CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	1237-0	1236-0	-1-0	-0.1%	1205-0
High	1245-0	1241-2	-3-6	-0.3%	1237-2
Low	1235-4	1234-0	-1-4	-0.1%	1193-4
Close	1239-0	1241-2	2-2	0.2%	1237-2
Range	9-4	7-2	-2-2	-23.7%	43-6
ATR	15-4	14-7	-0-5	-3.8%	0-0
Volume	15,433	14,716	-717	-4.6%	60,983

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1260-5	1258-1	1245-2
R3	1253-3	1250-7	1243-2
R2	1246-1	1246-1	1242-5
R1	1243-5	1243-5	1241-7	1244-7
PP	1238-7	1238-7	1238-7	1239-4
S1	1236-3	1236-3	1240-5	1237-5
S2	1231-5	1231-5	1239-7
S3	1224-3	1229-1	1239-2
S4	1217-1	1221-7	1237-2

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	1210-0	35-0	2.8%	10-4	0.8%	89%	False	False	13,192
10	1245-0	1193-4	51-4	4.1%	10-0	0.8%	93%	False	False	12,816
20	1245-0	1170-0	75-0	6.0%	11-0	0.9%	95%	False	False	13,007

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	1-7
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1272-0
2.618	1260-2
1.618	1253-0
1.000	1248-4
0.618	1245-6
HIGH	1241-2
0.618	1238-4
0.500	1237-5
0.382	1236-6
LOW	1234-0
0.618	1229-4
1.000	1226-6
1.618	1222-2
2.618	1215-0
4.250	1203-2

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	1240-0	1239-0
PP	1238-7	1236-6
S1	1237-5	1234-4

Download as Excel Spreadsheet

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

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