CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 1258-0 1254-0 -4-0 -0.3% 1244-0
High 1264-0 1264-0 0-0 0.0% 1266-0
Low 1254-0 1254-0 0-0 0.0% 1243-0
Close 1262-2 1264-0 1-6 0.1% 1262-0
Range 10-0 10-0 0-0 0.0% 23-0
ATR 13-3 13-1 -0-2 -1.8% 0-0
Volume 14,983 18,980 3,997 26.7% 92,901
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 1290-5 1287-3 1269-4
R3 1280-5 1277-3 1266-6
R2 1270-5 1270-5 1265-7
R1 1267-3 1267-3 1264-7 1269-0
PP 1260-5 1260-5 1260-5 1261-4
S1 1257-3 1257-3 1263-1 1259-0
S2 1250-5 1250-5 1262-1
S3 1240-5 1247-3 1261-2
S4 1230-5 1237-3 1258-4
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1326-0 1317-0 1274-5
R3 1303-0 1294-0 1268-3
R2 1280-0 1280-0 1266-2
R1 1271-0 1271-0 1264-1 1275-4
PP 1257-0 1257-0 1257-0 1259-2
S1 1248-0 1248-0 1259-7 1252-4
S2 1234-0 1234-0 1257-6
S3 1211-0 1225-0 1255-5
S4 1188-0 1202-0 1249-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1266-0 1252-4 13-4 1.1% 7-7 0.6% 85% False False 18,603
10 1266-0 1226-4 39-4 3.1% 11-0 0.9% 95% False False 17,653
20 1266-0 1193-4 72-4 5.7% 10-4 0.8% 97% False False 15,234
40 1266-0 1170-0 96-0 7.6% 11-4 0.9% 98% False False 12,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 2-0
Fibonacci Retracements and Extensions
4.250 1306-4
2.618 1290-1
1.618 1280-1
1.000 1274-0
0.618 1270-1
HIGH 1264-0
0.618 1260-1
0.500 1259-0
0.382 1257-7
LOW 1254-0
0.618 1247-7
1.000 1244-0
1.618 1237-7
2.618 1227-7
4.250 1211-4
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 1262-3 1262-5
PP 1260-5 1261-3
S1 1259-0 1260-0

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

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