CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	1288-0	1287-0	-1-0	-0.1%	1268-0
High	1294-2	1298-0	3-6	0.3%	1298-0
Low	1286-0	1287-0	1-0	0.1%	1268-0
Close	1294-2	1298-0	3-6	0.3%	1298-0
Range	8-2	11-0	2-6	33.3%	30-0
ATR	11-4	11-4	0-0	-0.3%	0-0
Volume	31,203	19,239	-11,964	-38.3%	113,074

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1327-3	1323-5	1304-0
R3	1316-3	1312-5	1301-0
R2	1305-3	1305-3	1300-0
R1	1301-5	1301-5	1299-0	1303-4
PP	1294-3	1294-3	1294-3	1295-2
S1	1290-5	1290-5	1297-0	1292-4
S2	1283-3	1283-3	1296-0
S3	1272-3	1279-5	1295-0
S4	1261-3	1268-5	1292-0

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1378-0	1368-0	1314-4
R3	1348-0	1338-0	1306-2
R2	1318-0	1318-0	1303-4
R1	1308-0	1308-0	1300-6	1313-0
PP	1288-0	1288-0	1288-0	1290-4
S1	1278-0	1278-0	1295-2	1283-0
S2	1258-0	1258-0	1292-4
S3	1228-0	1248-0	1289-6
S4	1198-0	1218-0	1281-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1298-0	1268-0	30-0	2.3%	10-0	0.8%	100%	True	False	22,614
10	1298-0	1254-0	44-0	3.4%	8-5	0.7%	100%	True	False	20,326
20	1298-0	1224-0	74-0	5.7%	10-0	0.8%	100%	True	False	18,527
40	1298-0	1170-0	128-0	9.9%	11-0	0.8%	100%	True	False	15,338

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1-6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1344-6
2.618	1326-6
1.618	1315-6
1.000	1309-0
0.618	1304-6
HIGH	1298-0
0.618	1293-6
0.500	1292-4
0.382	1291-2
LOW	1287-0
0.618	1280-2
1.000	1276-0
1.618	1269-2
2.618	1258-2
4.250	1240-2

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	1296-1	1295-5
PP	1294-3	1293-3
S1	1292-4	1291-0

Download as Excel Spreadsheet

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

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