CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	1216-2	1222-6	6-4	0.5%	1218-6
High	1225-2	1239-0	13-6	1.1%	1239-0
Low	1210-4	1220-0	9-4	0.8%	1193-0
Close	1223-6	1237-2	13-4	1.1%	1237-2
Range	14-6	19-0	4-2	28.8%	46-0
ATR	20-0	20-0	-0-1	-0.4%	0-0
Volume	11,521	12,741	1,220	10.6%	60,983

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1289-1	1282-1	1247-6
R3	1270-1	1263-1	1242-4
R2	1251-1	1251-1	1240-6
R1	1244-1	1244-1	1239-0	1247-5
PP	1232-1	1232-1	1232-1	1233-6
S1	1225-1	1225-1	1235-4	1228-5
S2	1213-1	1213-1	1233-6
S3	1194-1	1206-1	1232-0
S4	1175-1	1187-1	1226-6

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1361-1	1345-1	1262-4
R3	1315-1	1299-1	1249-7
R2	1269-1	1269-1	1245-5
R1	1253-1	1253-1	1241-4	1261-1
PP	1223-1	1223-1	1223-1	1227-0
S1	1207-1	1207-1	1233-0	1215-1
S2	1177-1	1177-1	1228-7
S3	1131-1	1161-1	1224-5
S4	1085-1	1115-1	1212-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1239-0	1193-0	46-0	3.7%	18-0	1.5%	96%	True	False	12,196
10	1239-0	1187-4	51-4	4.2%	17-5	1.4%	97%	True	False	12,147
20	1239-0	1163-4	75-4	6.1%	21-0	1.7%	98%	True	False	12,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2-5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1319-6
2.618	1288-6
1.618	1269-6
1.000	1258-0
0.618	1250-6
HIGH	1239-0
0.618	1231-6
0.500	1229-4
0.382	1227-2
LOW	1220-0
0.618	1208-2
1.000	1201-0
1.618	1189-2
2.618	1170-2
4.250	1139-2

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	1234-5	1231-7
PP	1232-1	1226-4
S1	1229-4	1221-1

Download as Excel Spreadsheet

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

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