CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1325-0 |
1327-4 |
2-4 |
0.2% |
1305-0 |
| High |
1333-0 |
1333-0 |
0-0 |
0.0% |
1333-0 |
| Low |
1321-6 |
1321-0 |
-0-6 |
-0.1% |
1297-0 |
| Close |
1328-2 |
1325-4 |
-2-6 |
-0.2% |
1328-2 |
| Range |
11-2 |
12-0 |
0-6 |
6.7% |
36-0 |
| ATR |
14-0 |
13-7 |
-0-1 |
-1.0% |
0-0 |
| Volume |
28,049 |
25,711 |
-2,338 |
-8.3% |
160,811 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1362-4 |
1356-0 |
1332-1 |
|
| R3 |
1350-4 |
1344-0 |
1328-6 |
|
| R2 |
1338-4 |
1338-4 |
1327-6 |
|
| R1 |
1332-0 |
1332-0 |
1326-5 |
1329-2 |
| PP |
1326-4 |
1326-4 |
1326-4 |
1325-1 |
| S1 |
1320-0 |
1320-0 |
1324-3 |
1317-2 |
| S2 |
1314-4 |
1314-4 |
1323-2 |
|
| S3 |
1302-4 |
1308-0 |
1322-2 |
|
| S4 |
1290-4 |
1296-0 |
1318-7 |
|
|
| 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 |
1384-0 |
|
2.618 |
1364-3 |
|
1.618 |
1352-3 |
|
1.000 |
1345-0 |
|
0.618 |
1340-3 |
|
HIGH |
1333-0 |
|
0.618 |
1328-3 |
|
0.500 |
1327-0 |
|
0.382 |
1325-5 |
|
LOW |
1321-0 |
|
0.618 |
1313-5 |
|
1.000 |
1309-0 |
|
1.618 |
1301-5 |
|
2.618 |
1289-5 |
|
4.250 |
1270-0 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1327-0 |
1324-3 |
| PP |
1326-4 |
1323-1 |
| S1 |
1326-0 |
1322-0 |
|