CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	1228-0	1237-0	9-0	0.7%	1205-0
High	1237-2	1245-0	7-6	0.6%	1237-2
Low	1224-0	1235-4	11-4	0.9%	1193-4
Close	1237-2	1239-0	1-6	0.1%	1237-2
Range	13-2	9-4	-3-6	-28.3%	43-6
ATR	16-0	15-4	-0-4	-2.9%	0-0
Volume	12,741	15,433	2,692	21.1%	60,983

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1268-3	1263-1	1244-2
R3	1258-7	1253-5	1241-5
R2	1249-3	1249-3	1240-6
R1	1244-1	1244-1	1239-7	1246-6
PP	1239-7	1239-7	1239-7	1241-1
S1	1234-5	1234-5	1238-1	1237-2
S2	1230-3	1230-3	1237-2
S3	1220-7	1225-1	1236-3
S4	1211-3	1215-5	1233-6

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	1245-0	1194-4	50-4	4.1%	11-4	0.9%	88%	True	False	12,479
10	1245-0	1193-4	51-4	4.2%	11-5	0.9%	88%	True	False	12,649
20	1245-0	1170-0	75-0	6.1%	11-4	0.9%	92%	True	False	12,522

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	1-5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1285-3
2.618	1269-7
1.618	1260-3
1.000	1254-4
0.618	1250-7
HIGH	1245-0
0.618	1241-3
0.500	1240-2
0.382	1239-1
LOW	1235-4
0.618	1229-5
1.000	1226-0
1.618	1220-1
2.618	1210-5
4.250	1195-1

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	1240-2	1235-2
PP	1239-7	1231-4
S1	1239-3	1227-6

Download as Excel Spreadsheet

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

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