CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	1217-0	1210-4	-6-4	-0.5%	1200-0
High	1218-2	1225-0	6-6	0.6%	1228-4
Low	1210-0	1210-4	0-4	0.0%	1197-0
Close	1218-2	1223-6	5-4	0.5%	1222-2
Range	8-2	14-4	6-2	75.8%	31-4
ATR	16-2	16-1	-0-1	-0.8%	0-0
Volume	11,552	11,521	-31	-0.3%	60,491

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1263-2	1258-0	1231-6
R3	1248-6	1243-4	1227-6
R2	1234-2	1234-2	1226-3
R1	1229-0	1229-0	1225-1	1231-5
PP	1219-6	1219-6	1219-6	1221-0
S1	1214-4	1214-4	1222-3	1217-1
S2	1205-2	1205-2	1221-1
S3	1190-6	1200-0	1219-6
S4	1176-2	1185-4	1215-6

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1310-3	1297-7	1239-5
R3	1278-7	1266-3	1230-7
R2	1247-3	1247-3	1228-0
R1	1234-7	1234-7	1225-1	1241-1
PP	1215-7	1215-7	1215-7	1219-0
S1	1203-3	1203-3	1219-3	1209-5
S2	1184-3	1184-3	1216-4
S3	1152-7	1171-7	1213-5
S4	1121-3	1140-3	1204-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1225-0	1193-4	31-4	2.6%	10-1	0.8%	96%	True	False	11,246
10	1228-4	1180-0	48-4	4.0%	11-1	0.9%	90%	False	False	11,959
20	1228-4	1170-0	58-4	4.8%	11-7	1.0%	92%	False	False	12,149

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	1-3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1286-5
2.618	1263-0
1.618	1248-4
1.000	1239-4
0.618	1234-0
HIGH	1225-0
0.618	1219-4
0.500	1217-6
0.382	1216-0
LOW	1210-4
0.618	1201-4
1.000	1196-0
1.618	1187-0
2.618	1172-4
4.250	1148-7

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	1221-6	1219-1
PP	1219-6	1214-3
S1	1217-6	1209-6

Download as Excel Spreadsheet

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

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