CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	1254-0	1261-0	7-0	0.6%	1237-0
High	1261-0	1264-0	3-0	0.2%	1252-0
Low	1252-4	1256-0	3-4	0.3%	1226-4
Close	1257-4	1260-4	3-0	0.2%	1239-4
Range	8-4	8-0	-0-4	-5.9%	25-4
ATR	14-6	14-3	-0-4	-3.3%	0-0
Volume	18,723	19,819	1,096	5.9%	79,815

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1284-1	1280-3	1264-7
R3	1276-1	1272-3	1262-6
R2	1268-1	1268-1	1262-0
R1	1264-3	1264-3	1261-2	1262-2
PP	1260-1	1260-1	1260-1	1259-1
S1	1256-3	1256-3	1259-6	1254-2
S2	1252-1	1252-1	1259-0
S3	1244-1	1248-3	1258-2
S4	1236-1	1240-3	1256-1

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	1264-0	1226-4	37-4	3.0%	13-0	1.0%	91%	True	False	17,248
10	1264-0	1210-4	53-4	4.2%	12-2	1.0%	93%	True	False	15,774
20	1264-0	1180-0	84-0	6.7%	11-1	0.9%	96%	True	False	13,881

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	2-0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1298-0
2.618	1285-0
1.618	1277-0
1.000	1272-0
0.618	1269-0
HIGH	1264-0
0.618	1261-0
0.500	1260-0
0.382	1259-0
LOW	1256-0
0.618	1251-0
1.000	1248-0
1.618	1243-0
2.618	1235-0
4.250	1222-0

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	1260-3	1258-1
PP	1260-1	1255-7
S1	1260-0	1253-4

Download as Excel Spreadsheet

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

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