CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 1558-0 1522-2 -35-6 -2.3% 1559-0
High 1558-0 1525-0 -33-0 -2.1% 1570-2
Low 1524-6 1503-4 -21-2 -1.4% 1524-0
Close 1527-0 1504-2 -22-6 -1.5% 1527-0
Range 33-2 21-4 -11-6 -35.3% 46-2
ATR 29-7 29-4 -0-4 -1.5% 0-0
Volume 13,233 9,670 -3,563 -26.9% 232,361
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 1575-3 1561-3 1516-1
R3 1553-7 1539-7 1510-1
R2 1532-3 1532-3 1508-2
R1 1518-3 1518-3 1506-2 1514-5
PP 1510-7 1510-7 1510-7 1509-0
S1 1496-7 1496-7 1502-2 1493-1
S2 1489-3 1489-3 1500-2
S3 1467-7 1475-3 1498-3
S4 1446-3 1453-7 1492-3
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1679-1 1649-3 1552-4
R3 1632-7 1603-1 1539-6
R2 1586-5 1586-5 1535-4
R1 1556-7 1556-7 1531-2 1548-5
PP 1540-3 1540-3 1540-3 1536-2
S1 1510-5 1510-5 1522-6 1502-3
S2 1494-1 1494-1 1518-4
S3 1447-7 1464-3 1514-2
S4 1401-5 1418-1 1501-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1570-2 1503-4 66-6 4.4% 24-7 1.7% 1% False True 29,440
10 1574-6 1503-4 71-2 4.7% 24-3 1.6% 1% False True 67,713
20 1574-6 1485-6 89-0 5.9% 28-4 1.9% 21% False False 100,000
40 1765-6 1485-6 280-0 18.6% 33-2 2.2% 7% False False 121,884
60 1789-0 1485-6 303-2 20.2% 33-2 2.2% 6% False False 114,576
80 1789-0 1485-6 303-2 20.2% 37-2 2.5% 6% False False 120,593
100 1789-0 1306-6 482-2 32.1% 36-3 2.4% 41% False False 120,606
120 1789-0 1244-6 544-2 36.2% 34-7 2.3% 48% False False 110,998
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3-1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1616-3
2.618 1581-2
1.618 1559-6
1.000 1546-4
0.618 1538-2
HIGH 1525-0
0.618 1516-6
0.500 1514-2
0.382 1511-6
LOW 1503-4
0.618 1490-2
1.000 1482-0
1.618 1468-6
2.618 1447-2
4.250 1412-1
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 1514-2 1536-7
PP 1510-7 1526-0
S1 1507-5 1515-1

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

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