CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 1320-0 1303-2 -16-6 -1.3% 1322-0
High 1327-0 1370-0 43-0 3.2% 1370-0
Low 1298-6 1303-0 4-2 0.3% 1298-6
Close 1304-6 1358-0 53-2 4.1% 1358-0
Range 28-2 67-0 38-6 137.2% 71-2
ATR 16-0 19-6 3-5 22.7% 0-0
Volume 32,455 41,486 9,031 27.8% 165,220
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1544-5 1518-3 1394-7
R3 1477-5 1451-3 1376-3
R2 1410-5 1410-5 1370-2
R1 1384-3 1384-3 1364-1 1397-4
PP 1343-5 1343-5 1343-5 1350-2
S1 1317-3 1317-3 1351-7 1330-4
S2 1276-5 1276-5 1345-6
S3 1209-5 1250-3 1339-5
S4 1142-5 1183-3 1321-1
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1556-0 1528-2 1397-2
R3 1484-6 1457-0 1377-5
R2 1413-4 1413-4 1371-0
R1 1385-6 1385-6 1364-4 1399-5
PP 1342-2 1342-2 1342-2 1349-2
S1 1314-4 1314-4 1351-4 1328-3
S2 1271-0 1271-0 1345-0
S3 1199-6 1243-2 1338-3
S4 1128-4 1172-0 1318-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1370-0 1298-6 71-2 5.2% 28-3 2.1% 83% True False 33,044
10 1370-0 1298-6 71-2 5.2% 22-6 1.7% 83% True False 30,273
20 1370-0 1282-0 88-0 6.5% 17-6 1.3% 86% True False 29,266
40 1370-0 1220-0 150-0 11.0% 16-1 1.2% 92% True False 23,897
60 1370-0 1163-4 206-4 15.2% 17-6 1.3% 94% True False 19,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1654-6
2.618 1545-3
1.618 1478-3
1.000 1437-0
0.618 1411-3
HIGH 1370-0
0.618 1344-3
0.500 1336-4
0.382 1328-5
LOW 1303-0
0.618 1261-5
1.000 1236-0
1.618 1194-5
2.618 1127-5
4.250 1018-2
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 1350-7 1350-1
PP 1343-5 1342-2
S1 1336-4 1334-3

These figures are updated between 7pm and 10pm EST after a trading day.

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