CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1522-2 1506-6 -15-4 -1.0% 1559-0
High 1525-0 1525-6 0-6 0.0% 1570-2
Low 1503-4 1505-6 2-2 0.1% 1524-0
Close 1504-2 1516-6 12-4 0.8% 1527-0
Range 21-4 20-0 -1-4 -7.0% 46-2
ATR 29-4 28-7 -0-5 -1.9% 0-0
Volume 9,670 5,592 -4,078 -42.2% 232,361
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1576-1 1566-3 1527-6
R3 1556-1 1546-3 1522-2
R2 1536-1 1536-1 1520-3
R1 1526-3 1526-3 1518-5 1531-2
PP 1516-1 1516-1 1516-1 1518-4
S1 1506-3 1506-3 1514-7 1511-2
S2 1496-1 1496-1 1513-1
S3 1476-1 1486-3 1511-2
S4 1456-1 1466-3 1505-6
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% 24-3 1.6% 20% False False 15,554
10 1574-6 1503-4 71-2 4.7% 23-7 1.6% 19% False False 58,753
20 1574-6 1485-6 89-0 5.9% 28-1 1.9% 35% False False 93,508
40 1765-6 1485-6 280-0 18.5% 33-0 2.2% 11% False False 119,271
60 1789-0 1485-6 303-2 20.0% 32-5 2.2% 10% False False 112,975
80 1789-0 1485-6 303-2 20.0% 37-1 2.4% 10% False False 119,395
100 1789-0 1317-6 471-2 31.1% 36-3 2.4% 42% False False 120,049
120 1789-0 1244-6 544-2 35.9% 34-7 2.3% 50% False False 110,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1610-6
2.618 1578-1
1.618 1558-1
1.000 1545-6
0.618 1538-1
HIGH 1525-6
0.618 1518-1
0.500 1515-6
0.382 1513-3
LOW 1505-6
0.618 1493-3
1.000 1485-6
1.618 1473-3
2.618 1453-3
4.250 1420-6
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1516-3 1530-6
PP 1516-1 1526-1
S1 1515-6 1521-3

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

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