CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	1222-6	1234-0	11-2	0.9%	1218-6
High	1239-0	1246-0	7-0	0.6%	1239-0
Low	1220-0	1233-6	13-6	1.1%	1193-0
Close	1237-2	1239-0	1-6	0.1%	1237-2
Range	19-0	12-2	-6-6	-35.5%	46-0
ATR	20-0	19-3	-0-4	-2.8%	0-0
Volume	12,741	15,433	2,692	21.1%	60,983

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1276-3	1269-7	1245-6
R3	1264-1	1257-5	1242-3
R2	1251-7	1251-7	1241-2
R1	1245-3	1245-3	1240-1	1248-5
PP	1239-5	1239-5	1239-5	1241-2
S1	1233-1	1233-1	1237-7	1236-3
S2	1227-3	1227-3	1236-6
S3	1215-1	1220-7	1235-5
S4	1202-7	1208-5	1232-2

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	1246-0	1194-0	52-0	4.2%	14-5	1.2%	87%	True	False	12,479
10	1246-0	1193-0	53-0	4.3%	16-6	1.3%	87%	True	False	12,649
20	1246-0	1163-4	82-4	6.7%	20-3	1.6%	92%	True	False	12,522

Crabel Price Patterns
NR	True
NR4	True
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	2-5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1298-0
2.618	1278-1
1.618	1265-7
1.000	1258-2
0.618	1253-5
HIGH	1246-0
0.618	1241-3
0.500	1239-7
0.382	1238-3
LOW	1233-6
0.618	1226-1
1.000	1221-4
1.618	1213-7
2.618	1201-5
4.250	1181-6

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	1239-7	1235-3
PP	1239-5	1231-7
S1	1239-2	1228-2

Download as Excel Spreadsheet

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

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