CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 1236-0 1243-4 7-4 0.6% 1205-0
High 1241-2 1246-0 4-6 0.4% 1237-2
Low 1234-0 1233-0 -1-0 -0.1% 1193-4
Close 1241-2 1240-0 -1-2 -0.1% 1237-2
Range 7-2 13-0 5-6 79.3% 43-6
ATR 14-7 14-6 -0-1 -0.9% 0-0
Volume 14,716 17,090 2,374 16.1% 60,983
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 1278-5 1272-3 1247-1
R3 1265-5 1259-3 1243-5
R2 1252-5 1252-5 1242-3
R1 1246-3 1246-3 1241-2 1243-0
PP 1239-5 1239-5 1239-5 1238-0
S1 1233-3 1233-3 1238-6 1230-0
S2 1226-5 1226-5 1237-5
S3 1213-5 1220-3 1236-3
S4 1200-5 1207-3 1232-7
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 1246-0 1210-4 35-4 2.9% 11-4 0.9% 83% True False 14,300
10 1246-0 1193-4 52-4 4.2% 10-1 0.8% 89% True False 12,879
20 1246-0 1170-0 76-0 6.1% 11-1 0.9% 92% True False 13,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1301-2
2.618 1280-0
1.618 1267-0
1.000 1259-0
0.618 1254-0
HIGH 1246-0
0.618 1241-0
0.500 1239-4
0.382 1238-0
LOW 1233-0
0.618 1225-0
1.000 1220-0
1.618 1212-0
2.618 1199-0
4.250 1177-6
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 1239-7 1239-7
PP 1239-5 1239-5
S1 1239-4 1239-4

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

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