135,462 -54,564 -28.7% 787,894
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1717-2 1701-0 1639-1
R3 1685-6 1669-4 1630-3
R2 1654-2 1654-2 1627-4
R1 1638-0 1638-0 1624-5 1646-1
PP 1622-6 1622-6 1622-6 1626-6
S1 1606-4 1606-4 1618-7 1614-5
S2 1591-2 1591-2 1616-0
S3 1559-6 1575-0 1613-1
S4 1528-2 1543-4 1604-3
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 2041-3 1960-3 1692-4
R3 1912-5 1831-5 1657-1
R2 1783-7 1783-7 1645-3
R1 1702-7 1702-7 1633-4 1679-0
PP 1655-1 1655-1 1655-1 1643-2
S1 1574-1 1574-1 1610-0 1550-2
S2 1526-3 1526-3 1598-1
S3 1397-5 1445-3 1586-3
S4 1268-7 1316-5 1551-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1736-2 1607-4 128-6 7.9% 48-0 3.0% 11% False True 157,578
10 1765-6 1607-4 158-2 9.8% 40-0 2.5% 9% False True 137,521
20 1789-0 1607-4 181-4 11.2% 35-4 2.2% 8% False True 120,078
40 1789-0 1550-6 238-2 14.7% 37-6 2.3% 30% False False 115,415
60 1789-0 1392-6 396-2 24.4% 40-2 2.5% 58% False False 125,708
80 1789-0 1244-6 544-2 33.6% 37-5 2.3% 69% False False 115,673
100 1789-0 1244-6 544-2 33.6% 35-3 2.2% 69% False False 104,151
120 1789-0 1244-6 544-2 33.6% 32-6 2.0% 69% False False 94,040
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 8-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1772-7
2.618 1721-4
1.618 1690-0
1.000 1670-4
0.618 1658-4
HIGH 1639-0
0.618 1627-0
0.500 1623-2
0.382 1619-4
LOW 1607-4
0.618 1588-0
1.000 1576-0
1.618 1556-4
2.618 1525-0
4.250 1473-5
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 1623-2 1646-6
PP 1622-6 1638-3
S1 1622-2 1630-1

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

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