CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 1452-2 1422-0 -30-2 -2.1% 1522-2
High 1452-2 1427-0 -25-2 -1.7% 1525-6
Low 1406-0 1400-6 -5-2 -0.4% 1451-0
Close 1411-0 1427-0 16-0 1.1% 1452-0
Range 46-2 26-2 -20-0 -43.2% 74-6
ATR 30-2 30-0 -0-2 -0.9% 0-0
Volume 1,445 1,838 393 27.2% 31,348
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 1497-0 1488-2 1441-4
R3 1470-6 1462-0 1434-2
R2 1444-4 1444-4 1431-6
R1 1435-6 1435-6 1429-3 1440-1
PP 1418-2 1418-2 1418-2 1420-4
S1 1409-4 1409-4 1424-5 1413-7
S2 1392-0 1392-0 1422-2
S3 1365-6 1383-2 1419-6
S4 1339-4 1357-0 1412-4
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1700-4 1651-0 1493-1
R3 1625-6 1576-2 1472-4
R2 1551-0 1551-0 1465-6
R1 1501-4 1501-4 1458-7 1488-7
PP 1476-2 1476-2 1476-2 1470-0
S1 1426-6 1426-6 1445-1 1414-1
S2 1401-4 1401-4 1438-2
S3 1326-6 1352-0 1431-4
S4 1252-0 1277-2 1410-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1522-6 1400-6 122-0 8.5% 31-6 2.2% 22% False True 3,873
10 1570-2 1400-6 169-4 11.9% 28-1 2.0% 15% False True 9,713
20 1574-6 1400-6 174-0 12.2% 27-1 1.9% 15% False True 58,026
40 1686-0 1400-6 285-2 20.0% 31-6 2.2% 9% False True 101,239
60 1789-0 1400-6 388-2 27.2% 32-5 2.3% 7% False True 106,266
80 1789-0 1400-6 388-2 27.2% 35-7 2.5% 7% False True 109,740
100 1789-0 1392-6 396-2 27.8% 36-4 2.6% 9% False False 115,269
120 1789-0 1244-6 544-2 38.1% 35-0 2.5% 33% False False 108,270
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 2-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1538-4
2.618 1495-6
1.618 1469-4
1.000 1453-2
0.618 1443-2
HIGH 1427-0
0.618 1417-0
0.500 1413-7
0.382 1410-6
LOW 1400-6
0.618 1384-4
1.000 1374-4
1.618 1358-2
2.618 1332-0
4.250 1289-2
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 1422-5 1450-7
PP 1418-2 1442-7
S1 1413-7 1435-0

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

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