CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	1210-4	1228-0	17-4	1.4%	1205-0
High	1225-0	1237-2	12-2	1.0%	1237-2
Low	1210-4	1224-0	13-4	1.1%	1193-4
Close	1223-6	1237-2	13-4	1.1%	1237-2
Range	14-4	13-2	-1-2	-8.6%	43-6
ATR	16-1	16-0	-0-2	-1.2%	0-0
Volume	11,521	12,741	1,220	10.6%	60,983

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1272-5	1268-1	1244-4
R3	1259-3	1254-7	1240-7
R2	1246-1	1246-1	1239-5
R1	1241-5	1241-5	1238-4	1243-7
PP	1232-7	1232-7	1232-7	1234-0
S1	1228-3	1228-3	1236-0	1230-5
S2	1219-5	1219-5	1234-7
S3	1206-3	1215-1	1233-5
S4	1193-1	1201-7	1230-0

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1353-7	1339-3	1261-2
R3	1310-1	1295-5	1249-2
R2	1266-3	1266-3	1245-2
R1	1251-7	1251-7	1241-2	1259-1
PP	1222-5	1222-5	1222-5	1226-2
S1	1208-1	1208-1	1233-2	1215-3
S2	1178-7	1178-7	1229-2
S3	1135-1	1164-3	1225-2
S4	1091-3	1120-5	1213-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1237-2	1193-4	43-6	3.5%	12-0	1.0%	100%	True	False	12,196
10	1237-2	1193-4	43-6	3.5%	11-4	0.9%	100%	True	False	12,147
20	1237-2	1170-0	67-2	5.4%	12-1	1.0%	100%	True	False	12,311

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	1-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1293-4
2.618	1272-0
1.618	1258-6
1.000	1250-4
0.618	1245-4
HIGH	1237-2
0.618	1232-2
0.500	1230-5
0.382	1229-0
LOW	1224-0
0.618	1215-6
1.000	1210-6
1.618	1202-4
2.618	1189-2
4.250	1167-6

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	1235-0	1232-6
PP	1232-7	1228-1
S1	1230-5	1223-5

Download as Excel Spreadsheet

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

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