CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	1735-0	1714-4	-20-4	-1.2%	1773-0
High	1740-0	1715-0	-25-0	-1.4%	1783-4
Low	1717-0	1699-4	-17-4	-1.0%	1727-0
Close	1718-6	1701-4	-17-2	-1.0%	1736-4
Range	23-0	15-4	-7-4	-32.6%	56-4
ATR	27-5	27-0	-0-5	-2.2%	0-0
Volume	87,155	110,103	22,948	26.3%	443,202

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1751-7	1742-1	1710-0
R3	1736-3	1726-5	1705-6
R2	1720-7	1720-7	1704-3
R1	1711-1	1711-1	1702-7	1708-2
PP	1705-3	1705-3	1705-3	1703-7
S1	1695-5	1695-5	1700-1	1692-6
S2	1689-7	1689-7	1698-5
S3	1674-3	1680-1	1697-2
S4	1658-7	1664-5	1693-0

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1918-4	1884-0	1767-5
R3	1862-0	1827-4	1752-0
R2	1805-4	1805-4	1746-7
R1	1771-0	1771-0	1741-5	1760-0
PP	1749-0	1749-0	1749-0	1743-4
S1	1714-4	1714-4	1731-3	1703-4
S2	1692-4	1692-4	1726-1
S3	1636-0	1658-0	1721-0
S4	1579-4	1601-4	1705-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1762-0	1699-4	62-4	3.7%	19-4	1.1%	3%	False	True	101,403
10	1783-4	1699-4	84-0	4.9%	20-7	1.2%	2%	False	True	106,746
20	1783-4	1588-0	195-4	11.5%	20-0	1.2%	58%	False	False	106,266
40	1783-4	1552-2	231-2	13.6%	22-6	1.3%	65%	False	False	123,336
60	1783-4	1327-0	456-4	26.8%	22-3	1.3%	82%	False	False	123,113
80	1783-4	1253-0	530-4	31.2%	20-3	1.2%	85%	False	False	107,958
100	1783-4	1253-0	530-4	31.2%	19-1	1.1%	85%	False	False	97,861
120	1783-4	1253-0	530-4	31.2%	18-1	1.1%	85%	False	False	88,327

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	4-2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1780-7
2.618	1755-5
1.618	1740-1
1.000	1730-4
0.618	1724-5
HIGH	1715-0
0.618	1709-1
0.500	1707-2
0.382	1705-3
LOW	1699-4
0.618	1689-7
1.000	1684-0
1.618	1674-3
2.618	1658-7
4.250	1633-5

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	1707-2	1725-2
PP	1705-3	1717-3
S1	1703-3	1709-3

Download as Excel Spreadsheet

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

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