CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 1264-0 1269-0 5-0 0.4% 1258-0
High 1268-0 1273-0 5-0 0.4% 1273-0
Low 1261-4 1269-0 7-4 0.6% 1254-0
Close 1267-6 1270-6 3-0 0.2% 1270-6
Range 6-4 4-0 -2-4 -38.5% 19-0
ATR 12-5 12-1 -0-4 -4.2% 0-0
Volume 17,349 20,709 3,360 19.4% 72,021
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1282-7 1280-7 1273-0
R3 1278-7 1276-7 1271-7
R2 1274-7 1274-7 1271-4
R1 1272-7 1272-7 1271-1 1273-7
PP 1270-7 1270-7 1270-7 1271-4
S1 1268-7 1268-7 1270-3 1269-7
S2 1266-7 1266-7 1270-0
S3 1262-7 1264-7 1269-5
S4 1258-7 1260-7 1268-4
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1322-7 1315-7 1281-2
R3 1303-7 1296-7 1276-0
R2 1284-7 1284-7 1274-2
R1 1277-7 1277-7 1272-4 1281-3
PP 1265-7 1265-7 1265-7 1267-6
S1 1258-7 1258-7 1269-0 1262-3
S2 1246-7 1246-7 1267-2
S3 1227-7 1239-7 1265-4
S4 1208-7 1220-7 1260-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1273-0 1254-0 19-0 1.5% 7-1 0.6% 88% True False 18,038
10 1273-0 1226-4 46-4 3.7% 8-7 0.7% 95% True False 18,325
20 1273-0 1193-4 79-4 6.3% 10-0 0.8% 97% True False 15,685
40 1273-0 1170-0 103-0 8.1% 11-1 0.9% 98% True False 13,563
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 True
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1290-0
2.618 1283-4
1.618 1279-4
1.000 1277-0
0.618 1275-4
HIGH 1273-0
0.618 1271-4
0.500 1271-0
0.382 1270-4
LOW 1269-0
0.618 1266-4
1.000 1265-0
1.618 1262-4
2.618 1258-4
4.250 1252-0
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 1271-0 1268-3
PP 1270-7 1265-7
S1 1270-7 1263-4

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

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