CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1297-0 |
1281-0 |
-16-0 |
-1.2% |
1268-0 |
High |
1299-0 |
1295-0 |
-4-0 |
-0.3% |
1298-0 |
Low |
1288-4 |
1281-0 |
-7-4 |
-0.6% |
1268-0 |
Close |
1289-0 |
1293-2 |
4-2 |
0.3% |
1298-0 |
Range |
10-4 |
14-0 |
3-4 |
33.3% |
30-0 |
ATR |
11-3 |
11-5 |
0-1 |
1.6% |
0-0 |
Volume |
21,814 |
19,938 |
-1,876 |
-8.6% |
113,074 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1331-6 |
1326-4 |
1301-0 |
|
R3 |
1317-6 |
1312-4 |
1297-1 |
|
R2 |
1303-6 |
1303-6 |
1295-7 |
|
R1 |
1298-4 |
1298-4 |
1294-4 |
1301-1 |
PP |
1289-6 |
1289-6 |
1289-6 |
1291-0 |
S1 |
1284-4 |
1284-4 |
1292-0 |
1287-1 |
S2 |
1275-6 |
1275-6 |
1290-5 |
|
S3 |
1261-6 |
1270-4 |
1289-3 |
|
S4 |
1247-6 |
1256-4 |
1285-4 |
|
|
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 |
1354-4 |
2.618 |
1331-5 |
1.618 |
1317-5 |
1.000 |
1309-0 |
0.618 |
1303-5 |
HIGH |
1295-0 |
0.618 |
1289-5 |
0.500 |
1288-0 |
0.382 |
1286-3 |
LOW |
1281-0 |
0.618 |
1272-3 |
1.000 |
1267-0 |
1.618 |
1258-3 |
2.618 |
1244-3 |
4.250 |
1221-4 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1291-4 |
1292-1 |
PP |
1289-6 |
1291-1 |
S1 |
1288-0 |
1290-0 |
|