CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	1237-6	1239-4	1-6	0.1%	1218-6
High	1243-0	1250-0	7-0	0.6%	1239-0
Low	1232-0	1230-6	-1-2	-0.1%	1193-0
Close	1241-2	1240-0	-1-2	-0.1%	1237-2
Range	11-0	19-2	8-2	75.0%	46-0
ATR	18-6	18-7	0-0	0.2%	0-0
Volume	14,716	17,090	2,374	16.1%	60,983

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1298-0	1288-2	1250-5
R3	1278-6	1269-0	1245-2
R2	1259-4	1259-4	1243-4
R1	1249-6	1249-6	1241-6	1254-5
PP	1240-2	1240-2	1240-2	1242-6
S1	1230-4	1230-4	1238-2	1235-3
S2	1221-0	1221-0	1236-4
S3	1201-6	1211-2	1234-6
S4	1182-4	1192-0	1229-3

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	1250-0	1210-4	39-4	3.2%	15-2	1.2%	75%	True	False	14,300
10	1250-0	1193-0	57-0	4.6%	15-6	1.3%	82%	True	False	12,879
20	1250-0	1163-4	86-4	7.0%	19-4	1.6%	88%	True	False	13,328

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-0
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1331-6
2.618	1300-3
1.618	1281-1
1.000	1269-2
0.618	1261-7
HIGH	1250-0
0.618	1242-5
0.500	1240-3
0.382	1238-1
LOW	1230-6
0.618	1218-7
1.000	1211-4
1.618	1199-5
2.618	1180-3
4.250	1149-0

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	1240-3	1240-3
PP	1240-2	1240-2
S1	1240-1	1240-1

Download as Excel Spreadsheet

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

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