CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 22-Oct-2012

Day Change Summary
	Previous	Current
	19-Oct-2012	22-Oct-2012	Change	Change %	Previous Week
Open	1544-6	1530-6	-14-0	-0.9%	1519-0
High	1555-6	1558-4	2-6	0.2%	1555-6
Low	1532-2	1526-4	-5-6	-0.4%	1485-6
Close	1534-2	1546-4	12-2	0.8%	1534-2
Range	23-4	32-0	8-4	36.2%	70-0
ATR	34-4	34-3	-0-1	-0.5%	0-0
Volume	114,775	118,869	4,094	3.6%	572,737

Daily Pivots for day following 22-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1639-7	1625-1	1564-1
R3	1607-7	1593-1	1555-2
R2	1575-7	1575-7	1552-3
R1	1561-1	1561-1	1549-3	1568-4
PP	1543-7	1543-7	1543-7	1547-4
S1	1529-1	1529-1	1543-5	1536-4
S2	1511-7	1511-7	1540-5
S3	1479-7	1497-1	1537-6
S4	1447-7	1465-1	1528-7

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1735-2	1704-6	1572-6
R3	1665-2	1634-6	1553-4
R2	1595-2	1595-2	1547-1
R1	1564-6	1564-6	1540-5	1580-0
PP	1525-2	1525-2	1525-2	1532-7
S1	1494-6	1494-6	1527-7	1510-0
S2	1455-2	1455-2	1521-3
S3	1385-2	1424-6	1515-0
S4	1315-2	1354-6	1495-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1558-4	1487-2	71-2	4.6%	28-2	1.8%	83%	True	False	112,435
10	1574-0	1485-6	88-2	5.7%	32-4	2.1%	69%	False	False	132,288
20	1625-4	1485-6	139-6	9.0%	33-7	2.2%	43%	False	False	138,908
40	1789-0	1485-6	303-2	19.6%	34-7	2.3%	20%	False	False	130,600
60	1789-0	1485-6	303-2	19.6%	36-1	2.3%	20%	False	False	123,381
80	1789-0	1401-0	388-0	25.1%	38-6	2.5%	38%	False	False	129,136
100	1789-0	1244-6	544-2	35.2%	36-7	2.4%	55%	False	False	121,120
120	1789-0	1244-6	544-2	35.2%	35-1	2.3%	55%	False	False	110,562

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1694-4
2.618	1642-2
1.618	1610-2
1.000	1590-4
0.618	1578-2
HIGH	1558-4
0.618	1546-2
0.500	1542-4
0.382	1538-6
LOW	1526-4
0.618	1506-6
1.000	1494-4
1.618	1474-6
2.618	1442-6
4.250	1390-4

Fisher Pivots for day following 22-Oct-2012
Pivot	1 day	3 day
R1	1545-1	1542-0
PP	1543-7	1537-4
S1	1542-4	1533-0

Download as Excel Spreadsheet

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

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