CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	1243-4	1238-4	-5-0	-0.4%	1205-0
High	1246-0	1252-0	6-0	0.5%	1237-2
Low	1233-0	1234-0	1-0	0.1%	1193-4
Close	1240-0	1238-4	-1-4	-0.1%	1237-2
Range	13-0	18-0	5-0	38.5%	43-6
ATR	14-6	15-0	0-2	1.6%	0-0
Volume	17,090	14,243	-2,847	-16.7%	60,983

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1295-4	1285-0	1248-3
R3	1277-4	1267-0	1243-4
R2	1259-4	1259-4	1241-6
R1	1249-0	1249-0	1240-1	1247-4
PP	1241-4	1241-4	1241-4	1240-6
S1	1231-0	1231-0	1236-7	1229-4
S2	1223-4	1223-4	1235-2
S3	1205-4	1213-0	1233-4
S4	1187-4	1195-0	1228-5

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	1252-0	1224-0	28-0	2.3%	12-2	1.0%	52%	True	False	14,844
10	1252-0	1193-4	58-4	4.7%	11-1	0.9%	77%	True	False	13,045
20	1252-0	1170-0	82-0	6.6%	11-5	0.9%	84%	True	False	13,656

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	2-1
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1328-4
2.618	1299-1
1.618	1281-1
1.000	1270-0
0.618	1263-1
HIGH	1252-0
0.618	1245-1
0.500	1243-0
0.382	1240-7
LOW	1234-0
0.618	1222-7
1.000	1216-0
1.618	1204-7
2.618	1186-7
4.250	1157-4

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	1243-0	1242-4
PP	1241-4	1241-1
S1	1240-0	1239-7

Download as Excel Spreadsheet

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

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