CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	1238-4	1239-2	0-6	0.1%	1234-0
High	1253-4	1240-6	-12-6	-1.0%	1253-4
Low	1232-4	1225-6	-6-6	-0.5%	1225-6
Close	1238-4	1239-4	1-0	0.1%	1239-4
Range	21-0	15-0	-6-0	-28.6%	27-6
ATR	19-0	18-6	-0-2	-1.5%	0-0
Volume	14,243	18,333	4,090	28.7%	79,815

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1280-3	1274-7	1247-6
R3	1265-3	1259-7	1243-5
R2	1250-3	1250-3	1242-2
R1	1244-7	1244-7	1240-7	1247-5
PP	1235-3	1235-3	1235-3	1236-6
S1	1229-7	1229-7	1238-1	1232-5
S2	1220-3	1220-3	1236-6
S3	1205-3	1214-7	1235-3
S4	1190-3	1199-7	1231-2

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1322-7	1308-7	1254-6
R3	1295-1	1281-1	1247-1
R2	1267-3	1267-3	1244-5
R1	1253-3	1253-3	1242-0	1260-3
PP	1239-5	1239-5	1239-5	1243-0
S1	1225-5	1225-5	1237-0	1232-5
S2	1211-7	1211-7	1234-3
S3	1184-1	1197-7	1231-7
S4	1156-3	1170-1	1224-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1253-4	1225-6	27-6	2.2%	15-6	1.3%	50%	False	True	15,963
10	1253-4	1193-0	60-4	4.9%	16-7	1.4%	77%	False	False	14,079
20	1253-4	1168-4	85-0	6.9%	17-7	1.4%	84%	False	False	13,744

Crabel Price Patterns
NR	True
NR4	False
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	3-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1304-4
2.618	1280-0
1.618	1265-0
1.000	1255-6
0.618	1250-0
HIGH	1240-6
0.618	1235-0
0.500	1233-2
0.382	1231-4
LOW	1225-6
0.618	1216-4
1.000	1210-6
1.618	1201-4
2.618	1186-4
4.250	1162-0

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	1237-3	1239-5
PP	1235-3	1239-5
S1	1233-2	1239-4

Download as Excel Spreadsheet

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

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