CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1300-0 |
1305-0 |
5-0 |
0.4% |
1297-0 |
| High |
1305-0 |
1312-0 |
7-0 |
0.5% |
1315-0 |
| Low |
1298-0 |
1305-0 |
7-0 |
0.5% |
1281-0 |
| Close |
1299-4 |
1311-4 |
12-0 |
0.9% |
1305-2 |
| Range |
7-0 |
7-0 |
0-0 |
0.0% |
34-0 |
| ATR |
11-1 |
11-2 |
0-1 |
0.9% |
0-0 |
| Volume |
48,877 |
22,384 |
-26,493 |
-54.2% |
121,779 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1330-4 |
1328-0 |
1315-3 |
|
| R3 |
1323-4 |
1321-0 |
1313-3 |
|
| R2 |
1316-4 |
1316-4 |
1312-6 |
|
| R1 |
1314-0 |
1314-0 |
1312-1 |
1315-2 |
| PP |
1309-4 |
1309-4 |
1309-4 |
1310-1 |
| S1 |
1307-0 |
1307-0 |
1310-7 |
1308-2 |
| S2 |
1302-4 |
1302-4 |
1310-2 |
|
| S3 |
1295-4 |
1300-0 |
1309-5 |
|
| S4 |
1288-4 |
1293-0 |
1307-5 |
|
|
| 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 |
1341-6 |
|
2.618 |
1330-3 |
|
1.618 |
1323-3 |
|
1.000 |
1319-0 |
|
0.618 |
1316-3 |
|
HIGH |
1312-0 |
|
0.618 |
1309-3 |
|
0.500 |
1308-4 |
|
0.382 |
1307-5 |
|
LOW |
1305-0 |
|
0.618 |
1300-5 |
|
1.000 |
1298-0 |
|
1.618 |
1293-5 |
|
2.618 |
1286-5 |
|
4.250 |
1275-2 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1310-4 |
1309-4 |
| PP |
1309-4 |
1307-4 |
| S1 |
1308-4 |
1305-4 |
|