CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 1216-2 1222-6 6-4 0.5% 1218-6
High 1225-2 1239-0 13-6 1.1% 1239-0
Low 1210-4 1220-0 9-4 0.8% 1193-0
Close 1223-6 1237-2 13-4 1.1% 1237-2
Range 14-6 19-0 4-2 28.8% 46-0
ATR 20-0 20-0 -0-1 -0.4% 0-0
Volume 11,521 12,741 1,220 10.6% 60,983
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1289-1 1282-1 1247-6
R3 1270-1 1263-1 1242-4
R2 1251-1 1251-1 1240-6
R1 1244-1 1244-1 1239-0 1247-5
PP 1232-1 1232-1 1232-1 1233-6
S1 1225-1 1225-1 1235-4 1228-5
S2 1213-1 1213-1 1233-6
S3 1194-1 1206-1 1232-0
S4 1175-1 1187-1 1226-6
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1361-1 1345-1 1262-4
R3 1315-1 1299-1 1249-7
R2 1269-1 1269-1 1245-5
R1 1253-1 1253-1 1241-4 1261-1
PP 1223-1 1223-1 1223-1 1227-0
S1 1207-1 1207-1 1233-0 1215-1
S2 1177-1 1177-1 1228-7
S3 1131-1 1161-1 1224-5
S4 1085-1 1115-1 1212-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1239-0 1193-0 46-0 3.7% 18-0 1.5% 96% True False 12,196
10 1239-0 1187-4 51-4 4.2% 17-5 1.4% 97% True False 12,147
20 1239-0 1163-4 75-4 6.1% 21-0 1.7% 98% True False 12,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1319-6
2.618 1288-6
1.618 1269-6
1.000 1258-0
0.618 1250-6
HIGH 1239-0
0.618 1231-6
0.500 1229-4
0.382 1227-2
LOW 1220-0
0.618 1208-2
1.000 1201-0
1.618 1189-2
2.618 1170-2
4.250 1139-2
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 1234-5 1231-7
PP 1232-1 1226-4
S1 1229-4 1221-1

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

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