CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 1287-6 1291-0 3-2 0.3% 1268-0
High 1296-0 1296-0 0-0 0.0% 1298-0
Low 1282-0 1286-4 4-4 0.4% 1267-2
Close 1293-2 1291-4 -1-6 -0.1% 1298-0
Range 14-0 9-4 -4-4 -32.1% 30-6
ATR 15-0 14-5 -0-3 -2.6% 0-0
Volume 19,938 25,875 5,937 29.8% 113,074
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 1319-7 1315-1 1296-6
R3 1310-3 1305-5 1294-1
R2 1300-7 1300-7 1293-2
R1 1296-1 1296-1 1292-3 1298-4
PP 1291-3 1291-3 1291-3 1292-4
S1 1286-5 1286-5 1290-5 1289-0
S2 1281-7 1281-7 1289-6
S3 1272-3 1277-1 1288-7
S4 1262-7 1267-5 1286-2
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1299-4 1278-2 21-2 1.6% 12-4 1.0% 62% False False 23,613
10 1299-4 1257-4 42-0 3.3% 12-1 0.9% 81% False False 21,875
20 1299-4 1225-6 73-6 5.7% 14-0 1.1% 89% False False 19,764
40 1299-4 1163-4 136-0 10.5% 16-5 1.3% 94% False False 16,385
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1336-3
2.618 1320-7
1.618 1311-3
1.000 1305-4
0.618 1301-7
HIGH 1296-0
0.618 1292-3
0.500 1291-2
0.382 1290-1
LOW 1286-4
0.618 1280-5
1.000 1277-0
1.618 1271-1
2.618 1261-5
4.250 1246-1
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 1291-3 1291-2
PP 1291-3 1291-0
S1 1291-2 1290-6

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

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