CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	1261-6	1266-4	4-6	0.4%	1262-0
High	1268-6	1274-4	5-6	0.5%	1274-4
Low	1257-4	1265-2	7-6	0.6%	1251-0
Close	1267-6	1270-6	3-0	0.2%	1270-6
Range	11-2	9-2	-2-0	-17.8%	23-4
ATR	16-7	16-2	-0-4	-3.2%	0-0
Volume	17,349	20,709	3,360	19.4%	72,021

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1297-7	1293-5	1275-7
R3	1288-5	1284-3	1273-2
R2	1279-3	1279-3	1272-4
R1	1275-1	1275-1	1271-5	1277-2
PP	1270-1	1270-1	1270-1	1271-2
S1	1265-7	1265-7	1269-7	1268-0
S2	1260-7	1260-7	1269-0
S3	1251-5	1256-5	1268-2
S4	1242-3	1247-3	1265-5

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1335-7	1326-7	1283-5
R3	1312-3	1303-3	1277-2
R2	1288-7	1288-7	1275-0
R1	1279-7	1279-7	1272-7	1284-3
PP	1265-3	1265-3	1265-3	1267-6
S1	1256-3	1256-3	1268-5	1260-7
S2	1241-7	1241-7	1266-4
S3	1218-3	1232-7	1264-2
S4	1194-7	1209-3	1257-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1274-4	1251-0	23-4	1.8%	12-5	1.0%	84%	True	False	18,038
10	1274-4	1225-6	48-6	3.8%	13-7	1.1%	92%	True	False	18,325
20	1274-4	1193-0	81-4	6.4%	15-0	1.2%	95%	True	False	15,685
40	1274-4	1163-4	111-0	8.7%	18-1	1.4%	97%	True	False	13,563

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-4
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1313-6
2.618	1298-6
1.618	1289-4
1.000	1283-6
0.618	1280-2
HIGH	1274-4
0.618	1271-0
0.500	1269-7
0.382	1268-6
LOW	1265-2
0.618	1259-4
1.000	1256-0
1.618	1250-2
2.618	1241-0
4.250	1226-0

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	1270-4	1268-2
PP	1270-1	1265-7
S1	1269-7	1263-3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols