CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1285-2 |
1291-6 |
6-4 |
0.5% |
1268-0 |
High |
1294-6 |
1298-0 |
3-2 |
0.3% |
1298-0 |
Low |
1278-2 |
1287-4 |
9-2 |
0.7% |
1267-2 |
Close |
1294-2 |
1298-0 |
3-6 |
0.3% |
1298-0 |
Range |
16-4 |
10-4 |
-6-0 |
-36.4% |
30-6 |
ATR |
15-5 |
15-2 |
-0-3 |
-2.3% |
0-0 |
Volume |
31,203 |
19,239 |
-11,964 |
-38.3% |
113,074 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1326-0 |
1322-4 |
1303-6 |
|
R3 |
1315-4 |
1312-0 |
1300-7 |
|
R2 |
1305-0 |
1305-0 |
1299-7 |
|
R1 |
1301-4 |
1301-4 |
1299-0 |
1303-2 |
PP |
1294-4 |
1294-4 |
1294-4 |
1295-3 |
S1 |
1291-0 |
1291-0 |
1297-0 |
1292-6 |
S2 |
1284-0 |
1284-0 |
1296-1 |
|
S3 |
1273-4 |
1280-4 |
1295-1 |
|
S4 |
1263-0 |
1270-0 |
1292-2 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1380-0 |
1369-6 |
1314-7 |
|
R3 |
1349-2 |
1339-0 |
1306-4 |
|
R2 |
1318-4 |
1318-4 |
1303-5 |
|
R1 |
1308-2 |
1308-2 |
1300-7 |
1313-3 |
PP |
1287-6 |
1287-6 |
1287-6 |
1290-2 |
S1 |
1277-4 |
1277-4 |
1295-1 |
1282-5 |
S2 |
1257-0 |
1257-0 |
1292-3 |
|
S3 |
1226-2 |
1246-6 |
1289-4 |
|
S4 |
1195-4 |
1216-0 |
1281-1 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1342-5 |
2.618 |
1325-4 |
1.618 |
1315-0 |
1.000 |
1308-4 |
0.618 |
1304-4 |
HIGH |
1298-0 |
0.618 |
1294-0 |
0.500 |
1292-6 |
0.382 |
1291-4 |
LOW |
1287-4 |
0.618 |
1281-0 |
1.000 |
1277-0 |
1.618 |
1270-4 |
2.618 |
1260-0 |
4.250 |
1242-7 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1296-2 |
1294-6 |
PP |
1294-4 |
1291-3 |
S1 |
1292-6 |
1288-1 |
|