CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	1203-2	1216-2	13-0	1.1%	1187-4
High	1220-0	1225-2	5-2	0.4%	1229-2
Low	1203-2	1210-4	7-2	0.6%	1187-4
Close	1218-2	1223-6	5-4	0.5%	1222-2
Range	16-6	14-6	-2-0	-11.9%	41-6
ATR	20-3	20-0	-0-3	-2.0%	0-0
Volume	11,552	11,521	-31	-0.3%	60,491

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1264-1	1258-5	1231-7
R3	1249-3	1243-7	1227-6
R2	1234-5	1234-5	1226-4
R1	1229-1	1229-1	1225-1	1231-7
PP	1219-7	1219-7	1219-7	1221-2
S1	1214-3	1214-3	1222-3	1217-1
S2	1205-1	1205-1	1221-0
S3	1190-3	1199-5	1219-6
S4	1175-5	1184-7	1215-5

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	1225-2	1193-0	32-2	2.6%	15-6	1.3%	95%	True	False	11,246
10	1229-2	1179-4	49-6	4.1%	17-7	1.5%	89%	False	False	11,959
20	1229-2	1163-4	65-6	5.4%	21-1	1.7%	92%	False	False	12,149

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1288-0
2.618	1263-7
1.618	1249-1
1.000	1240-0
0.618	1234-3
HIGH	1225-2
0.618	1219-5
0.500	1217-7
0.382	1216-1
LOW	1210-4
0.618	1201-3
1.000	1195-6
1.618	1186-5
2.618	1171-7
4.250	1147-6

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	1221-6	1219-0
PP	1219-7	1214-3
S1	1217-7	1209-5

Download as Excel Spreadsheet

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

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