CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1301-0 |
1300-0 |
-1-0 |
-0.1% |
1297-0 |
| High |
1315-0 |
1305-0 |
-10-0 |
-0.8% |
1315-0 |
| Low |
1296-0 |
1298-0 |
2-0 |
0.2% |
1281-0 |
| Close |
1305-2 |
1299-4 |
-5-6 |
-0.4% |
1305-2 |
| Range |
19-0 |
7-0 |
-12-0 |
-63.2% |
34-0 |
| ATR |
11-3 |
11-1 |
-0-2 |
-2.6% |
0-0 |
| Volume |
28,866 |
48,877 |
20,011 |
69.3% |
121,779 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1321-7 |
1317-5 |
1303-3 |
|
| R3 |
1314-7 |
1310-5 |
1301-3 |
|
| R2 |
1307-7 |
1307-7 |
1300-6 |
|
| R1 |
1303-5 |
1303-5 |
1300-1 |
1302-2 |
| PP |
1300-7 |
1300-7 |
1300-7 |
1300-1 |
| S1 |
1296-5 |
1296-5 |
1298-7 |
1295-2 |
| S2 |
1293-7 |
1293-7 |
1298-2 |
|
| S3 |
1286-7 |
1289-5 |
1297-5 |
|
| S4 |
1279-7 |
1282-5 |
1295-5 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1402-3 |
1387-7 |
1324-0 |
|
| R3 |
1368-3 |
1353-7 |
1314-5 |
|
| R2 |
1334-3 |
1334-3 |
1311-4 |
|
| R1 |
1319-7 |
1319-7 |
1308-3 |
1327-1 |
| PP |
1300-3 |
1300-3 |
1300-3 |
1304-0 |
| S1 |
1285-7 |
1285-7 |
1302-1 |
1293-1 |
| S2 |
1266-3 |
1266-3 |
1299-0 |
|
| S3 |
1232-3 |
1251-7 |
1295-7 |
|
| S4 |
1198-3 |
1217-7 |
1286-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1334-6 |
|
2.618 |
1323-3 |
|
1.618 |
1316-3 |
|
1.000 |
1312-0 |
|
0.618 |
1309-3 |
|
HIGH |
1305-0 |
|
0.618 |
1302-3 |
|
0.500 |
1301-4 |
|
0.382 |
1300-5 |
|
LOW |
1298-0 |
|
0.618 |
1293-5 |
|
1.000 |
1291-0 |
|
1.618 |
1286-5 |
|
2.618 |
1279-5 |
|
4.250 |
1268-2 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1301-4 |
1303-4 |
| PP |
1300-7 |
1302-1 |
| S1 |
1300-1 |
1300-7 |
|