CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 26-Oct-2012

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	1570-0	1562-4	-7-4	-0.5%	1530-6
High	1574-4	1566-6	-7-6	-0.5%	1574-6
Low	1557-2	1552-4	-4-6	-0.3%	1526-4
Close	1564-0	1561-2	-2-6	-0.2%	1561-2
Range	17-2	14-2	-3-0	-17.4%	48-2
ATR	32-0	30-6	-1-2	-4.0%	0-0
Volume	96,987	106,493	9,506	9.8%	553,969

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1602-7	1596-3	1569-1
R3	1588-5	1582-1	1565-1
R2	1574-3	1574-3	1563-7
R1	1567-7	1567-7	1562-4	1564-0
PP	1560-1	1560-1	1560-1	1558-2
S1	1553-5	1553-5	1560-0	1549-6
S2	1545-7	1545-7	1558-5
S3	1531-5	1539-3	1557-3
S4	1517-3	1525-1	1553-3

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1698-7	1678-3	1587-6
R3	1650-5	1630-1	1574-4
R2	1602-3	1602-3	1570-1
R1	1581-7	1581-7	1565-5	1592-1
PP	1554-1	1554-1	1554-1	1559-2
S1	1533-5	1533-5	1556-7	1543-7
S2	1505-7	1505-7	1552-3
S3	1457-5	1485-3	1548-0
S4	1409-3	1437-1	1534-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1574-6	1526-4	48-2	3.1%	23-0	1.5%	72%	False	False	110,793
10	1574-6	1485-6	89-0	5.7%	25-7	1.7%	85%	False	False	112,670
20	1600-0	1485-6	114-2	7.3%	30-4	2.0%	66%	False	False	130,914
40	1789-0	1485-6	303-2	19.4%	33-2	2.1%	25%	False	False	131,489
60	1789-0	1485-6	303-2	19.4%	34-4	2.2%	25%	False	False	122,022
80	1789-0	1485-6	303-2	19.4%	38-1	2.4%	25%	False	False	128,827
100	1789-0	1296-6	492-2	31.5%	36-5	2.3%	54%	False	False	123,023
120	1789-0	1244-6	544-2	34.9%	35-1	2.3%	58%	False	False	112,330

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4-6
Narrowest range in 123 trading days

Fibonacci Retracements and Extensions
4.250	1627-2
2.618	1604-0
1.618	1589-6
1.000	1581-0
0.618	1575-4
HIGH	1566-6
0.618	1561-2
0.500	1559-5
0.382	1558-0
LOW	1552-4
0.618	1543-6
1.000	1538-2
1.618	1529-4
2.618	1515-2
4.250	1492-0

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	1560-6	1562-0
PP	1560-1	1561-6
S1	1559-5	1561-4

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

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