CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	1268-0	1285-0	17-0	1.3%	1258-0
High	1283-4	1288-4	5-0	0.4%	1273-0
Low	1268-0	1281-0	13-0	1.0%	1254-0
Close	1281-2	1288-4	7-2	0.6%	1270-6
Range	15-4	7-4	-8-0	-51.6%	19-0
ATR	12-3	12-0	-0-3	-2.8%	0-0
Volume	21,114	19,261	-1,853	-8.8%	72,021

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1308-4	1306-0	1292-5
R3	1301-0	1298-4	1290-4
R2	1293-4	1293-4	1289-7
R1	1291-0	1291-0	1289-2	1292-2
PP	1286-0	1286-0	1286-0	1286-5
S1	1283-4	1283-4	1287-6	1284-6
S2	1278-4	1278-4	1287-1
S3	1271-0	1276-0	1286-4
S4	1263-4	1268-4	1284-3

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	1288-4	1254-0	34-4	2.7%	8-6	0.7%	100%	True	False	19,482
10	1288-4	1252-4	36-0	2.8%	8-1	0.6%	100%	True	False	19,017
20	1288-4	1194-4	94-0	7.3%	10-3	0.8%	100%	True	False	16,603
40	1288-4	1170-0	118-4	9.2%	11-0	0.9%	100%	True	False	14,203

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	False
Bear Hook	False
Bull Hook	False
Stretch	1-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1320-3
2.618	1308-1
1.618	1300-5
1.000	1296-0
0.618	1293-1
HIGH	1288-4
0.618	1285-5
0.500	1284-6
0.382	1283-7
LOW	1281-0
0.618	1276-3
1.000	1273-4
1.618	1268-7
2.618	1261-3
4.250	1249-1

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	1287-2	1285-1
PP	1286-0	1281-5
S1	1284-6	1278-2

Download as Excel Spreadsheet

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

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