CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	1239-4	1238-4	-1-0	-0.1%	1218-6
High	1250-0	1253-4	3-4	0.3%	1239-0
Low	1230-6	1232-4	1-6	0.1%	1193-0
Close	1240-0	1238-4	-1-4	-0.1%	1237-2
Range	19-2	21-0	1-6	9.1%	46-0
ATR	18-7	19-0	0-1	0.8%	0-0
Volume	17,090	14,243	-2,847	-16.7%	60,983

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1304-4	1292-4	1250-0
R3	1283-4	1271-4	1244-2
R2	1262-4	1262-4	1242-3
R1	1250-4	1250-4	1240-3	1249-0
PP	1241-4	1241-4	1241-4	1240-6
S1	1229-4	1229-4	1236-5	1228-0
S2	1220-4	1220-4	1234-5
S3	1199-4	1208-4	1232-6
S4	1178-4	1187-4	1227-0

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	1253-4	1220-0	33-4	2.7%	16-4	1.3%	55%	True	False	14,844
10	1253-4	1193-0	60-4	4.9%	16-1	1.3%	75%	True	False	13,045
20	1253-4	1163-4	90-0	7.3%	19-5	1.6%	83%	True	False	13,656

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

Fibonacci Retracements and Extensions
4.250	1342-6
2.618	1308-4
1.618	1287-4
1.000	1274-4
0.618	1266-4
HIGH	1253-4
0.618	1245-4
0.500	1243-0
0.382	1240-4
LOW	1232-4
0.618	1219-4
1.000	1211-4
1.618	1198-4
2.618	1177-4
4.250	1143-2

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	1243-0	1242-1
PP	1241-4	1240-7
S1	1240-0	1239-6

Download as Excel Spreadsheet

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

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