CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	1636-6	1617-2	-19-4	-1.2%	1620-2
High	1645-6	1638-4	-7-2	-0.4%	1663-2
Low	1595-0	1602-2	7-2	0.5%	1595-0
Close	1616-4	1628-6	12-2	0.8%	1628-6
Range	50-6	36-2	-14-4	-28.6%	68-2
ATR	48-7	48-0	-0-7	-1.8%	0-0
Volume	121,101	99,207	-21,894	-18.1%	615,875

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1731-7	1716-5	1648-6
R3	1695-5	1680-3	1638-6
R2	1659-3	1659-3	1635-3
R1	1644-1	1644-1	1632-1	1651-6
PP	1623-1	1623-1	1623-1	1627-0
S1	1607-7	1607-7	1625-3	1615-4
S2	1586-7	1586-7	1622-1
S3	1550-5	1571-5	1618-6
S4	1514-3	1535-3	1608-6

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1833-6	1799-4	1666-2
R3	1765-4	1731-2	1647-4
R2	1697-2	1697-2	1641-2
R1	1663-0	1663-0	1635-0	1680-1
PP	1629-0	1629-0	1629-0	1637-4
S1	1594-6	1594-6	1622-4	1611-7
S2	1560-6	1560-6	1616-2
S3	1492-4	1526-4	1610-0
S4	1424-2	1458-2	1591-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1663-2	1595-0	68-2	4.2%	43-0	2.6%	49%	False	False	123,175
10	1691-4	1536-0	155-4	9.5%	56-7	3.5%	60%	False	False	146,538
20	1691-4	1505-2	186-2	11.4%	49-5	3.0%	66%	False	False	146,332
40	1691-4	1302-2	389-2	23.9%	39-4	2.4%	84%	False	False	125,281
60	1691-4	1244-6	446-6	27.4%	36-0	2.2%	86%	False	False	103,188
80	1691-4	1244-6	446-6	27.4%	32-3	2.0%	86%	False	False	89,466
100	1691-4	1244-6	446-6	27.4%	30-0	1.8%	86%	False	False	79,298
120	1691-4	1244-6	446-6	27.4%	27-2	1.7%	86%	False	False	69,993

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10-2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1792-4
2.618	1733-3
1.618	1697-1
1.000	1674-6
0.618	1660-7
HIGH	1638-4
0.618	1624-5
0.500	1620-3
0.382	1616-1
LOW	1602-2
0.618	1579-7
1.000	1566-0
1.618	1543-5
2.618	1507-3
4.250	1448-2

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	1626-0	1628-3
PP	1623-1	1627-7
S1	1620-3	1627-4

Download as Excel Spreadsheet

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

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