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 |
|
|
|
|
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 |
|