CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	1258-0	1254-0	-4-0	-0.3%	1244-0
High	1264-0	1264-0	0-0	0.0%	1266-0
Low	1254-0	1254-0	0-0	0.0%	1243-0
Close	1262-2	1264-0	1-6	0.1%	1262-0
Range	10-0	10-0	0-0	0.0%	23-0
ATR	13-3	13-1	-0-2	-1.8%	0-0
Volume	14,983	18,980	3,997	26.7%	92,901

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1290-5	1287-3	1269-4
R3	1280-5	1277-3	1266-6
R2	1270-5	1270-5	1265-7
R1	1267-3	1267-3	1264-7	1269-0
PP	1260-5	1260-5	1260-5	1261-4
S1	1257-3	1257-3	1263-1	1259-0
S2	1250-5	1250-5	1262-1
S3	1240-5	1247-3	1261-2
S4	1230-5	1237-3	1258-4

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%	7-7	0.6%	85%	False	False	18,603
10	1266-0	1226-4	39-4	3.1%	11-0	0.9%	95%	False	False	17,653
20	1266-0	1193-4	72-4	5.7%	10-4	0.8%	97%	False	False	15,234
40	1266-0	1170-0	96-0	7.6%	11-4	0.9%	98%	False	False	12,872

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	2-0

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 22-Feb-2012
Pivot	1 day	3 day
R1	1262-3	1262-5
PP	1260-5	1261-3
S1	1259-0	1260-0

Download as Excel Spreadsheet

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

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