CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	1550-0	1543-4	-6-4	-0.4%	1588-0
High	1568-0	1557-0	-11-0	-0.7%	1588-0
Low	1550-0	1543-4	-6-4	-0.4%	1506-0
Close	1551-4	1551-0	-0-4	0.0%	1551-4
Range	18-0	13-4	-4-4	-25.0%	82-0
ATR	31-3	30-1	-1-2	-4.1%	0-0
Volume	145,075	118,673	-26,402	-18.2%	741,635

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1591-0	1584-4	1558-3
R3	1577-4	1571-0	1554-6
R2	1564-0	1564-0	1553-4
R1	1557-4	1557-4	1552-2	1560-6
PP	1550-4	1550-4	1550-4	1552-1
S1	1544-0	1544-0	1549-6	1547-2
S2	1537-0	1537-0	1548-4
S3	1523-4	1530-4	1547-2
S4	1510-0	1517-0	1543-5

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1794-4	1755-0	1596-5
R3	1712-4	1673-0	1574-0
R2	1630-4	1630-4	1566-4
R1	1591-0	1591-0	1559-0	1569-6
PP	1548-4	1548-4	1548-4	1537-7
S1	1509-0	1509-0	1544-0	1487-6
S2	1466-4	1466-4	1536-4
S3	1384-4	1427-0	1529-0
S4	1302-4	1345-0	1506-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1568-0	1506-0	62-0	4.0%	20-3	1.3%	73%	False	False	144,917
10	1617-0	1506-0	111-0	7.2%	22-7	1.5%	41%	False	False	145,529
20	1763-0	1506-0	257-0	16.6%	24-6	1.6%	18%	False	False	143,768
40	1783-4	1506-0	277-4	17.9%	22-3	1.4%	16%	False	False	124,953
60	1783-4	1506-0	277-4	17.9%	23-3	1.5%	16%	False	False	130,002
80	1783-4	1308-6	474-6	30.6%	22-7	1.5%	51%	False	False	127,666
100	1783-4	1253-0	530-4	34.2%	21-1	1.4%	56%	False	False	114,725
120	1783-4	1253-0	530-4	34.2%	20-1	1.3%	56%	False	False	104,912

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-5
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1614-3
2.618	1592-3
1.618	1578-7
1.000	1570-4
0.618	1565-3
HIGH	1557-0
0.618	1551-7
0.500	1550-2
0.382	1548-5
LOW	1543-4
0.618	1535-1
1.000	1530-0
1.618	1521-5
2.618	1508-1
4.250	1486-1

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	1550-6	1555-6
PP	1550-4	1554-1
S1	1550-2	1552-5

Download as Excel Spreadsheet

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

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