CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	1259-0	1253-6	-5-2	-0.4%	1244-4
High	1262-0	1266-2	4-2	0.3%	1266-2
Low	1245-0	1252-2	7-2	0.6%	1242-4
Close	1255-2	1262-0	6-6	0.5%	1262-0
Range	17-0	14-0	-3-0	-17.6%	23-6
ATR	18-0	17-6	-0-2	-1.6%	0-0
Volume	21,064	18,173	-2,891	-13.7%	92,901

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1302-1	1296-1	1269-6
R3	1288-1	1282-1	1265-7
R2	1274-1	1274-1	1264-5
R1	1268-1	1268-1	1263-2	1271-1
PP	1260-1	1260-1	1260-1	1261-6
S1	1254-1	1254-1	1260-6	1257-1
S2	1246-1	1246-1	1259-3
S3	1232-1	1240-1	1258-1
S4	1218-1	1226-1	1254-2

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1328-1	1318-7	1275-0
R3	1304-3	1295-1	1268-4
R2	1280-5	1280-5	1266-3
R1	1271-3	1271-3	1264-1	1276-0
PP	1256-7	1256-7	1256-7	1259-2
S1	1247-5	1247-5	1259-7	1252-2
S2	1233-1	1233-1	1257-5
S3	1209-3	1223-7	1255-4
S4	1185-5	1200-1	1249-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1266-2	1242-4	23-6	1.9%	15-0	1.2%	82%	True	False	18,580
10	1266-2	1225-6	40-4	3.2%	15-3	1.2%	90%	True	False	17,271
20	1266-2	1187-4	78-6	6.2%	16-4	1.3%	95%	True	False	14,709

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1325-6
2.618	1302-7
1.618	1288-7
1.000	1280-2
0.618	1274-7
HIGH	1266-2
0.618	1260-7
0.500	1259-2
0.382	1257-5
LOW	1252-2
0.618	1243-5
1.000	1238-2
1.618	1229-5
2.618	1215-5
4.250	1192-6

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	1261-1	1259-7
PP	1260-1	1257-6
S1	1259-2	1255-5

Download as Excel Spreadsheet

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

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