CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 1552-0 1553-4 1-4 0.1% 1596-4
High 1569-4 1561-0 -8-4 -0.5% 1600-0
Low 1544-4 1537-4 -7-0 -0.5% 1504-0
Close 1551-4 1551-0 -0-4 0.0% 1551-4
Range 25-0 23-4 -1-4 -6.0% 96-0
ATR 37-5 36-5 -1-0 -2.7% 0-0
Volume 145,075 118,673 -26,402 -18.2% 741,635
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 1620-3 1609-1 1563-7
R3 1596-7 1585-5 1557-4
R2 1573-3 1573-3 1555-2
R1 1562-1 1562-1 1553-1 1556-0
PP 1549-7 1549-7 1549-7 1546-6
S1 1538-5 1538-5 1548-7 1532-4
S2 1526-3 1526-3 1546-6
S3 1502-7 1515-1 1544-4
S4 1479-3 1491-5 1538-1
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1839-7 1791-5 1604-2
R3 1743-7 1695-5 1577-7
R2 1647-7 1647-7 1569-1
R1 1599-5 1599-5 1560-2 1575-6
PP 1551-7 1551-7 1551-7 1539-7
S1 1503-5 1503-5 1542-6 1479-6
S2 1455-7 1455-7 1533-7
S3 1359-7 1407-5 1525-1
S4 1263-7 1311-5 1498-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1569-4 1504-0 65-4 4.2% 32-1 2.1% 72% False False 144,917
10 1625-4 1504-0 121-4 7.8% 35-2 2.3% 39% False False 145,529
20 1765-6 1504-0 261-6 16.9% 38-0 2.5% 18% False False 143,768
40 1789-0 1504-0 285-0 18.4% 35-5 2.3% 16% False False 121,863
60 1789-0 1504-0 285-0 18.4% 40-1 2.6% 16% False False 127,457
80 1789-0 1306-6 482-2 31.1% 38-3 2.5% 51% False False 125,757
100 1789-0 1244-6 544-2 35.1% 36-2 2.3% 56% False False 113,198
120 1789-0 1244-6 544-2 35.1% 34-2 2.2% 56% False False 103,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6-0
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1660-7
2.618 1622-4
1.618 1599-0
1.000 1584-4
0.618 1575-4
HIGH 1561-0
0.618 1552-0
0.500 1549-2
0.382 1546-4
LOW 1537-4
0.618 1523-0
1.000 1514-0
1.618 1499-4
2.618 1476-0
4.250 1437-5
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 1550-3 1550-6
PP 1549-7 1550-4
S1 1549-2 1550-2

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

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