CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	1259-0	1261-6	2-6	0.2%	1244-4
High	1264-0	1268-6	4-6	0.4%	1266-2
Low	1252-2	1257-4	5-2	0.4%	1242-4
Close	1264-0	1267-6	3-6	0.3%	1262-0
Range	11-6	11-2	-0-4	-4.3%	23-6
ATR	17-2	16-7	-0-3	-2.5%	0-0
Volume	18,980	17,349	-1,631	-8.6%	92,901

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1298-3	1294-3	1274-0
R3	1287-1	1283-1	1270-7
R2	1275-7	1275-7	1269-6
R1	1271-7	1271-7	1268-6	1273-7
PP	1264-5	1264-5	1264-5	1265-6
S1	1260-5	1260-5	1266-6	1262-5
S2	1253-3	1253-3	1265-6
S3	1242-1	1249-3	1264-5
S4	1230-7	1238-1	1261-4

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	1268-6	1245-0	23-6	1.9%	14-2	1.1%	96%	True	False	18,109
10	1268-6	1225-6	43-0	3.4%	15-1	1.2%	98%	True	False	17,678
20	1268-6	1193-0	75-6	6.0%	15-4	1.2%	99%	True	False	15,279
40	1268-6	1163-4	105-2	8.3%	18-5	1.5%	99%	True	False	13,106

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4-0
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1316-4
2.618	1298-2
1.618	1287-0
1.000	1280-0
0.618	1275-6
HIGH	1268-6
0.618	1264-4
0.500	1263-1
0.382	1261-6
LOW	1257-4
0.618	1250-4
1.000	1246-2
1.618	1239-2
2.618	1228-0
4.250	1209-6

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	1266-2	1265-1
PP	1264-5	1262-4
S1	1263-1	1259-7

Download as Excel Spreadsheet

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

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