CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	1265-0	1258-0	-7-0	-0.6%	1244-0
High	1266-0	1264-0	-2-0	-0.2%	1266-0
Low	1261-0	1254-0	-7-0	-0.6%	1243-0
Close	1262-0	1262-2	0-2	0.0%	1262-0
Range	5-0	10-0	5-0	100.0%	23-0
ATR	13-5	13-3	-0-2	-1.9%	0-0
Volume	18,173	14,983	-3,190	-17.6%	92,901

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1290-1	1286-1	1267-6
R3	1280-1	1276-1	1265-0
R2	1270-1	1270-1	1264-1
R1	1266-1	1266-1	1263-1	1268-1
PP	1260-1	1260-1	1260-1	1261-0
S1	1256-1	1256-1	1261-3	1258-1
S2	1250-1	1250-1	1260-3
S3	1240-1	1246-1	1259-4
S4	1230-1	1236-1	1256-6

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	1252-4	13-4	1.1%	7-5	0.6%	72%	False	False	18,552
10	1266-0	1226-4	39-4	3.1%	10-5	0.8%	91%	False	False	17,226
20	1266-0	1193-4	72-4	5.7%	11-1	0.9%	95%	False	False	14,937
40	1266-0	1170-0	96-0	7.6%	11-4	0.9%	96%	False	False	12,555

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1306-4
2.618	1290-1
1.618	1280-1
1.000	1274-0
0.618	1270-1
HIGH	1264-0
0.618	1260-1
0.500	1259-0
0.382	1257-7
LOW	1254-0
0.618	1247-7
1.000	1244-0
1.618	1237-7
2.618	1227-7
4.250	1211-4

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	1261-1	1261-2
PP	1260-1	1260-2
S1	1259-0	1259-2

Download as Excel Spreadsheet

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

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