CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	1213-0	1223-0	10-0	0.8%	1185-4
High	1221-4	1228-4	7-0	0.6%	1193-0
Low	1210-4	1220-4	10-0	0.8%	1180-0
Close	1213-6	1221-6	8-0	0.7%	1183-6
Range	11-0	8-0	-3-0	-27.3%	13-0
ATR	16-5	16-4	-0-1	-0.8%	0-0
Volume	16,459	12,582	-3,877	-23.6%	52,780

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1247-5	1242-5	1226-1
R3	1239-5	1234-5	1224-0
R2	1231-5	1231-5	1223-2
R1	1226-5	1226-5	1222-4	1225-1
PP	1223-5	1223-5	1223-5	1222-6
S1	1218-5	1218-5	1221-0	1217-1
S2	1215-5	1215-5	1220-2
S3	1207-5	1210-5	1219-4
S4	1199-5	1202-5	1217-3

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1224-5	1217-1	1190-7
R3	1211-5	1204-1	1187-3
R2	1198-5	1198-5	1186-1
R1	1191-1	1191-1	1185-0	1188-3
PP	1185-5	1185-5	1185-5	1184-2
S1	1178-1	1178-1	1182-4	1175-3
S2	1172-5	1172-5	1181-3
S3	1159-5	1165-1	1180-1
S4	1146-5	1152-1	1176-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1228-4	1180-0	48-4	4.0%	12-1	1.0%	86%	True	False	12,672
10	1228-4	1170-0	58-4	4.8%	12-0	1.0%	88%	True	False	14,266
20	1230-0	1170-0	60-0	4.9%	12-2	1.0%	86%	False	False	11,441

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	2-0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1262-4
2.618	1249-4
1.618	1241-4
1.000	1236-4
0.618	1233-4
HIGH	1228-4
0.618	1225-4
0.500	1224-4
0.382	1223-4
LOW	1220-4
0.618	1215-4
1.000	1212-4
1.618	1207-4
2.618	1199-4
4.250	1186-4

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	1224-4	1218-6
PP	1223-5	1215-6
S1	1222-5	1212-6

Download as Excel Spreadsheet

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

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