CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 06-Aug-2012

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	1617-2	1601-0	-16-2	-1.0%	1620-2
High	1638-4	1601-6	-36-6	-2.2%	1663-2
Low	1602-2	1575-6	-26-4	-1.7%	1595-0
Close	1628-6	1584-2	-44-4	-2.7%	1628-6
Range	36-2	26-0	-10-2	-28.3%	68-2
ATR	48-0	48-3	0-3	0.7%	0-0
Volume	99,207	116,754	17,547	17.7%	615,875

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1665-2	1650-6	1598-4
R3	1639-2	1624-6	1591-3
R2	1613-2	1613-2	1589-0
R1	1598-6	1598-6	1586-5	1593-0
PP	1587-2	1587-2	1587-2	1584-3
S1	1572-6	1572-6	1581-7	1567-0
S2	1561-2	1561-2	1579-4
S3	1535-2	1546-6	1577-1
S4	1509-2	1520-6	1570-0

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	1575-6	87-4	5.5%	42-1	2.7%	10%	False	True	125,587
10	1663-2	1536-0	127-2	8.0%	52-0	3.3%	38%	False	False	140,690
20	1691-4	1505-2	186-2	11.8%	48-4	3.1%	42%	False	False	146,584
40	1691-4	1302-2	389-2	24.6%	39-4	2.5%	72%	False	False	126,067
60	1691-4	1244-6	446-6	28.2%	35-7	2.3%	76%	False	False	104,251
80	1691-4	1244-6	446-6	28.2%	32-4	2.1%	76%	False	False	90,390
100	1691-4	1244-6	446-6	28.2%	30-1	1.9%	76%	False	False	80,173
120	1691-4	1244-6	446-6	28.2%	27-2	1.7%	76%	False	False	70,801

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	10-2
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1712-2
2.618	1669-7
1.618	1643-7
1.000	1627-6
0.618	1617-7
HIGH	1601-6
0.618	1591-7
0.500	1588-6
0.382	1585-5
LOW	1575-6
0.618	1559-5
1.000	1549-6
1.618	1533-5
2.618	1507-5
4.250	1465-2

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	1588-6	1610-6
PP	1587-2	1601-7
S1	1585-6	1593-1

Download as Excel Spreadsheet

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

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