CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1311-4 |
1322-0 |
10-4 |
0.8% |
1327-4 |
| High |
1330-0 |
1339-4 |
9-4 |
0.7% |
1333-0 |
| Low |
1311-4 |
1321-0 |
9-4 |
0.7% |
1304-2 |
| Close |
1322-4 |
1329-4 |
7-0 |
0.5% |
1322-4 |
| Range |
18-4 |
18-4 |
0-0 |
0.0% |
28-6 |
| ATR |
15-0 |
15-2 |
0-2 |
1.7% |
0-0 |
| Volume |
26,107 |
25,305 |
-802 |
-3.1% |
137,519 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1385-4 |
1376-0 |
1339-5 |
|
| R3 |
1367-0 |
1357-4 |
1334-5 |
|
| R2 |
1348-4 |
1348-4 |
1332-7 |
|
| R1 |
1339-0 |
1339-0 |
1331-2 |
1343-6 |
| PP |
1330-0 |
1330-0 |
1330-0 |
1332-3 |
| S1 |
1320-4 |
1320-4 |
1327-6 |
1325-2 |
| S2 |
1311-4 |
1311-4 |
1326-1 |
|
| S3 |
1293-0 |
1302-0 |
1324-3 |
|
| S4 |
1274-4 |
1283-4 |
1319-3 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1406-1 |
1393-1 |
1338-2 |
|
| R3 |
1377-3 |
1364-3 |
1330-3 |
|
| R2 |
1348-5 |
1348-5 |
1327-6 |
|
| R1 |
1335-5 |
1335-5 |
1325-1 |
1327-6 |
| PP |
1319-7 |
1319-7 |
1319-7 |
1316-0 |
| S1 |
1306-7 |
1306-7 |
1319-7 |
1299-0 |
| S2 |
1291-1 |
1291-1 |
1317-2 |
|
| S3 |
1262-3 |
1278-1 |
1314-5 |
|
| S4 |
1233-5 |
1249-3 |
1306-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1339-4 |
1304-2 |
35-2 |
2.7% |
18-3 |
1.4% |
72% |
True |
False |
27,422 |
| 10 |
1339-4 |
1297-0 |
42-4 |
3.2% |
15-6 |
1.2% |
76% |
True |
False |
27,475 |
| 20 |
1339-4 |
1278-2 |
61-2 |
4.6% |
14-1 |
1.1% |
84% |
True |
False |
26,868 |
| 40 |
1339-4 |
1193-0 |
146-4 |
11.0% |
14-6 |
1.1% |
93% |
True |
False |
21,605 |
| 60 |
1339-4 |
1163-4 |
176-0 |
13.2% |
16-6 |
1.3% |
94% |
True |
False |
18,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1418-1 |
|
2.618 |
1387-7 |
|
1.618 |
1369-3 |
|
1.000 |
1358-0 |
|
0.618 |
1350-7 |
|
HIGH |
1339-4 |
|
0.618 |
1332-3 |
|
0.500 |
1330-2 |
|
0.382 |
1328-1 |
|
LOW |
1321-0 |
|
0.618 |
1309-5 |
|
1.000 |
1302-4 |
|
1.618 |
1291-1 |
|
2.618 |
1272-5 |
|
4.250 |
1242-3 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1330-2 |
1327-0 |
| PP |
1330-0 |
1324-3 |
| S1 |
1329-6 |
1321-7 |
|