CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 1222-6 1234-0 11-2 0.9% 1218-6
High 1239-0 1246-0 7-0 0.6% 1239-0
Low 1220-0 1233-6 13-6 1.1% 1193-0
Close 1237-2 1239-0 1-6 0.1% 1237-2
Range 19-0 12-2 -6-6 -35.5% 46-0
ATR 20-0 19-3 -0-4 -2.8% 0-0
Volume 12,741 15,433 2,692 21.1% 60,983
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 1276-3 1269-7 1245-6
R3 1264-1 1257-5 1242-3
R2 1251-7 1251-7 1241-2
R1 1245-3 1245-3 1240-1 1248-5
PP 1239-5 1239-5 1239-5 1241-2
S1 1233-1 1233-1 1237-7 1236-3
S2 1227-3 1227-3 1236-6
S3 1215-1 1220-7 1235-5
S4 1202-7 1208-5 1232-2
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 1246-0 1194-0 52-0 4.2% 14-5 1.2% 87% True False 12,479
10 1246-0 1193-0 53-0 4.3% 16-6 1.3% 87% True False 12,649
20 1246-0 1163-4 82-4 6.7% 20-3 1.6% 92% True False 12,522
Crabel Price Patterns
NR True
NR4 True
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 2-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1298-0
2.618 1278-1
1.618 1265-7
1.000 1258-2
0.618 1253-5
HIGH 1246-0
0.618 1241-3
0.500 1239-7
0.382 1238-3
LOW 1233-6
0.618 1226-1
1.000 1221-4
1.618 1213-7
2.618 1201-5
4.250 1181-6
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 1239-7 1235-3
PP 1239-5 1231-7
S1 1239-2 1228-2

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

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