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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1315-0 1282-0 33-0 2.5% 12-5 1.0% 53% False False 29,768
10 1315-0 1278-2 36-6 2.8% 12-4 1.0% 58% False False 26,261
20 1315-0 1242-4 72-4 5.6% 13-2 1.0% 79% False False 22,432
40 1315-0 1168-4 146-4 11.3% 15-4 1.2% 89% False False 18,088
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-6
Narrowest range in 2 trading days
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

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

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