CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1313-0 |
1320-0 |
7-0 |
0.5% |
1297-0 |
| High |
1319-0 |
1326-2 |
7-2 |
0.5% |
1315-0 |
| Low |
1311-0 |
1319-4 |
8-4 |
0.6% |
1281-0 |
| Close |
1311-0 |
1326-2 |
15-2 |
1.2% |
1305-2 |
| Range |
8-0 |
6-6 |
-1-2 |
-15.6% |
34-0 |
| ATR |
11-0 |
11-2 |
0-2 |
2.8% |
0-0 |
| Volume |
32,230 |
29,271 |
-2,959 |
-9.2% |
121,779 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1344-2 |
1342-0 |
1330-0 |
|
| R3 |
1337-4 |
1335-2 |
1328-1 |
|
| R2 |
1330-6 |
1330-6 |
1327-4 |
|
| R1 |
1328-4 |
1328-4 |
1326-7 |
1329-5 |
| PP |
1324-0 |
1324-0 |
1324-0 |
1324-4 |
| S1 |
1321-6 |
1321-6 |
1325-5 |
1322-7 |
| S2 |
1317-2 |
1317-2 |
1325-0 |
|
| S3 |
1310-4 |
1315-0 |
1324-3 |
|
| S4 |
1303-6 |
1308-2 |
1322-4 |
|
|
| 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 |
1355-0 |
|
2.618 |
1343-7 |
|
1.618 |
1337-1 |
|
1.000 |
1333-0 |
|
0.618 |
1330-3 |
|
HIGH |
1326-2 |
|
0.618 |
1323-5 |
|
0.500 |
1322-7 |
|
0.382 |
1322-1 |
|
LOW |
1319-4 |
|
0.618 |
1315-3 |
|
1.000 |
1312-6 |
|
1.618 |
1308-5 |
|
2.618 |
1301-7 |
|
4.250 |
1290-6 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1325-1 |
1322-6 |
| PP |
1324-0 |
1319-1 |
| S1 |
1322-7 |
1315-5 |
|