CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	1291-0	1291-2	0-2	0.0%	1268-0
High	1296-0	1299-6	3-6	0.3%	1298-0
Low	1286-4	1290-4	4-0	0.3%	1267-2
Close	1291-4	1299-4	8-0	0.6%	1298-0
Range	9-4	9-2	-0-2	-2.6%	30-6
ATR	14-5	14-2	-0-3	-2.6%	0-0
Volume	25,875	25,286	-589	-2.3%	113,074

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1324-3	1321-1	1304-5
R3	1315-1	1311-7	1302-0
R2	1305-7	1305-7	1301-2
R1	1302-5	1302-5	1300-3	1304-2
PP	1296-5	1296-5	1296-5	1297-3
S1	1293-3	1293-3	1298-5	1295-0
S2	1287-3	1287-3	1297-6
S3	1278-1	1284-1	1297-0
S4	1268-7	1274-7	1294-3

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	1299-6	1282-0	17-6	1.4%	11-1	0.9%	99%	True	False	22,430
10	1299-6	1265-2	34-4	2.7%	12-0	0.9%	99%	True	False	22,669
20	1299-6	1225-6	74-0	5.7%	13-4	1.0%	100%	True	False	20,174
40	1299-6	1163-4	136-2	10.5%	16-4	1.3%	100%	True	False	16,751

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3-4
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1339-0
2.618	1324-0
1.618	1314-6
1.000	1309-0
0.618	1305-4
HIGH	1299-6
0.618	1296-2
0.500	1295-1
0.382	1294-0
LOW	1290-4
0.618	1284-6
1.000	1281-2
1.618	1275-4
2.618	1266-2
4.250	1251-2

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	1298-0	1296-5
PP	1296-5	1293-6
S1	1295-1	1290-7

Download as Excel Spreadsheet

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

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