CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	1202-4	1211-6	9-2	0.8%	1174-6
High	1221-0	1221-6	0-6	0.1%	1200-0
Low	1194-4	1208-6	14-2	1.2%	1174-6
Close	1213-0	1213-6	0-6	0.1%	1183-6
Range	26-4	13-0	-13-4	-50.9%	25-2
ATR	22-6	22-1	-0-6	-3.1%	0-0
Volume	13,041	16,459	3,418	26.2%	52,780

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1253-6	1246-6	1220-7
R3	1240-6	1233-6	1217-3
R2	1227-6	1227-6	1216-1
R1	1220-6	1220-6	1215-0	1224-2
PP	1214-6	1214-6	1214-6	1216-4
S1	1207-6	1207-6	1212-4	1211-2
S2	1201-6	1201-6	1211-3
S3	1188-6	1194-6	1210-1
S4	1175-6	1181-6	1206-5

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1261-7	1248-1	1197-5
R3	1236-5	1222-7	1190-6
R2	1211-3	1211-3	1188-3
R1	1197-5	1197-5	1186-1	1204-4
PP	1186-1	1186-1	1186-1	1189-5
S1	1172-3	1172-3	1181-3	1179-2
S2	1160-7	1160-7	1179-1
S3	1135-5	1147-1	1176-6
S4	1110-3	1121-7	1169-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1221-6	1179-4	42-2	3.5%	19-1	1.6%	81%	True	False	12,517
10	1222-0	1163-4	58-4	4.8%	23-3	1.9%	86%	False	False	13,776
20	1231-0	1163-4	67-4	5.6%	21-6	1.8%	74%	False	False	10,934

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5-1
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1277-0
2.618	1255-6
1.618	1242-6
1.000	1234-6
0.618	1229-6
HIGH	1221-6
0.618	1216-6
0.500	1215-2
0.382	1213-6
LOW	1208-6
0.618	1200-6
1.000	1195-6
1.618	1187-6
2.618	1174-6
4.250	1153-4

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	1215-2	1210-6
PP	1214-6	1207-5
S1	1214-2	1204-5

Download as Excel Spreadsheet

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

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