CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	1253-6	1262-0	8-2	0.7%	1244-4
High	1266-2	1268-0	1-6	0.1%	1266-2
Low	1252-2	1251-0	-1-2	-0.1%	1242-4
Close	1262-0	1262-2	0-2	0.0%	1262-0
Range	14-0	17-0	3-0	21.4%	23-6
ATR	17-6	17-5	0-0	-0.3%	0-0
Volume	18,173	14,983	-3,190	-17.6%	92,901

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1311-3	1303-7	1271-5
R3	1294-3	1286-7	1266-7
R2	1277-3	1277-3	1265-3
R1	1269-7	1269-7	1263-6	1273-5
PP	1260-3	1260-3	1260-3	1262-2
S1	1252-7	1252-7	1260-6	1256-5
S2	1243-3	1243-3	1259-1
S3	1226-3	1235-7	1257-5
S4	1209-3	1218-7	1252-7

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	1268-0	1245-0	23-0	1.8%	15-0	1.2%	75%	True	False	18,552
10	1268-0	1225-6	42-2	3.3%	15-7	1.3%	86%	True	False	17,226
20	1268-0	1193-0	75-0	5.9%	16-2	1.3%	92%	True	False	14,937

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	4-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1340-2
2.618	1312-4
1.618	1295-4
1.000	1285-0
0.618	1278-4
HIGH	1268-0
0.618	1261-4
0.500	1259-4
0.382	1257-4
LOW	1251-0
0.618	1240-4
1.000	1234-0
1.618	1223-4
2.618	1206-4
4.250	1178-6

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	1261-3	1260-3
PP	1260-3	1258-3
S1	1259-4	1256-4

Download as Excel Spreadsheet

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

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