CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	1266-4	1268-0	1-4	0.1%	1262-0
High	1274-4	1283-0	8-4	0.7%	1274-4
Low	1265-2	1267-2	2-0	0.2%	1251-0
Close	1270-6	1281-2	10-4	0.8%	1270-6
Range	9-2	15-6	6-4	70.3%	23-4
ATR	16-2	16-2	0-0	-0.2%	0-0
Volume	20,709	21,114	405	2.0%	72,021

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1324-3	1318-5	1289-7
R3	1308-5	1302-7	1285-5
R2	1292-7	1292-7	1284-1
R1	1287-1	1287-1	1282-6	1290-0
PP	1277-1	1277-1	1277-1	1278-5
S1	1271-3	1271-3	1279-6	1274-2
S2	1261-3	1261-3	1278-3
S3	1245-5	1255-5	1276-7
S4	1229-7	1239-7	1272-5

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	1283-0	1251-0	32-0	2.5%	13-0	1.0%	95%	True	False	18,627
10	1283-0	1242-4	40-4	3.2%	14-0	1.1%	96%	True	False	18,603
20	1283-0	1193-0	90-0	7.0%	15-3	1.2%	98%	True	False	16,341
40	1283-0	1163-4	119-4	9.3%	18-0	1.4%	99%	True	False	13,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1350-0
2.618	1324-2
1.618	1308-4
1.000	1298-6
0.618	1292-6
HIGH	1283-0
0.618	1277-0
0.500	1275-1
0.382	1273-2
LOW	1267-2
0.618	1257-4
1.000	1251-4
1.618	1241-6
2.618	1226-0
4.250	1200-2

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	1279-2	1277-5
PP	1277-1	1273-7
S1	1275-1	1270-2

Download as Excel Spreadsheet

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

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