CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 1333-0 1331-0 -2-0 -0.2% 1325-0
High 1339-0 1332-0 -7-0 -0.5% 1330-4
Low 1328-0 1326-0 -2-0 -0.2% 1305-0
Close 1329-4 1327-6 -1-6 -0.1% 1322-4
Range 11-0 6-0 -5-0 -45.5% 25-4
ATR 12-0 11-5 -0-3 -3.6% 0-0
Volume 25,305 31,466 6,161 24.3% 137,519
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 1346-5 1343-1 1331-0
R3 1340-5 1337-1 1329-3
R2 1334-5 1334-5 1328-7
R1 1331-1 1331-1 1328-2 1329-7
PP 1328-5 1328-5 1328-5 1328-0
S1 1325-1 1325-1 1327-2 1323-7
S2 1322-5 1322-5 1326-5
S3 1316-5 1319-1 1326-1
S4 1310-5 1313-1 1324-4
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1395-7 1384-5 1336-4
R3 1370-3 1359-1 1329-4
R2 1344-7 1344-7 1327-1
R1 1333-5 1333-5 1324-7 1326-4
PP 1319-3 1319-3 1319-3 1315-6
S1 1308-1 1308-1 1320-1 1301-0
S2 1293-7 1293-7 1317-7
S3 1268-3 1282-5 1315-4
S4 1242-7 1257-1 1308-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1339-0 1305-0 34-0 2.6% 8-2 0.6% 67% False False 28,571
10 1339-0 1305-0 34-0 2.6% 7-6 0.6% 67% False False 28,384
20 1339-0 1281-0 58-0 4.4% 8-5 0.7% 81% False False 27,478
40 1339-0 1194-4 144-4 10.9% 9-4 0.7% 92% False False 22,041
60 1339-0 1170-0 169-0 12.7% 10-2 0.8% 93% False False 18,628
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1357-4
2.618 1347-6
1.618 1341-6
1.000 1338-0
0.618 1335-6
HIGH 1332-0
0.618 1329-6
0.500 1329-0
0.382 1328-2
LOW 1326-0
0.618 1322-2
1.000 1320-0
1.618 1316-2
2.618 1310-2
4.250 1300-4
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 1329-0 1330-0
PP 1328-5 1329-2
S1 1328-1 1328-4

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

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