CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 1254-0 1264-0 10-0 0.8% 1244-0
High 1264-0 1268-0 4-0 0.3% 1266-0
Low 1254-0 1261-4 7-4 0.6% 1243-0
Close 1264-0 1267-6 3-6 0.3% 1262-0
Range 10-0 6-4 -3-4 -35.0% 23-0
ATR 13-1 12-5 -0-4 -3.6% 0-0
Volume 18,980 17,349 -1,631 -8.6% 92,901
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 1285-2 1283-0 1271-3
R3 1278-6 1276-4 1269-4
R2 1272-2 1272-2 1269-0
R1 1270-0 1270-0 1268-3 1271-1
PP 1265-6 1265-6 1265-6 1266-2
S1 1263-4 1263-4 1267-1 1264-5
S2 1259-2 1259-2 1266-4
S3 1252-6 1257-0 1266-0
S4 1246-2 1250-4 1264-1
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 1268-0 1252-4 15-4 1.2% 7-5 0.6% 98% True False 18,109
10 1268-0 1226-4 41-4 3.3% 10-2 0.8% 99% True False 17,678
20 1268-0 1193-4 74-4 5.9% 10-2 0.8% 100% True False 15,279
40 1268-0 1170-0 98-0 7.7% 11-4 0.9% 100% True False 13,106
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 True
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1295-5
2.618 1285-0
1.618 1278-4
1.000 1274-4
0.618 1272-0
HIGH 1268-0
0.618 1265-4
0.500 1264-6
0.382 1264-0
LOW 1261-4
0.618 1257-4
1.000 1255-0
1.618 1251-0
2.618 1244-4
4.250 1233-7
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 1266-6 1265-4
PP 1265-6 1263-2
S1 1264-6 1261-0

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

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