CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1288-0 |
1288-0 |
0-0 |
0.0% |
1258-0 |
| High |
1292-0 |
1294-2 |
2-2 |
0.2% |
1273-0 |
| Low |
1284-0 |
1286-0 |
2-0 |
0.2% |
1254-0 |
| Close |
1289-0 |
1294-2 |
5-2 |
0.4% |
1270-6 |
| Range |
8-0 |
8-2 |
0-2 |
3.1% |
19-0 |
| ATR |
11-6 |
11-4 |
-0-2 |
-2.1% |
0-0 |
| Volume |
22,257 |
31,203 |
8,946 |
40.2% |
72,021 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1316-2 |
1313-4 |
1298-6 |
|
| R3 |
1308-0 |
1305-2 |
1296-4 |
|
| R2 |
1299-6 |
1299-6 |
1295-6 |
|
| R1 |
1297-0 |
1297-0 |
1295-0 |
1298-3 |
| PP |
1291-4 |
1291-4 |
1291-4 |
1292-2 |
| S1 |
1288-6 |
1288-6 |
1293-4 |
1290-1 |
| S2 |
1283-2 |
1283-2 |
1292-6 |
|
| S3 |
1275-0 |
1280-4 |
1292-0 |
|
| S4 |
1266-6 |
1272-2 |
1289-6 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1322-7 |
1315-7 |
1281-2 |
|
| R3 |
1303-7 |
1296-7 |
1276-0 |
|
| R2 |
1284-7 |
1284-7 |
1274-2 |
|
| R1 |
1277-7 |
1277-7 |
1272-4 |
1281-3 |
| PP |
1265-7 |
1265-7 |
1265-7 |
1267-6 |
| S1 |
1258-7 |
1258-7 |
1269-0 |
1262-3 |
| S2 |
1246-7 |
1246-7 |
1267-2 |
|
| S3 |
1227-7 |
1239-7 |
1265-4 |
|
| S4 |
1208-7 |
1220-7 |
1260-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1329-2 |
|
2.618 |
1315-7 |
|
1.618 |
1307-5 |
|
1.000 |
1302-4 |
|
0.618 |
1299-3 |
|
HIGH |
1294-2 |
|
0.618 |
1291-1 |
|
0.500 |
1290-1 |
|
0.382 |
1289-1 |
|
LOW |
1286-0 |
|
0.618 |
1280-7 |
|
1.000 |
1277-6 |
|
1.618 |
1272-5 |
|
2.618 |
1264-3 |
|
4.250 |
1251-0 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1292-7 |
1292-0 |
| PP |
1291-4 |
1289-7 |
| S1 |
1290-1 |
1287-5 |
|