CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1294-6 1287-6 -7-0 -0.5% 1268-0
High 1299-4 1296-0 -3-4 -0.3% 1298-0
Low 1287-2 1282-0 -5-2 -0.4% 1267-2
Close 1289-0 1293-2 4-2 0.3% 1298-0
Range 12-2 14-0 1-6 14.3% 30-6
ATR 15-0 15-0 -0-1 -0.5% 0-0
Volume 21,814 19,938 -1,876 -8.6% 113,074
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1332-3 1326-7 1301-0
R3 1318-3 1312-7 1297-1
R2 1304-3 1304-3 1295-7
R1 1298-7 1298-7 1294-4 1301-5
PP 1290-3 1290-3 1290-3 1291-6
S1 1284-7 1284-7 1292-0 1287-5
S2 1276-3 1276-3 1290-5
S3 1262-3 1270-7 1289-3
S4 1248-3 1256-7 1285-4
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1380-0 1369-6 1314-7
R3 1349-2 1339-0 1306-4
R2 1318-4 1318-4 1303-5
R1 1308-2 1308-2 1300-7 1313-3
PP 1287-6 1287-6 1287-6 1290-2
S1 1277-4 1277-4 1295-1 1282-5
S2 1257-0 1257-0 1292-3
S3 1226-2 1246-6 1289-4
S4 1195-4 1216-0 1281-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1299-4 1278-2 21-2 1.6% 12-7 1.0% 71% False False 22,890
10 1299-4 1252-2 47-2 3.7% 12-3 1.0% 87% False False 21,186
20 1299-4 1225-6 73-6 5.7% 14-1 1.1% 92% False False 19,206
40 1299-4 1163-4 136-0 10.5% 17-2 1.3% 95% False False 15,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1355-4
2.618 1332-5
1.618 1318-5
1.000 1310-0
0.618 1304-5
HIGH 1296-0
0.618 1290-5
0.500 1289-0
0.382 1287-3
LOW 1282-0
0.618 1273-3
1.000 1268-0
1.618 1259-3
2.618 1245-3
4.250 1222-4
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 1291-7 1292-3
PP 1290-3 1291-5
S1 1289-0 1290-6

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

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