CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	1211-6	1211-4	-0-2	0.0%	1174-6
High	1221-6	1229-2	7-4	0.6%	1200-0
Low	1208-6	1211-4	2-6	0.2%	1174-6
Close	1213-6	1221-6	8-0	0.7%	1183-6
Range	13-0	17-6	4-6	36.5%	25-2
ATR	22-1	21-6	-0-2	-1.4%	0-0
Volume	16,459	12,582	-3,877	-23.6%	52,780

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1274-1	1265-5	1231-4
R3	1256-3	1247-7	1226-5
R2	1238-5	1238-5	1225-0
R1	1230-1	1230-1	1223-3	1234-3
PP	1220-7	1220-7	1220-7	1223-0
S1	1212-3	1212-3	1220-1	1216-5
S2	1203-1	1203-1	1218-4
S3	1185-3	1194-5	1216-7
S4	1167-5	1176-7	1212-0

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	1229-2	1179-4	49-6	4.1%	20-0	1.6%	85%	True	False	12,672
10	1229-2	1163-4	65-6	5.4%	23-1	1.9%	89%	True	False	14,266
20	1231-0	1163-4	67-4	5.5%	21-2	1.7%	86%	False	False	11,441

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1304-6
2.618	1275-6
1.618	1258-0
1.000	1247-0
0.618	1240-2
HIGH	1229-2
0.618	1222-4
0.500	1220-3
0.382	1218-2
LOW	1211-4
0.618	1200-4
1.000	1193-6
1.618	1182-6
2.618	1165-0
4.250	1136-0

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	1221-2	1218-4
PP	1220-7	1215-1
S1	1220-3	1211-7

Download as Excel Spreadsheet

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

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