CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1291-6 |
1294-6 |
3-0 |
0.2% |
1268-0 |
High |
1298-0 |
1299-4 |
1-4 |
0.1% |
1298-0 |
Low |
1287-4 |
1287-2 |
-0-2 |
0.0% |
1267-2 |
Close |
1298-0 |
1289-0 |
-9-0 |
-0.7% |
1298-0 |
Range |
10-4 |
12-2 |
1-6 |
16.7% |
30-6 |
ATR |
15-2 |
15-0 |
-0-2 |
-1.4% |
0-0 |
Volume |
19,239 |
21,814 |
2,575 |
13.4% |
113,074 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1328-5 |
1321-1 |
1295-6 |
|
R3 |
1316-3 |
1308-7 |
1292-3 |
|
R2 |
1304-1 |
1304-1 |
1291-2 |
|
R1 |
1296-5 |
1296-5 |
1290-1 |
1294-2 |
PP |
1291-7 |
1291-7 |
1291-7 |
1290-6 |
S1 |
1284-3 |
1284-3 |
1287-7 |
1282-0 |
S2 |
1279-5 |
1279-5 |
1286-6 |
|
S3 |
1267-3 |
1272-1 |
1285-5 |
|
S4 |
1255-1 |
1259-7 |
1282-2 |
|
|
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 |
1351-4 |
2.618 |
1331-5 |
1.618 |
1319-3 |
1.000 |
1311-6 |
0.618 |
1307-1 |
HIGH |
1299-4 |
0.618 |
1294-7 |
0.500 |
1293-3 |
0.382 |
1291-7 |
LOW |
1287-2 |
0.618 |
1279-5 |
1.000 |
1275-0 |
1.618 |
1267-3 |
2.618 |
1255-1 |
4.250 |
1235-2 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1293-3 |
1289-0 |
PP |
1291-7 |
1288-7 |
S1 |
1290-4 |
1288-7 |
|