CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 1548-0 1519-0 -29-0 -1.9% 1553-4
High 1553-4 1520-0 -33-4 -2.2% 1574-0
Low 1510-0 1485-6 -24-2 -1.6% 1510-0
Close 1522-4 1492-4 -30-0 -2.0% 1522-4
Range 43-4 34-2 -9-2 -21.3% 64-0
ATR 37-0 36-7 0-0 0.0% 0-0
Volume 133,054 129,430 -3,624 -2.7% 749,948
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 1602-1 1581-5 1511-3
R3 1567-7 1547-3 1501-7
R2 1533-5 1533-5 1498-6
R1 1513-1 1513-1 1495-5 1506-2
PP 1499-3 1499-3 1499-3 1496-0
S1 1478-7 1478-7 1489-3 1472-0
S2 1465-1 1465-1 1486-2
S3 1430-7 1444-5 1483-1
S4 1396-5 1410-3 1473-5
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1727-4 1689-0 1557-6
R3 1663-4 1625-0 1540-1
R2 1599-4 1599-4 1534-2
R1 1561-0 1561-0 1528-3 1548-2
PP 1535-4 1535-4 1535-4 1529-1
S1 1497-0 1497-0 1516-5 1484-2
S2 1471-4 1471-4 1510-6
S3 1407-4 1433-0 1504-7
S4 1343-4 1369-0 1487-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1574-0 1485-6 88-2 5.9% 36-6 2.5% 8% False True 152,141
10 1574-0 1485-6 88-2 5.9% 34-3 2.3% 8% False True 148,529
20 1686-0 1485-6 200-2 13.4% 37-2 2.5% 3% False True 148,422
40 1789-0 1485-6 303-2 20.3% 36-0 2.4% 2% False True 130,230
60 1789-0 1485-6 303-2 20.3% 39-5 2.7% 2% False True 128,170
80 1789-0 1364-4 424-4 28.4% 38-7 2.6% 30% False False 129,463
100 1789-0 1244-6 544-2 36.5% 36-5 2.5% 46% False False 117,943
120 1789-0 1244-6 544-2 36.5% 34-7 2.3% 46% False False 108,083
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 4-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1665-4
2.618 1609-5
1.618 1575-3
1.000 1554-2
0.618 1541-1
HIGH 1520-0
0.618 1506-7
0.500 1502-7
0.382 1498-7
LOW 1485-6
0.618 1464-5
1.000 1451-4
1.618 1430-3
2.618 1396-1
4.250 1340-2
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 1502-7 1526-7
PP 1499-3 1515-3
S1 1496-0 1504-0

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

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