CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 1305-0 1313-0 8-0 0.6% 1297-0
High 1312-0 1319-0 7-0 0.5% 1315-0
Low 1305-0 1311-0 6-0 0.5% 1281-0
Close 1311-4 1311-0 -0-4 0.0% 1305-2
Range 7-0 8-0 1-0 14.3% 34-0
ATR 11-2 11-0 -0-2 -2.0% 0-0
Volume 22,384 32,230 9,846 44.0% 121,779
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 1337-5 1332-3 1315-3
R3 1329-5 1324-3 1313-2
R2 1321-5 1321-5 1312-4
R1 1316-3 1316-3 1311-6 1315-0
PP 1313-5 1313-5 1313-5 1313-0
S1 1308-3 1308-3 1310-2 1307-0
S2 1305-5 1305-5 1309-4
S3 1297-5 1300-3 1308-6
S4 1289-5 1292-3 1306-5
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1319-0 1292-0 27-0 2.1% 9-6 0.7% 70% True False 31,528
10 1319-0 1281-0 38-0 2.9% 9-5 0.7% 79% True False 27,571
20 1319-0 1252-4 66-4 5.1% 8-7 0.7% 88% True False 23,471
40 1319-0 1180-0 139-0 10.6% 10-0 0.8% 94% True False 18,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1353-0
2.618 1340-0
1.618 1332-0
1.000 1327-0
0.618 1324-0
HIGH 1319-0
0.618 1316-0
0.500 1315-0
0.382 1314-0
LOW 1311-0
0.618 1306-0
1.000 1303-0
1.618 1298-0
2.618 1290-0
4.250 1277-0
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 1315-0 1310-1
PP 1313-5 1309-3
S1 1312-3 1308-4

These figures are updated between 7pm and 10pm EST after a trading day.

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