CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 1493-6 1509-0 15-2 1.0% 1553-4
High 1511-2 1547-6 36-4 2.4% 1574-0
Low 1487-2 1507-4 20-2 1.4% 1510-0
Close 1509-2 1545-4 36-2 2.4% 1522-4
Range 24-0 40-2 16-2 67.7% 64-0
ATR 35-0 35-3 0-3 1.1% 0-0
Volume 80,780 144,016 63,236 78.3% 749,948
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 1654-3 1640-1 1567-5
R3 1614-1 1599-7 1556-5
R2 1573-7 1573-7 1552-7
R1 1559-5 1559-5 1549-2 1566-6
PP 1533-5 1533-5 1533-5 1537-1
S1 1519-3 1519-3 1541-6 1526-4
S2 1493-3 1493-3 1538-1
S3 1453-1 1479-1 1534-3
S4 1412-7 1438-7 1523-3
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 1553-4 1485-6 67-6 4.4% 32-6 2.1% 88% False False 118,203
10 1574-0 1485-6 88-2 5.7% 31-6 2.1% 68% False False 135,298
20 1639-0 1485-6 153-2 9.9% 34-4 2.2% 39% False False 140,600
40 1789-0 1485-6 303-2 19.6% 35-2 2.3% 20% False False 130,134
60 1789-0 1485-6 303-2 19.6% 37-1 2.4% 20% False False 124,473
80 1789-0 1392-6 396-2 25.6% 38-6 2.5% 39% False False 129,418
100 1789-0 1244-6 544-2 35.2% 36-7 2.4% 55% False False 119,733
120 1789-0 1244-6 544-2 35.2% 35-1 2.3% 55% False False 109,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1718-6
2.618 1653-1
1.618 1612-7
1.000 1588-0
0.618 1572-5
HIGH 1547-6
0.618 1532-3
0.500 1527-5
0.382 1522-7
LOW 1507-4
0.618 1482-5
1.000 1467-2
1.618 1442-3
2.618 1402-1
4.250 1336-4
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 1539-4 1536-1
PP 1533-5 1526-7
S1 1527-5 1517-4

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

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