CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	1279-2	1287-0	7-6	0.6%	1262-0
High	1289-4	1293-6	4-2	0.3%	1274-4
Low	1278-2	1282-4	4-2	0.3%	1251-0
Close	1288-4	1289-0	0-4	0.0%	1270-6
Range	11-2	11-2	0-0	0.0%	23-4
ATR	15-7	15-4	-0-3	-2.1%	0-0
Volume	19,261	22,257	2,996	15.6%	72,021

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1322-1	1316-7	1295-2
R3	1310-7	1305-5	1292-1
R2	1299-5	1299-5	1291-0
R1	1294-3	1294-3	1290-0	1297-0
PP	1288-3	1288-3	1288-3	1289-6
S1	1283-1	1283-1	1288-0	1285-6
S2	1277-1	1277-1	1287-0
S3	1265-7	1271-7	1285-7
S4	1254-5	1260-5	1282-6

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	1293-6	1257-4	36-2	2.8%	11-6	0.9%	87%	True	False	20,138
10	1293-6	1245-0	48-6	3.8%	13-3	1.0%	90%	True	False	19,370
20	1293-6	1203-2	90-4	7.0%	14-5	1.1%	95%	True	False	17,159
40	1293-6	1163-4	130-2	10.1%	17-6	1.4%	96%	True	False	14,576

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	3-2

Fibonacci Retracements and Extensions
4.250	1341-4
2.618	1323-2
1.618	1312-0
1.000	1305-0
0.618	1300-6
HIGH	1293-6
0.618	1289-4
0.500	1288-1
0.382	1286-6
LOW	1282-4
0.618	1275-4
1.000	1271-2
1.618	1264-2
2.618	1253-0
4.250	1234-6

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	1288-6	1286-1
PP	1288-3	1283-3
S1	1288-1	1280-4

Download as Excel Spreadsheet

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

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