CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1311-0 |
1325-0 |
14-0 |
1.1% |
1305-0 |
High |
1327-6 |
1333-0 |
5-2 |
0.4% |
1333-0 |
Low |
1311-0 |
1321-6 |
10-6 |
0.8% |
1297-0 |
Close |
1326-2 |
1328-2 |
2-0 |
0.2% |
1328-2 |
Range |
16-6 |
11-2 |
-5-4 |
-32.8% |
36-0 |
ATR |
14-2 |
14-0 |
-0-2 |
-1.5% |
0-0 |
Volume |
29,271 |
28,049 |
-1,222 |
-4.2% |
160,811 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1361-3 |
1356-1 |
1334-4 |
|
R3 |
1350-1 |
1344-7 |
1331-3 |
|
R2 |
1338-7 |
1338-7 |
1330-2 |
|
R1 |
1333-5 |
1333-5 |
1329-2 |
1336-2 |
PP |
1327-5 |
1327-5 |
1327-5 |
1329-0 |
S1 |
1322-3 |
1322-3 |
1327-2 |
1325-0 |
S2 |
1316-3 |
1316-3 |
1326-2 |
|
S3 |
1305-1 |
1311-1 |
1325-1 |
|
S4 |
1293-7 |
1299-7 |
1322-0 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1427-3 |
1413-7 |
1348-0 |
|
R3 |
1391-3 |
1377-7 |
1338-1 |
|
R2 |
1355-3 |
1355-3 |
1334-7 |
|
R1 |
1341-7 |
1341-7 |
1331-4 |
1348-5 |
PP |
1319-3 |
1319-3 |
1319-3 |
1322-6 |
S1 |
1305-7 |
1305-7 |
1325-0 |
1312-5 |
S2 |
1283-3 |
1283-3 |
1321-5 |
|
S3 |
1247-3 |
1269-7 |
1318-3 |
|
S4 |
1211-3 |
1233-7 |
1308-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1380-6 |
2.618 |
1362-4 |
1.618 |
1351-2 |
1.000 |
1344-2 |
0.618 |
1340-0 |
HIGH |
1333-0 |
0.618 |
1328-6 |
0.500 |
1327-3 |
0.382 |
1326-0 |
LOW |
1321-6 |
0.618 |
1314-6 |
1.000 |
1310-4 |
1.618 |
1303-4 |
2.618 |
1292-2 |
4.250 |
1274-0 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1328-0 |
1326-0 |
PP |
1327-5 |
1323-6 |
S1 |
1327-3 |
1321-4 |
|