CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	1202-0	1217-0	15-0	1.2%	1200-0
High	1206-4	1218-2	11-6	1.0%	1228-4
Low	1194-4	1210-0	15-4	1.3%	1197-0
Close	1201-4	1218-2	16-6	1.4%	1222-2
Range	12-0	8-2	-3-6	-31.3%	31-4
ATR	16-2	16-2	0-0	0.2%	0-0
Volume	11,149	11,552	403	3.6%	60,491

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1240-2	1237-4	1222-6
R3	1232-0	1229-2	1220-4
R2	1223-6	1223-6	1219-6
R1	1221-0	1221-0	1219-0	1222-3
PP	1215-4	1215-4	1215-4	1216-2
S1	1212-6	1212-6	1217-4	1214-1
S2	1207-2	1207-2	1216-6
S3	1199-0	1204-4	1216-0
S4	1190-6	1196-2	1213-6

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1310-3	1297-7	1239-5
R3	1278-7	1266-3	1230-7
R2	1247-3	1247-3	1228-0
R1	1234-7	1234-7	1225-1	1241-1
PP	1215-7	1215-7	1215-7	1219-0
S1	1203-3	1203-3	1219-3	1209-5
S2	1184-3	1184-3	1216-4
S3	1152-7	1171-7	1213-5
S4	1121-3	1140-3	1204-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1228-4	1193-4	35-0	2.9%	8-7	0.7%	71%	False	False	11,459
10	1228-4	1180-0	48-4	4.0%	10-0	0.8%	79%	False	False	11,988
20	1228-4	1170-0	58-4	4.8%	11-5	1.0%	82%	False	False	12,332

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	1-3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1253-2
2.618	1239-7
1.618	1231-5
1.000	1226-4
0.618	1223-3
HIGH	1218-2
0.618	1215-1
0.500	1214-1
0.382	1213-1
LOW	1210-0
0.618	1204-7
1.000	1201-6
1.618	1196-5
2.618	1188-3
4.250	1175-0

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	1216-7	1214-1
PP	1215-4	1210-0
S1	1214-1	1205-7

Download as Excel Spreadsheet

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

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