CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	1255-6	1255-2	-0-4	0.0%	1234-0
High	1261-6	1265-2	3-4	0.3%	1253-4
Low	1250-2	1250-0	-0-2	0.0%	1225-6
Close	1257-4	1260-4	3-0	0.2%	1239-4
Range	11-4	15-2	3-6	32.6%	27-6
ATR	18-2	18-1	-0-2	-1.2%	0-0
Volume	18,723	19,819	1,096	5.9%	79,815

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1304-3	1297-5	1268-7
R3	1289-1	1282-3	1264-6
R2	1273-7	1273-7	1263-2
R1	1267-1	1267-1	1261-7	1270-4
PP	1258-5	1258-5	1258-5	1260-2
S1	1251-7	1251-7	1259-1	1255-2
S2	1243-3	1243-3	1257-6
S3	1228-1	1236-5	1256-2
S4	1212-7	1221-3	1252-1

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	1265-2	1225-6	39-4	3.1%	16-0	1.3%	88%	True	False	17,248
10	1265-2	1210-4	54-6	4.3%	15-5	1.2%	91%	True	False	15,774
20	1265-2	1179-4	85-6	6.8%	16-5	1.3%	94%	True	False	13,881

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

Fibonacci Retracements and Extensions
4.250	1330-0
2.618	1305-1
1.618	1289-7
1.000	1280-4
0.618	1274-5
HIGH	1265-2
0.618	1259-3
0.500	1257-5
0.382	1255-7
LOW	1250-0
0.618	1240-5
1.000	1234-6
1.618	1225-3
2.618	1210-1
4.250	1185-2

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	1259-4	1258-2
PP	1258-5	1256-1
S1	1257-5	1253-7

Download as Excel Spreadsheet

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

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