CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 1195-2 1203-2 8-0 0.7% 1187-4
High 1204-2 1220-0 15-6 1.3% 1229-2
Low 1194-0 1203-2 9-2 0.8% 1187-4
Close 1201-4 1218-2 16-6 1.4% 1222-2
Range 10-2 16-6 6-4 63.4% 41-6
ATR 20-5 20-3 -0-1 -0.7% 0-0
Volume 11,149 11,552 403 3.6% 60,491
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 1264-1 1257-7 1227-4
R3 1247-3 1241-1 1222-7
R2 1230-5 1230-5 1221-3
R1 1224-3 1224-3 1219-6 1227-4
PP 1213-7 1213-7 1213-7 1215-3
S1 1207-5 1207-5 1216-6 1210-6
S2 1197-1 1197-1 1215-1
S3 1180-3 1190-7 1213-5
S4 1163-5 1174-1 1209-0
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 1193-0 36-2 3.0% 16-2 1.3% 70% False False 11,459
10 1229-2 1179-4 49-6 4.1% 17-6 1.5% 78% False False 11,988
20 1229-2 1163-4 65-6 5.4% 21-0 1.7% 83% False False 12,332
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 2-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1291-2
2.618 1263-7
1.618 1247-1
1.000 1236-6
0.618 1230-3
HIGH 1220-0
0.618 1213-5
0.500 1211-5
0.382 1209-5
LOW 1203-2
0.618 1192-7
1.000 1186-4
1.618 1176-1
2.618 1159-3
4.250 1132-0
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 1216-0 1214-6
PP 1213-7 1211-1
S1 1211-5 1207-5

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

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