CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	1590-4	1656-0	65-4	4.1%	1556-0
High	1622-0	1661-4	39-4	2.4%	1570-0
Low	1589-4	1633-0	43-4	2.7%	1506-0
Close	1620-0	1652-2	32-2	2.0%	1552-4
Range	32-4	28-4	-4-0	-12.3%	64-0
ATR	30-0	30-7	0-7	2.7%	0-0
Volume	134,736	150,438	15,702	11.7%	743,326

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1734-3	1721-7	1667-7
R3	1705-7	1693-3	1660-1
R2	1677-3	1677-3	1657-4
R1	1664-7	1664-7	1654-7	1656-7
PP	1648-7	1648-7	1648-7	1645-0
S1	1636-3	1636-3	1649-5	1628-3
S2	1620-3	1620-3	1647-0
S3	1591-7	1607-7	1644-3
S4	1563-3	1579-3	1636-5

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1734-7	1707-5	1587-6
R3	1670-7	1643-5	1570-1
R2	1606-7	1606-7	1564-2
R1	1579-5	1579-5	1558-3	1561-2
PP	1542-7	1542-7	1542-7	1533-5
S1	1515-5	1515-5	1546-5	1497-2
S2	1478-7	1478-7	1540-6
S3	1414-7	1451-5	1534-7
S4	1350-7	1387-5	1517-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1661-4	1542-4	119-0	7.2%	21-6	1.3%	92%	True	False	124,664
10	1661-4	1505-0	156-4	9.5%	24-5	1.5%	94%	True	False	140,594
20	1661-4	1371-0	290-4	17.6%	23-4	1.4%	97%	True	False	127,429
40	1661-4	1253-0	408-4	24.7%	18-1	1.1%	98%	True	False	98,885
60	1661-4	1253-0	408-4	24.7%	17-4	1.1%	98%	True	False	85,367
80	1661-4	1253-0	408-4	24.7%	16-3	1.0%	98%	True	False	74,875
100	1661-4	1253-0	408-4	24.7%	14-7	0.9%	98%	True	False	65,273
120	1661-4	1193-4	468-0	28.3%	14-1	0.9%	98%	True	False	57,118

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	4-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1782-5
2.618	1736-1
1.618	1707-5
1.000	1690-0
0.618	1679-1
HIGH	1661-4
0.618	1650-5
0.500	1647-2
0.382	1643-7
LOW	1633-0
0.618	1615-3
1.000	1604-4
1.618	1586-7
2.618	1558-3
4.250	1511-7

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	1650-5	1642-0
PP	1648-7	1631-6
S1	1647-2	1621-4

Download as Excel Spreadsheet

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

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