CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1326-0 |
1306-2 |
-19-6 |
-1.5% |
1305-0 |
| High |
1327-6 |
1320-0 |
-7-6 |
-0.6% |
1333-0 |
| Low |
1304-4 |
1306-2 |
1-6 |
0.1% |
1297-0 |
| Close |
1307-2 |
1317-6 |
10-4 |
0.8% |
1328-2 |
| Range |
23-2 |
13-6 |
-9-4 |
-40.9% |
36-0 |
| ATR |
14-5 |
14-4 |
0-0 |
-0.4% |
0-0 |
| Volume |
25,723 |
31,782 |
6,059 |
23.6% |
160,811 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1355-7 |
1350-5 |
1325-2 |
|
| R3 |
1342-1 |
1336-7 |
1321-4 |
|
| R2 |
1328-3 |
1328-3 |
1320-2 |
|
| R1 |
1323-1 |
1323-1 |
1319-0 |
1325-6 |
| PP |
1314-5 |
1314-5 |
1314-5 |
1316-0 |
| S1 |
1309-3 |
1309-3 |
1316-4 |
1312-0 |
| S2 |
1300-7 |
1300-7 |
1315-2 |
|
| S3 |
1287-1 |
1295-5 |
1314-0 |
|
| S4 |
1273-3 |
1281-7 |
1310-2 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1333-0 |
1304-4 |
28-4 |
2.2% |
15-3 |
1.2% |
46% |
False |
False |
28,107 |
| 10 |
1333-0 |
1290-4 |
42-4 |
3.2% |
14-2 |
1.1% |
64% |
False |
False |
29,817 |
| 20 |
1333-0 |
1257-4 |
75-4 |
5.7% |
13-2 |
1.0% |
80% |
False |
False |
25,846 |
| 40 |
1333-0 |
1193-0 |
140-0 |
10.6% |
14-3 |
1.1% |
89% |
False |
False |
20,540 |
| 60 |
1333-0 |
1163-4 |
169-4 |
12.9% |
16-6 |
1.3% |
91% |
False |
False |
17,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1378-4 |
|
2.618 |
1356-0 |
|
1.618 |
1342-2 |
|
1.000 |
1333-6 |
|
0.618 |
1328-4 |
|
HIGH |
1320-0 |
|
0.618 |
1314-6 |
|
0.500 |
1313-1 |
|
0.382 |
1311-4 |
|
LOW |
1306-2 |
|
0.618 |
1297-6 |
|
1.000 |
1292-4 |
|
1.618 |
1284-0 |
|
2.618 |
1270-2 |
|
4.250 |
1247-6 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1316-2 |
1318-6 |
| PP |
1314-5 |
1318-3 |
| S1 |
1313-1 |
1318-1 |
|