CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	1255-2	1259-0	3-6	0.3%	1234-0
High	1265-2	1262-0	-3-2	-0.3%	1253-4
Low	1250-0	1245-0	-5-0	-0.4%	1225-6
Close	1260-4	1255-2	-5-2	-0.4%	1239-4
Range	15-2	17-0	1-6	11.5%	27-6
ATR	18-1	18-0	-0-1	-0.4%	0-0
Volume	19,819	21,064	1,245	6.3%	79,815

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1305-1	1297-1	1264-5
R3	1288-1	1280-1	1259-7
R2	1271-1	1271-1	1258-3
R1	1263-1	1263-1	1256-6	1258-5
PP	1254-1	1254-1	1254-1	1251-6
S1	1246-1	1246-1	1253-6	1241-5
S2	1237-1	1237-1	1252-1
S3	1220-1	1229-1	1250-5
S4	1203-1	1212-1	1245-7

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%	15-2	1.2%	75%	False	False	18,612
10	1265-2	1220-0	45-2	3.6%	15-7	1.3%	78%	False	False	16,728
20	1265-2	1179-4	85-6	6.8%	16-7	1.3%	88%	False	False	14,343

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

Fibonacci Retracements and Extensions
4.250	1334-2
2.618	1306-4
1.618	1289-4
1.000	1279-0
0.618	1272-4
HIGH	1262-0
0.618	1255-4
0.500	1253-4
0.382	1251-4
LOW	1245-0
0.618	1234-4
1.000	1228-0
1.618	1217-4
2.618	1200-4
4.250	1172-6

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	1254-5	1255-2
PP	1254-1	1255-1
S1	1253-4	1255-1

Download as Excel Spreadsheet

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

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