CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 02-Aug-2012

Day Change Summary
	Previous	Current
	01-Aug-2012	02-Aug-2012	Change	Change %	Previous Week
Open	1641-2	1636-6	-4-4	-0.3%	1690-6
High	1660-0	1645-6	-14-2	-0.9%	1691-4
Low	1595-6	1595-0	-0-6	0.0%	1536-0
Close	1629-0	1616-4	-12-4	-0.8%	1601-6
Range	64-2	50-6	-13-4	-21.0%	155-4
ATR	48-6	48-7	0-1	0.3%	0-0
Volume	161,963	121,101	-40,862	-25.2%	849,514

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1771-3	1744-5	1644-3
R3	1720-5	1693-7	1630-4
R2	1669-7	1669-7	1625-6
R1	1643-1	1643-1	1621-1	1631-1
PP	1619-1	1619-1	1619-1	1613-0
S1	1592-3	1592-3	1611-7	1580-3
S2	1568-3	1568-3	1607-2
S3	1517-5	1541-5	1602-4
S4	1466-7	1490-7	1588-5

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	2076-2	1994-4	1687-2
R3	1920-6	1839-0	1644-4
R2	1765-2	1765-2	1630-2
R1	1683-4	1683-4	1616-0	1646-5
PP	1609-6	1609-6	1609-6	1591-2
S1	1528-0	1528-0	1587-4	1491-1
S2	1454-2	1454-2	1573-2
S3	1298-6	1372-4	1559-0
S4	1143-2	1217-0	1516-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1663-2	1550-6	112-4	7.0%	48-0	3.0%	58%	False	False	128,117
10	1691-4	1536-0	155-4	9.6%	57-7	3.6%	52%	False	False	157,891
20	1691-4	1504-4	187-0	11.6%	49-0	3.0%	60%	False	False	149,243
40	1691-4	1296-6	394-6	24.4%	39-6	2.5%	81%	False	False	124,524
60	1691-4	1244-6	446-6	27.6%	35-7	2.2%	83%	False	False	102,639
80	1691-4	1244-6	446-6	27.6%	32-1	2.0%	83%	False	False	88,926
100	1691-4	1244-6	446-6	27.6%	29-6	1.8%	83%	False	False	78,628
120	1691-4	1244-6	446-6	27.6%	27-0	1.7%	83%	False	False	69,323

Crabel Price Patterns
NR	True
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	9-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1861-4
2.618	1778-5
1.618	1727-7
1.000	1696-4
0.618	1677-1
HIGH	1645-6
0.618	1626-3
0.500	1620-3
0.382	1614-3
LOW	1595-0
0.618	1563-5
1.000	1544-2
1.618	1512-7
2.618	1462-1
4.250	1379-2

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	1620-3	1629-1
PP	1619-1	1624-7
S1	1617-6	1620-6

Download as Excel Spreadsheet

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

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