CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1554-6 1570-0 15-2 1.0% 1519-0
High 1574-6 1574-4 -0-2 0.0% 1555-6
Low 1549-2 1557-2 8-0 0.5% 1485-6
Close 1570-4 1564-0 -6-4 -0.4% 1534-2
Range 25-4 17-2 -8-2 -32.4% 70-0
ATR 33-1 32-0 -1-1 -3.4% 0-0
Volume 136,436 96,987 -39,449 -28.9% 572,737
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1617-0 1607-6 1573-4
R3 1599-6 1590-4 1568-6
R2 1582-4 1582-4 1567-1
R1 1573-2 1573-2 1565-5 1569-2
PP 1565-2 1565-2 1565-2 1563-2
S1 1556-0 1556-0 1562-3 1552-0
S2 1548-0 1548-0 1560-7
S3 1530-6 1538-6 1559-2
S4 1513-4 1521-4 1554-4
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 1574-6 1526-4 48-2 3.1% 24-7 1.6% 78% False False 112,450
10 1574-6 1485-6 89-0 5.7% 28-6 1.8% 88% False False 115,326
20 1613-6 1485-6 128-0 8.2% 32-4 2.1% 61% False False 135,651
40 1789-0 1485-6 303-2 19.4% 33-6 2.2% 26% False False 130,642
60 1789-0 1485-6 303-2 19.4% 35-1 2.2% 26% False False 122,265
80 1789-0 1485-6 303-2 19.4% 38-3 2.5% 26% False False 128,885
100 1789-0 1275-4 513-4 32.8% 36-6 2.4% 56% False False 122,508
120 1789-0 1244-6 544-2 34.8% 35-2 2.3% 59% False False 111,764
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-7
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1647-6
2.618 1619-5
1.618 1602-3
1.000 1591-6
0.618 1585-1
HIGH 1574-4
0.618 1567-7
0.500 1565-7
0.382 1563-7
LOW 1557-2
0.618 1546-5
1.000 1540-0
1.618 1529-3
2.618 1512-1
4.250 1484-0
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1565-7 1560-0
PP 1565-2 1555-7
S1 1564-5 1551-7

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

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