CME Soybeans Future November 2012

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

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	1287-0	1285-2	-1-6	-0.1%	1262-0
High	1293-6	1294-6	1-0	0.1%	1274-4
Low	1282-4	1278-2	-4-2	-0.3%	1251-0
Close	1289-0	1294-2	5-2	0.4%	1270-6
Range	11-2	16-4	5-2	46.7%	23-4
ATR	15-4	15-5	0-1	0.4%	0-0
Volume	22,257	31,203	8,946	40.2%	72,021

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1338-5	1332-7	1303-3
R3	1322-1	1316-3	1298-6
R2	1305-5	1305-5	1297-2
R1	1299-7	1299-7	1295-6	1302-6
PP	1289-1	1289-1	1289-1	1290-4
S1	1283-3	1283-3	1292-6	1286-2
S2	1272-5	1272-5	1291-2
S3	1256-1	1266-7	1289-6
S4	1239-5	1250-3	1285-1

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1335-7	1326-7	1283-5
R3	1312-3	1303-3	1277-2
R2	1288-7	1288-7	1275-0
R1	1279-7	1279-7	1272-7	1284-3
PP	1265-3	1265-3	1265-3	1267-6
S1	1256-3	1256-3	1268-5	1260-7
S2	1241-7	1241-7	1266-4
S3	1218-3	1232-7	1264-2
S4	1194-7	1209-3	1257-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1294-6	1265-2	29-4	2.3%	12-6	1.0%	98%	True	False	22,908
10	1294-6	1245-0	49-6	3.8%	13-4	1.0%	99%	True	False	20,509
20	1294-6	1210-4	84-2	6.5%	14-4	1.1%	99%	True	False	18,141
40	1294-6	1163-4	131-2	10.1%	17-6	1.4%	100%	True	False	15,236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1364-7
2.618	1338-0
1.618	1321-4
1.000	1311-2
0.618	1305-0
HIGH	1294-6
0.618	1288-4
0.500	1286-4
0.382	1284-4
LOW	1278-2
0.618	1268-0
1.000	1261-6
1.618	1251-4
2.618	1235-0
4.250	1208-1

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	1291-5	1291-5
PP	1289-1	1289-1
S1	1286-4	1286-4

Download as Excel Spreadsheet

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

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