CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	1262-0	1259-0	-3-0	-0.2%	1244-4
High	1268-0	1264-0	-4-0	-0.3%	1266-2
Low	1251-0	1252-2	1-2	0.1%	1242-4
Close	1262-2	1264-0	1-6	0.1%	1262-0
Range	17-0	11-6	-5-2	-30.9%	23-6
ATR	17-5	17-2	-0-3	-2.4%	0-0
Volume	14,983	18,980	3,997	26.7%	92,901

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1295-3	1291-3	1270-4
R3	1283-5	1279-5	1267-2
R2	1271-7	1271-7	1266-1
R1	1267-7	1267-7	1265-1	1269-7
PP	1260-1	1260-1	1260-1	1261-0
S1	1256-1	1256-1	1262-7	1258-1
S2	1248-3	1248-3	1261-7
S3	1236-5	1244-3	1260-6
S4	1224-7	1232-5	1257-4

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%	83%	False	False	18,603
10	1268-0	1225-6	42-2	3.3%	15-7	1.3%	91%	False	False	17,653
20	1268-0	1193-0	75-0	5.9%	15-4	1.2%	95%	False	False	15,234
40	1268-0	1163-4	104-4	8.3%	18-5	1.5%	96%	False	False	12,872

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4-4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1314-0
2.618	1294-6
1.618	1283-0
1.000	1275-6
0.618	1271-2
HIGH	1264-0
0.618	1259-4
0.500	1258-1
0.382	1256-6
LOW	1252-2
0.618	1245-0
1.000	1240-4
1.618	1233-2
2.618	1221-4
4.250	1202-2

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	1262-0	1262-4
PP	1260-1	1261-0
S1	1258-1	1259-4

Download as Excel Spreadsheet

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

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