CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	1197-0	1213-0	16-0	1.3%	1185-4
High	1220-4	1221-4	1-0	0.1%	1193-0
Low	1197-0	1210-4	13-4	1.1%	1180-0
Close	1213-0	1213-6	0-6	0.1%	1183-6
Range	23-4	11-0	-12-4	-53.2%	13-0
ATR	17-1	16-5	-0-3	-2.5%	0-0
Volume	13,041	16,459	3,418	26.2%	52,780

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1248-2	1242-0	1219-6
R3	1237-2	1231-0	1216-6
R2	1226-2	1226-2	1215-6
R1	1220-0	1220-0	1214-6	1223-1
PP	1215-2	1215-2	1215-2	1216-6
S1	1209-0	1209-0	1212-6	1212-1
S2	1204-2	1204-2	1211-6
S3	1193-2	1198-0	1210-6
S4	1182-2	1187-0	1207-6

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1224-5	1217-1	1190-7
R3	1211-5	1204-1	1187-3
R2	1198-5	1198-5	1186-1
R1	1191-1	1191-1	1185-0	1188-3
PP	1185-5	1185-5	1185-5	1184-2
S1	1178-1	1178-1	1182-4	1175-3
S2	1172-5	1172-5	1181-3
S3	1159-5	1165-1	1180-1
S4	1146-5	1152-1	1176-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1221-4	1180-0	41-4	3.4%	11-1	0.9%	81%	True	False	12,517
10	1221-4	1170-0	51-4	4.2%	12-1	1.0%	85%	True	False	13,776
20	1230-0	1170-0	60-0	4.9%	12-6	1.1%	73%	False	False	10,934

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1268-2
2.618	1250-2
1.618	1239-2
1.000	1232-4
0.618	1228-2
HIGH	1221-4
0.618	1217-2
0.500	1216-0
0.382	1214-6
LOW	1210-4
0.618	1203-6
1.000	1199-4
1.618	1192-6
2.618	1181-6
4.250	1163-6

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	1216-0	1212-2
PP	1215-2	1210-6
S1	1214-4	1209-2

Download as Excel Spreadsheet

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

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