CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	1238-4	1227-0	-11-4	-0.9%	1237-0
High	1252-0	1240-0	-12-0	-1.0%	1252-0
Low	1234-0	1226-4	-7-4	-0.6%	1226-4
Close	1238-4	1239-4	1-0	0.1%	1239-4
Range	18-0	13-4	-4-4	-25.0%	25-4
ATR	15-0	14-7	-0-1	-0.7%	0-0
Volume	14,243	18,333	4,090	28.7%	79,815

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1275-7	1271-1	1246-7
R3	1262-3	1257-5	1243-2
R2	1248-7	1248-7	1242-0
R1	1244-1	1244-1	1240-6	1246-4
PP	1235-3	1235-3	1235-3	1236-4
S1	1230-5	1230-5	1238-2	1233-0
S2	1221-7	1221-7	1237-0
S3	1208-3	1217-1	1235-6
S4	1194-7	1203-5	1232-1

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1315-7	1303-1	1253-4
R3	1290-3	1277-5	1246-4
R2	1264-7	1264-7	1244-1
R1	1252-1	1252-1	1241-7	1258-4
PP	1239-3	1239-3	1239-3	1242-4
S1	1226-5	1226-5	1237-1	1233-0
S2	1213-7	1213-7	1234-7
S3	1188-3	1201-1	1232-4
S4	1162-7	1175-5	1225-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1252-0	1226-4	25-4	2.1%	12-2	1.0%	51%	False	True	15,963
10	1252-0	1193-4	58-4	4.7%	12-1	1.0%	79%	False	False	14,079
20	1252-0	1170-0	82-0	6.6%	11-3	0.9%	85%	False	False	13,744

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	True
Bull Hook	False
Stretch	2-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1297-3
2.618	1275-3
1.618	1261-7
1.000	1253-4
0.618	1248-3
HIGH	1240-0
0.618	1234-7
0.500	1233-2
0.382	1231-5
LOW	1226-4
0.618	1218-1
1.000	1213-0
1.618	1204-5
2.618	1191-1
4.250	1169-1

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	1237-3	1239-3
PP	1235-3	1239-3
S1	1233-2	1239-2

Download as Excel Spreadsheet

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

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