CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1287-0 |
1297-0 |
10-0 |
0.8% |
1268-0 |
| High |
1298-0 |
1299-0 |
1-0 |
0.1% |
1298-0 |
| Low |
1287-0 |
1288-4 |
1-4 |
0.1% |
1268-0 |
| Close |
1298-0 |
1289-0 |
-9-0 |
-0.7% |
1298-0 |
| Range |
11-0 |
10-4 |
-0-4 |
-4.5% |
30-0 |
| ATR |
11-4 |
11-3 |
-0-1 |
-0.6% |
0-0 |
| Volume |
19,239 |
21,814 |
2,575 |
13.4% |
113,074 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1323-5 |
1316-7 |
1294-6 |
|
| R3 |
1313-1 |
1306-3 |
1291-7 |
|
| R2 |
1302-5 |
1302-5 |
1290-7 |
|
| R1 |
1295-7 |
1295-7 |
1290-0 |
1294-0 |
| PP |
1292-1 |
1292-1 |
1292-1 |
1291-2 |
| S1 |
1285-3 |
1285-3 |
1288-0 |
1283-4 |
| S2 |
1281-5 |
1281-5 |
1287-1 |
|
| S3 |
1271-1 |
1274-7 |
1286-1 |
|
| S4 |
1260-5 |
1264-3 |
1283-2 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1378-0 |
1368-0 |
1314-4 |
|
| R3 |
1348-0 |
1338-0 |
1306-2 |
|
| R2 |
1318-0 |
1318-0 |
1303-4 |
|
| R1 |
1308-0 |
1308-0 |
1300-6 |
1313-0 |
| PP |
1288-0 |
1288-0 |
1288-0 |
1290-4 |
| S1 |
1278-0 |
1278-0 |
1295-2 |
1283-0 |
| S2 |
1258-0 |
1258-0 |
1292-4 |
|
| S3 |
1228-0 |
1248-0 |
1289-6 |
|
| S4 |
1198-0 |
1218-0 |
1281-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1343-5 |
|
2.618 |
1326-4 |
|
1.618 |
1316-0 |
|
1.000 |
1309-4 |
|
0.618 |
1305-4 |
|
HIGH |
1299-0 |
|
0.618 |
1295-0 |
|
0.500 |
1293-6 |
|
0.382 |
1292-4 |
|
LOW |
1288-4 |
|
0.618 |
1282-0 |
|
1.000 |
1278-0 |
|
1.618 |
1271-4 |
|
2.618 |
1261-0 |
|
4.250 |
1243-7 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1293-6 |
1292-4 |
| PP |
1292-1 |
1291-3 |
| S1 |
1290-5 |
1290-1 |
|