CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1291-2 |
1296-6 |
5-4 |
0.4% |
1294-6 |
High |
1299-6 |
1315-0 |
15-2 |
1.2% |
1315-0 |
Low |
1290-4 |
1295-2 |
4-6 |
0.4% |
1282-0 |
Close |
1299-4 |
1305-2 |
5-6 |
0.4% |
1305-2 |
Range |
9-2 |
19-6 |
10-4 |
113.5% |
33-0 |
ATR |
14-2 |
14-5 |
0-3 |
2.8% |
0-0 |
Volume |
25,286 |
28,866 |
3,580 |
14.2% |
121,779 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1364-3 |
1354-5 |
1316-1 |
|
R3 |
1344-5 |
1334-7 |
1310-5 |
|
R2 |
1324-7 |
1324-7 |
1308-7 |
|
R1 |
1315-1 |
1315-1 |
1307-0 |
1320-0 |
PP |
1305-1 |
1305-1 |
1305-1 |
1307-5 |
S1 |
1295-3 |
1295-3 |
1303-4 |
1300-2 |
S2 |
1285-3 |
1285-3 |
1301-5 |
|
S3 |
1265-5 |
1275-5 |
1299-7 |
|
S4 |
1245-7 |
1255-7 |
1294-3 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1399-6 |
1385-4 |
1323-3 |
|
R3 |
1366-6 |
1352-4 |
1314-3 |
|
R2 |
1333-6 |
1333-6 |
1311-2 |
|
R1 |
1319-4 |
1319-4 |
1308-2 |
1326-5 |
PP |
1300-6 |
1300-6 |
1300-6 |
1304-2 |
S1 |
1286-4 |
1286-4 |
1302-2 |
1293-5 |
S2 |
1267-6 |
1267-6 |
1299-2 |
|
S3 |
1234-6 |
1253-4 |
1296-1 |
|
S4 |
1201-6 |
1220-4 |
1287-1 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1399-0 |
2.618 |
1366-6 |
1.618 |
1347-0 |
1.000 |
1334-6 |
0.618 |
1327-2 |
HIGH |
1315-0 |
0.618 |
1307-4 |
0.500 |
1305-1 |
0.382 |
1302-6 |
LOW |
1295-2 |
0.618 |
1283-0 |
1.000 |
1275-4 |
1.618 |
1263-2 |
2.618 |
1243-4 |
4.250 |
1211-2 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1305-2 |
1303-6 |
PP |
1305-1 |
1302-2 |
S1 |
1305-1 |
1300-6 |
|