CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1320-0 |
1324-0 |
4-0 |
0.3% |
1300-0 |
| High |
1326-2 |
1332-0 |
5-6 |
0.4% |
1332-0 |
| Low |
1319-4 |
1324-0 |
4-4 |
0.3% |
1298-0 |
| Close |
1326-2 |
1328-2 |
2-0 |
0.2% |
1328-2 |
| Range |
6-6 |
8-0 |
1-2 |
18.5% |
34-0 |
| ATR |
11-2 |
11-0 |
-0-2 |
-2.1% |
0-0 |
| Volume |
29,271 |
28,049 |
-1,222 |
-4.2% |
160,811 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1352-1 |
1348-1 |
1332-5 |
|
| R3 |
1344-1 |
1340-1 |
1330-4 |
|
| R2 |
1336-1 |
1336-1 |
1329-6 |
|
| R1 |
1332-1 |
1332-1 |
1329-0 |
1334-1 |
| PP |
1328-1 |
1328-1 |
1328-1 |
1329-0 |
| S1 |
1324-1 |
1324-1 |
1327-4 |
1326-1 |
| S2 |
1320-1 |
1320-1 |
1326-6 |
|
| S3 |
1312-1 |
1316-1 |
1326-0 |
|
| S4 |
1304-1 |
1308-1 |
1323-7 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1421-3 |
1408-7 |
1347-0 |
|
| R3 |
1387-3 |
1374-7 |
1337-5 |
|
| R2 |
1353-3 |
1353-3 |
1334-4 |
|
| R1 |
1340-7 |
1340-7 |
1331-3 |
1347-1 |
| PP |
1319-3 |
1319-3 |
1319-3 |
1322-4 |
| S1 |
1306-7 |
1306-7 |
1325-1 |
1313-1 |
| S2 |
1285-3 |
1285-3 |
1322-0 |
|
| S3 |
1251-3 |
1272-7 |
1318-7 |
|
| S4 |
1217-3 |
1238-7 |
1309-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1366-0 |
|
2.618 |
1353-0 |
|
1.618 |
1345-0 |
|
1.000 |
1340-0 |
|
0.618 |
1337-0 |
|
HIGH |
1332-0 |
|
0.618 |
1329-0 |
|
0.500 |
1328-0 |
|
0.382 |
1327-0 |
|
LOW |
1324-0 |
|
0.618 |
1319-0 |
|
1.000 |
1316-0 |
|
1.618 |
1311-0 |
|
2.618 |
1303-0 |
|
4.250 |
1290-0 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1328-1 |
1326-0 |
| PP |
1328-1 |
1323-6 |
| S1 |
1328-0 |
1321-4 |
|