CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	1174-6	1188-4	13-6	1.2%	1191-2
High	1197-6	1192-6	-5-0	-0.4%	1224-0
Low	1174-6	1178-6	4-0	0.3%	1163-4
Close	1189-0	1186-0	-3-0	-0.3%	1170-0
Range	23-0	14-0	-9-0	-39.1%	60-4
ATR	23-6	23-1	-0-6	-2.9%	0-0
Volume	18,108	12,004	-6,104	-33.7%	60,766

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1227-7	1220-7	1193-6
R3	1213-7	1206-7	1189-7
R2	1199-7	1199-7	1188-5
R1	1192-7	1192-7	1187-2	1189-3
PP	1185-7	1185-7	1185-7	1184-0
S1	1178-7	1178-7	1184-6	1175-3
S2	1171-7	1171-7	1183-3
S3	1157-7	1164-7	1182-1
S4	1143-7	1150-7	1178-2

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1367-3	1329-1	1203-2
R3	1306-7	1268-5	1186-5
R2	1246-3	1246-3	1181-1
R1	1208-1	1208-1	1175-4	1197-0
PP	1185-7	1185-7	1185-7	1180-2
S1	1147-5	1147-5	1164-4	1136-4
S2	1125-3	1125-3	1158-7
S3	1064-7	1087-1	1153-3
S4	1004-3	1026-5	1136-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1222-0	1163-4	58-4	4.9%	27-4	2.3%	38%	False	False	15,036
10	1224-4	1163-4	61-0	5.1%	24-2	2.0%	37%	False	False	12,676

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

Fibonacci Retracements and Extensions
4.250	1252-2
2.618	1229-3
1.618	1215-3
1.000	1206-6
0.618	1201-3
HIGH	1192-6
0.618	1187-3
0.500	1185-6
0.382	1184-1
LOW	1178-6
0.618	1170-1
1.000	1164-6
1.618	1156-1
2.618	1142-1
4.250	1119-2

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	1185-7	1185-3
PP	1185-7	1184-5
S1	1185-6	1184-0

Download as Excel Spreadsheet

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

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