CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1509-0 1544-6 35-6 2.4% 1519-0
High 1547-6 1555-6 8-0 0.5% 1555-6
Low 1507-4 1532-2 24-6 1.6% 1485-6
Close 1545-4 1534-2 -11-2 -0.7% 1534-2
Range 40-2 23-4 -16-6 -41.6% 70-0
ATR 35-3 34-4 -0-7 -2.4% 0-0
Volume 144,016 114,775 -29,241 -20.3% 572,737
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1611-2 1596-2 1547-1
R3 1587-6 1572-6 1540-6
R2 1564-2 1564-2 1538-4
R1 1549-2 1549-2 1536-3 1545-0
PP 1540-6 1540-6 1540-6 1538-5
S1 1525-6 1525-6 1532-1 1521-4
S2 1517-2 1517-2 1530-0
S3 1493-6 1502-2 1527-6
S4 1470-2 1478-6 1521-3
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1735-2 1704-6 1572-6
R3 1665-2 1634-6 1553-4
R2 1595-2 1595-2 1547-1
R1 1564-6 1564-6 1540-5 1580-0
PP 1525-2 1525-2 1525-2 1532-7
S1 1494-6 1494-6 1527-7 1510-0
S2 1455-2 1455-2 1521-3
S3 1385-2 1424-6 1515-0
S4 1315-2 1354-6 1495-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1555-6 1485-6 70-0 4.6% 28-6 1.9% 69% True False 114,547
10 1574-0 1485-6 88-2 5.8% 31-5 2.1% 55% False False 132,268
20 1626-0 1485-6 140-2 9.1% 34-1 2.2% 35% False False 139,566
40 1789-0 1485-6 303-2 19.8% 34-6 2.3% 16% False False 129,822
60 1789-0 1485-6 303-2 19.8% 36-5 2.4% 16% False False 123,465
80 1789-0 1392-6 396-2 25.8% 38-6 2.5% 36% False False 129,172
100 1789-0 1244-6 544-2 35.5% 36-7 2.4% 53% False False 120,452
120 1789-0 1244-6 544-2 35.5% 35-1 2.3% 53% False False 110,053
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 4-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1655-5
2.618 1617-2
1.618 1593-6
1.000 1579-2
0.618 1570-2
HIGH 1555-6
0.618 1546-6
0.500 1544-0
0.382 1541-2
LOW 1532-2
0.618 1517-6
1.000 1508-6
1.618 1494-2
2.618 1470-6
4.250 1432-3
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1544-0 1530-0
PP 1540-6 1525-6
S1 1537-4 1521-4

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

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