CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	1203-0	1191-2	-11-6	-1.0%	1223-0
High	1213-0	1223-2	10-2	0.8%	1231-0
Low	1188-4	1189-6	1-2	0.1%	1188-4
Close	1191-2	1221-6	30-4	2.6%	1191-2
Range	24-4	33-4	9-0	36.7%	42-4
ATR
Volume	11,216	5,028	-6,188	-55.2%	40,689

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1312-1	1300-3	1240-1
R3	1278-5	1266-7	1231-0
R2	1245-1	1245-1	1227-7
R1	1233-3	1233-3	1224-7	1239-2
PP	1211-5	1211-5	1211-5	1214-4
S1	1199-7	1199-7	1218-5	1205-6
S2	1178-1	1178-1	1215-5
S3	1144-5	1166-3	1212-4
S4	1111-1	1132-7	1203-3

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1331-1	1303-5	1214-5
R3	1288-5	1261-1	1203-0
R2	1246-1	1246-1	1199-0
R1	1218-5	1218-5	1195-1	1211-1
PP	1203-5	1203-5	1203-5	1199-6
S1	1176-1	1176-1	1187-3	1168-5
S2	1161-1	1161-1	1183-4
S3	1118-5	1133-5	1179-4
S4	1076-1	1091-1	1167-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1231-0	1188-4	42-4	3.5%	21-3	1.7%	78%	False	False	9,143
10	1231-0	1173-2	57-6	4.7%	19-7	1.6%	84%	False	False	7,823

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5-2
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1365-5
2.618	1311-0
1.618	1277-4
1.000	1256-6
0.618	1244-0
HIGH	1223-2
0.618	1210-4
0.500	1206-4
0.382	1202-4
LOW	1189-6
0.618	1169-0
1.000	1156-2
1.618	1135-4
2.618	1102-0
4.250	1047-3

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	1216-5	1216-4
PP	1211-5	1211-1
S1	1206-4	1205-7

Download as Excel Spreadsheet

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

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