CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1296-6 |
1305-0 |
8-2 |
0.6% |
1294-6 |
High |
1315-0 |
1308-0 |
-7-0 |
-0.5% |
1315-0 |
Low |
1295-2 |
1297-2 |
2-0 |
0.2% |
1282-0 |
Close |
1305-2 |
1299-4 |
-5-6 |
-0.4% |
1305-2 |
Range |
19-6 |
10-6 |
-9-0 |
-45.6% |
33-0 |
ATR |
14-5 |
14-3 |
-0-2 |
-1.9% |
0-0 |
Volume |
28,866 |
48,877 |
20,011 |
69.3% |
121,779 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1333-7 |
1327-3 |
1305-3 |
|
R3 |
1323-1 |
1316-5 |
1302-4 |
|
R2 |
1312-3 |
1312-3 |
1301-4 |
|
R1 |
1305-7 |
1305-7 |
1300-4 |
1303-6 |
PP |
1301-5 |
1301-5 |
1301-5 |
1300-4 |
S1 |
1295-1 |
1295-1 |
1298-4 |
1293-0 |
S2 |
1290-7 |
1290-7 |
1297-4 |
|
S3 |
1280-1 |
1284-3 |
1296-4 |
|
S4 |
1269-3 |
1273-5 |
1293-5 |
|
|
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 |
1353-6 |
2.618 |
1336-1 |
1.618 |
1325-3 |
1.000 |
1318-6 |
0.618 |
1314-5 |
HIGH |
1308-0 |
0.618 |
1303-7 |
0.500 |
1302-5 |
0.382 |
1301-3 |
LOW |
1297-2 |
0.618 |
1290-5 |
1.000 |
1286-4 |
1.618 |
1279-7 |
2.618 |
1269-1 |
4.250 |
1251-4 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1302-5 |
1302-6 |
PP |
1301-5 |
1301-5 |
S1 |
1300-4 |
1300-5 |
|