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 |
|
|
|
|
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 |
|