CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	1219-6	1218-6	-1-0	-0.1%	1187-4
High	1225-0	1222-2	-2-6	-0.2%	1229-2
Low	1217-4	1193-0	-24-4	-2.0%	1187-4
Close	1222-2	1194-4	-27-6	-2.3%	1222-2
Range	7-4	29-2	21-6	290.0%	41-6
ATR	20-6	21-3	0-5	2.9%	0-0
Volume	7,992	14,020	6,028	75.4%	60,491

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1291-0	1272-0	1210-5
R3	1261-6	1242-6	1202-4
R2	1232-4	1232-4	1199-7
R1	1213-4	1213-4	1197-1	1208-3
PP	1203-2	1203-2	1203-2	1200-6
S1	1184-2	1184-2	1191-7	1179-1
S2	1174-0	1174-0	1189-1
S3	1144-6	1155-0	1186-4
S4	1115-4	1125-6	1178-3

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1338-2	1322-0	1245-2
R3	1296-4	1280-2	1233-6
R2	1254-6	1254-6	1229-7
R1	1238-4	1238-4	1226-1	1246-5
PP	1213-0	1213-0	1213-0	1217-0
S1	1196-6	1196-6	1218-3	1204-7
S2	1171-2	1171-2	1214-5
S3	1129-4	1155-0	1210-6
S4	1087-6	1113-2	1199-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1229-2	1193-0	36-2	3.0%	18-6	1.6%	4%	False	True	12,818
10	1229-2	1174-6	54-4	4.6%	18-6	1.6%	36%	False	False	12,729
20	1231-0	1163-4	67-4	5.7%	21-1	1.8%	46%	False	False	11,803

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-1
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1346-4
2.618	1298-7
1.618	1269-5
1.000	1251-4
0.618	1240-3
HIGH	1222-2
0.618	1211-1
0.500	1207-5
0.382	1204-1
LOW	1193-0
0.618	1174-7
1.000	1163-6
1.618	1145-5
2.618	1116-3
4.250	1068-6

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	1207-5	1211-1
PP	1203-2	1205-5
S1	1198-7	1200-0

Download as Excel Spreadsheet

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

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