CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1291-4 |
1295-0 |
3-4 |
0.3% |
1268-0 |
| High |
1293-0 |
1299-4 |
6-4 |
0.5% |
1298-0 |
| Low |
1289-0 |
1292-0 |
3-0 |
0.2% |
1268-0 |
| Close |
1291-4 |
1299-4 |
8-0 |
0.6% |
1298-0 |
| Range |
4-0 |
7-4 |
3-4 |
87.5% |
30-0 |
| ATR |
11-0 |
10-7 |
-0-2 |
-2.0% |
0-0 |
| Volume |
25,875 |
25,286 |
-589 |
-2.3% |
113,074 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1319-4 |
1317-0 |
1303-5 |
|
| R3 |
1312-0 |
1309-4 |
1301-4 |
|
| R2 |
1304-4 |
1304-4 |
1300-7 |
|
| R1 |
1302-0 |
1302-0 |
1300-2 |
1303-2 |
| PP |
1297-0 |
1297-0 |
1297-0 |
1297-5 |
| S1 |
1294-4 |
1294-4 |
1298-6 |
1295-6 |
| S2 |
1289-4 |
1289-4 |
1298-1 |
|
| S3 |
1282-0 |
1287-0 |
1297-4 |
|
| S4 |
1274-4 |
1279-4 |
1295-3 |
|
|
| 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 |
1331-3 |
|
2.618 |
1319-1 |
|
1.618 |
1311-5 |
|
1.000 |
1307-0 |
|
0.618 |
1304-1 |
|
HIGH |
1299-4 |
|
0.618 |
1296-5 |
|
0.500 |
1295-6 |
|
0.382 |
1294-7 |
|
LOW |
1292-0 |
|
0.618 |
1287-3 |
|
1.000 |
1284-4 |
|
1.618 |
1279-7 |
|
2.618 |
1272-3 |
|
4.250 |
1260-1 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1298-2 |
1296-3 |
| PP |
1297-0 |
1293-3 |
| S1 |
1295-6 |
1290-2 |
|