CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	1182-0	1192-0	10-0	0.8%	1203-0
High	1190-6	1193-0	2-2	0.2%	1223-0
Low	1180-0	1190-0	10-0	0.8%	1170-0
Close	1186-0	1194-2	8-2	0.7%	1170-0
Range	10-6	3-0	-7-6	-72.1%	53-0
ATR	16-7	16-1	-0-6	-4.2%	0-0
Volume	12,004	11,806	-198	-1.6%	60,766

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1201-3	1200-7	1195-7
R3	1198-3	1197-7	1195-1
R2	1195-3	1195-3	1194-6
R1	1194-7	1194-7	1194-4	1195-1
PP	1192-3	1192-3	1192-3	1192-4
S1	1191-7	1191-7	1194-0	1192-1
S2	1189-3	1189-3	1193-6
S3	1186-3	1188-7	1193-3
S4	1183-3	1185-7	1192-5

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1346-5	1311-3	1199-1
R3	1293-5	1258-3	1184-5
R2	1240-5	1240-5	1179-6
R1	1205-3	1205-3	1174-7	1196-4
PP	1187-5	1187-5	1187-5	1183-2
S1	1152-3	1152-3	1165-1	1143-4
S2	1134-5	1134-5	1160-2
S3	1081-5	1099-3	1155-3
S4	1028-5	1046-3	1140-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1193-0	1170-0	23-0	1.9%	11-7	1.0%	105%	True	False	15,860
10	1223-0	1170-0	53-0	4.4%	12-5	1.1%	46%	False	False	12,339

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2-2
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1205-6
2.618	1200-7
1.618	1197-7
1.000	1196-0
0.618	1194-7
HIGH	1193-0
0.618	1191-7
0.500	1191-4
0.382	1191-1
LOW	1190-0
0.618	1188-1
1.000	1187-0
1.618	1185-1
2.618	1182-1
4.250	1177-2

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	1193-3	1191-5
PP	1192-3	1189-1
S1	1191-4	1186-4

Download as Excel Spreadsheet

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

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