CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	1234-0	1237-6	3-6	0.3%	1218-6
High	1246-0	1243-0	-3-0	-0.2%	1239-0
Low	1233-6	1232-0	-1-6	-0.1%	1193-0
Close	1239-0	1241-2	2-2	0.2%	1237-2
Range	12-2	11-0	-1-2	-10.2%	46-0
ATR	19-3	18-6	-0-5	-3.1%	0-0
Volume	15,433	14,716	-717	-4.6%	60,983

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1271-6	1267-4	1247-2
R3	1260-6	1256-4	1244-2
R2	1249-6	1249-6	1243-2
R1	1245-4	1245-4	1242-2	1247-5
PP	1238-6	1238-6	1238-6	1239-6
S1	1234-4	1234-4	1240-2	1236-5
S2	1227-6	1227-6	1239-2
S3	1216-6	1223-4	1238-2
S4	1205-6	1212-4	1235-2

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	1203-2	42-6	3.4%	14-6	1.2%	89%	False	False	13,192
10	1246-0	1193-0	53-0	4.3%	15-1	1.2%	91%	False	False	12,816
20	1246-0	1163-4	82-4	6.6%	19-2	1.6%	94%	False	False	13,007

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1289-6
2.618	1271-6
1.618	1260-6
1.000	1254-0
0.618	1249-6
HIGH	1243-0
0.618	1238-6
0.500	1237-4
0.382	1236-2
LOW	1232-0
0.618	1225-2
1.000	1221-0
1.618	1214-2
2.618	1203-2
4.250	1185-2

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	1240-0	1238-4
PP	1238-6	1235-6
S1	1237-4	1233-0

Download as Excel Spreadsheet

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

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