CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	1211-4	1219-6	8-2	0.7%	1187-4
High	1229-2	1225-0	-4-2	-0.3%	1229-2
Low	1211-4	1217-4	6-0	0.5%	1187-4
Close	1221-6	1222-2	0-4	0.0%	1222-2
Range	17-6	7-4	-10-2	-57.7%	41-6
ATR	21-6	20-6	-1-0	-4.7%	0-0
Volume	12,582	7,992	-4,590	-36.5%	60,491

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1244-1	1240-5	1226-3
R3	1236-5	1233-1	1224-2
R2	1229-1	1229-1	1223-5
R1	1225-5	1225-5	1223-0	1227-3
PP	1221-5	1221-5	1221-5	1222-4
S1	1218-1	1218-1	1221-4	1219-7
S2	1214-1	1214-1	1220-7
S3	1206-5	1210-5	1220-2
S4	1199-1	1203-1	1218-1

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1338-2	1322-0	1245-2
R3	1296-4	1280-2	1233-6
R2	1254-6	1254-6	1229-7
R1	1238-4	1238-4	1226-1	1246-5
PP	1213-0	1213-0	1213-0	1217-0
S1	1196-6	1196-6	1218-3	1204-7
S2	1171-2	1171-2	1214-5
S3	1129-4	1155-0	1210-6
S4	1087-6	1113-2	1199-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1229-2	1187-4	41-6	3.4%	17-3	1.4%	83%	False	False	12,098
10	1229-2	1168-4	60-6	5.0%	18-7	1.5%	88%	False	False	13,409
20	1231-0	1163-4	67-4	5.5%	20-5	1.7%	87%	False	False	11,359

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4-1
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1256-7
2.618	1244-5
1.618	1237-1
1.000	1232-4
0.618	1229-5
HIGH	1225-0
0.618	1222-1
0.500	1221-2
0.382	1220-3
LOW	1217-4
0.618	1212-7
1.000	1210-0
1.618	1205-3
2.618	1197-7
4.250	1185-5

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	1221-7	1221-1
PP	1221-5	1220-1
S1	1221-2	1219-0

Download as Excel Spreadsheet

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

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