CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 1243-4 1238-4 -5-0 -0.4% 1205-0
High 1246-0 1252-0 6-0 0.5% 1237-2
Low 1233-0 1234-0 1-0 0.1% 1193-4
Close 1240-0 1238-4 -1-4 -0.1% 1237-2
Range 13-0 18-0 5-0 38.5% 43-6
ATR 14-6 15-0 0-2 1.6% 0-0
Volume 17,090 14,243 -2,847 -16.7% 60,983
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 1295-4 1285-0 1248-3
R3 1277-4 1267-0 1243-4
R2 1259-4 1259-4 1241-6
R1 1249-0 1249-0 1240-1 1247-4
PP 1241-4 1241-4 1241-4 1240-6
S1 1231-0 1231-0 1236-7 1229-4
S2 1223-4 1223-4 1235-2
S3 1205-4 1213-0 1233-4
S4 1187-4 1195-0 1228-5
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1353-7 1339-3 1261-2
R3 1310-1 1295-5 1249-2
R2 1266-3 1266-3 1245-2
R1 1251-7 1251-7 1241-2 1259-1
PP 1222-5 1222-5 1222-5 1226-2
S1 1208-1 1208-1 1233-2 1215-3
S2 1178-7 1178-7 1229-2
S3 1135-1 1164-3 1225-2
S4 1091-3 1120-5 1213-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1252-0 1224-0 28-0 2.3% 12-2 1.0% 52% True False 14,844
10 1252-0 1193-4 58-4 4.7% 11-1 0.9% 77% True False 13,045
20 1252-0 1170-0 82-0 6.6% 11-5 0.9% 84% True False 13,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1328-4
2.618 1299-1
1.618 1281-1
1.000 1270-0
0.618 1263-1
HIGH 1252-0
0.618 1245-1
0.500 1243-0
0.382 1240-7
LOW 1234-0
0.618 1222-7
1.000 1216-0
1.618 1204-7
2.618 1186-7
4.250 1157-4
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 1243-0 1242-4
PP 1241-4 1241-1
S1 1240-0 1239-7

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

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