CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	1255-0	1265-0	10-0	0.8%	1244-0
High	1259-0	1266-0	7-0	0.6%	1266-0
Low	1252-4	1261-0	8-4	0.7%	1243-0
Close	1255-2	1262-0	6-6	0.5%	1262-0
Range	6-4	5-0	-1-4	-23.1%	23-0
ATR	13-7	13-5	-0-2	-1.6%	0-0
Volume	21,064	18,173	-2,891	-13.7%	92,901

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1278-0	1275-0	1264-6
R3	1273-0	1270-0	1263-3
R2	1268-0	1268-0	1262-7
R1	1265-0	1265-0	1262-4	1264-0
PP	1263-0	1263-0	1263-0	1262-4
S1	1260-0	1260-0	1261-4	1259-0
S2	1258-0	1258-0	1261-1
S3	1253-0	1255-0	1260-5
S4	1248-0	1250-0	1259-2

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1326-0	1317-0	1274-5
R3	1303-0	1294-0	1268-3
R2	1280-0	1280-0	1266-2
R1	1271-0	1271-0	1264-1	1275-4
PP	1257-0	1257-0	1257-0	1259-2
S1	1248-0	1248-0	1259-7	1252-4
S2	1234-0	1234-0	1257-6
S3	1211-0	1225-0	1255-5
S4	1188-0	1202-0	1249-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1266-0	1243-0	23-0	1.8%	9-0	0.7%	83%	True	False	18,580
10	1266-0	1226-4	39-4	3.1%	10-5	0.8%	90%	True	False	17,271
20	1266-0	1193-4	72-4	5.7%	11-0	0.9%	94%	True	False	14,709
40	1266-0	1162-0	104-0	8.2%	11-4	0.9%	96%	True	False	12,254

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	2-0
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1287-2
2.618	1279-1
1.618	1274-1
1.000	1271-0
0.618	1269-1
HIGH	1266-0
0.618	1264-1
0.500	1263-4
0.382	1262-7
LOW	1261-0
0.618	1257-7
1.000	1256-0
1.618	1252-7
2.618	1247-7
4.250	1239-6

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	1263-4	1261-1
PP	1263-0	1260-1
S1	1262-4	1259-2

Download as Excel Spreadsheet

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

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