CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	1244-4	1255-6	11-2	0.9%	1234-0
High	1259-6	1261-6	2-0	0.2%	1253-4
Low	1242-4	1250-2	7-6	0.6%	1225-6
Close	1259-0	1257-4	-1-4	-0.1%	1239-4
Range	17-2	11-4	-5-6	-33.3%	27-6
ATR	18-7	18-2	-0-4	-2.8%	0-0
Volume	15,122	18,723	3,601	23.8%	79,815

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1291-0	1285-6	1263-7
R3	1279-4	1274-2	1260-5
R2	1268-0	1268-0	1259-5
R1	1262-6	1262-6	1258-4	1265-3
PP	1256-4	1256-4	1256-4	1257-6
S1	1251-2	1251-2	1256-4	1253-7
S2	1245-0	1245-0	1255-3
S3	1233-4	1239-6	1254-3
S4	1222-0	1228-2	1251-1

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	1261-6	1225-6	36-0	2.9%	16-6	1.3%	88%	True	False	16,702
10	1261-6	1203-2	58-4	4.7%	15-6	1.3%	93%	True	False	14,947
20	1261-6	1178-6	83-0	6.6%	16-5	1.3%	95%	True	False	13,490

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1310-5
2.618	1291-7
1.618	1280-3
1.000	1273-2
0.618	1268-7
HIGH	1261-6
0.618	1257-3
0.500	1256-0
0.382	1254-5
LOW	1250-2
0.618	1243-1
1.000	1238-6
1.618	1231-5
2.618	1220-1
4.250	1201-3

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	1257-0	1252-7
PP	1256-4	1248-3
S1	1256-0	1243-6

Download as Excel Spreadsheet

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

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