CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 1325-0 1325-0 0-0 0.0% 1300-0
High 1330-4 1312-4 -18-0 -1.4% 1332-0
Low 1324-4 1305-0 -19-4 -1.5% 1298-0
Close 1325-4 1307-2 -18-2 -1.4% 1328-2
Range 6-0 7-4 1-4 25.0% 34-0
ATR 10-6 11-3 0-6 6.5% 0-0
Volume 25,711 25,723 12 0.0% 160,811
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 1330-6 1326-4 1311-3
R3 1323-2 1319-0 1309-2
R2 1315-6 1315-6 1308-5
R1 1311-4 1311-4 1308-0 1309-7
PP 1308-2 1308-2 1308-2 1307-4
S1 1304-0 1304-0 1306-4 1302-3
S2 1300-6 1300-6 1305-7
S3 1293-2 1296-4 1305-2
S4 1285-6 1289-0 1303-1
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1332-0 1305-0 27-0 2.1% 7-2 0.6% 8% False True 28,196
10 1332-0 1289-0 43-0 3.3% 8-1 0.6% 42% False False 29,227
20 1332-0 1254-0 78-0 6.0% 8-6 0.7% 68% False False 25,206
40 1332-0 1193-4 138-4 10.6% 10-0 0.8% 82% False False 20,072
60 1332-0 1170-0 162-0 12.4% 10-4 0.8% 85% False False 16,772
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 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1344-3
2.618 1332-1
1.618 1324-5
1.000 1320-0
0.618 1317-1
HIGH 1312-4
0.618 1309-5
0.500 1308-6
0.382 1307-7
LOW 1305-0
0.618 1300-3
1.000 1297-4
1.618 1292-7
2.618 1285-3
4.250 1273-1
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 1308-6 1318-4
PP 1308-2 1314-6
S1 1307-6 1311-0

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

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