CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	1288-0	1288-0	0-0	0.0%	1258-0
High	1292-0	1294-2	2-2	0.2%	1273-0
Low	1284-0	1286-0	2-0	0.2%	1254-0
Close	1289-0	1294-2	5-2	0.4%	1270-6
Range	8-0	8-2	0-2	3.1%	19-0
ATR	11-6	11-4	-0-2	-2.1%	0-0
Volume	22,257	31,203	8,946	40.2%	72,021

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1316-2	1313-4	1298-6
R3	1308-0	1305-2	1296-4
R2	1299-6	1299-6	1295-6
R1	1297-0	1297-0	1295-0	1298-3
PP	1291-4	1291-4	1291-4	1292-2
S1	1288-6	1288-6	1293-4	1290-1
S2	1283-2	1283-2	1292-6
S3	1275-0	1280-4	1292-0
S4	1266-6	1272-2	1289-6

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	1294-2	1268-0	26-2	2.0%	8-5	0.7%	100%	True	False	22,908
10	1294-2	1252-4	41-6	3.2%	8-1	0.6%	100%	True	False	20,509
20	1294-2	1210-4	83-6	6.5%	10-2	0.8%	100%	True	False	18,141
40	1294-2	1170-0	124-2	9.6%	10-7	0.8%	100%	True	False	15,236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1329-2
2.618	1315-7
1.618	1307-5
1.000	1302-4
0.618	1299-3
HIGH	1294-2
0.618	1291-1
0.500	1290-1
0.382	1289-1
LOW	1286-0
0.618	1280-7
1.000	1277-6
1.618	1272-5
2.618	1264-3
4.250	1251-0

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	1292-7	1292-0
PP	1291-4	1289-7
S1	1290-1	1287-5

Download as Excel Spreadsheet

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

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