CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1305-0 |
1297-6 |
-7-2 |
-0.6% |
1294-6 |
High |
1308-0 |
1313-0 |
5-0 |
0.4% |
1315-0 |
Low |
1297-2 |
1297-0 |
-0-2 |
0.0% |
1282-0 |
Close |
1299-4 |
1311-4 |
12-0 |
0.9% |
1305-2 |
Range |
10-6 |
16-0 |
5-2 |
48.8% |
33-0 |
ATR |
14-3 |
14-3 |
0-1 |
0.8% |
0-0 |
Volume |
48,877 |
22,384 |
-26,493 |
-54.2% |
121,779 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1355-1 |
1349-3 |
1320-2 |
|
R3 |
1339-1 |
1333-3 |
1315-7 |
|
R2 |
1323-1 |
1323-1 |
1314-3 |
|
R1 |
1317-3 |
1317-3 |
1313-0 |
1320-2 |
PP |
1307-1 |
1307-1 |
1307-1 |
1308-5 |
S1 |
1301-3 |
1301-3 |
1310-0 |
1304-2 |
S2 |
1291-1 |
1291-1 |
1308-5 |
|
S3 |
1275-1 |
1285-3 |
1307-1 |
|
S4 |
1259-1 |
1269-3 |
1302-6 |
|
|
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 |
1381-0 |
2.618 |
1354-7 |
1.618 |
1338-7 |
1.000 |
1329-0 |
0.618 |
1322-7 |
HIGH |
1313-0 |
0.618 |
1306-7 |
0.500 |
1305-0 |
0.382 |
1303-1 |
LOW |
1297-0 |
0.618 |
1287-1 |
1.000 |
1281-0 |
1.618 |
1271-1 |
2.618 |
1255-1 |
4.250 |
1229-0 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1309-3 |
1309-3 |
PP |
1307-1 |
1307-2 |
S1 |
1305-0 |
1305-1 |
|