CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	1287-0	1297-0	10-0	0.8%	1268-0
High	1298-0	1299-0	1-0	0.1%	1298-0
Low	1287-0	1288-4	1-4	0.1%	1268-0
Close	1298-0	1289-0	-9-0	-0.7%	1298-0
Range	11-0	10-4	-0-4	-4.5%	30-0
ATR	11-4	11-3	-0-1	-0.6%	0-0
Volume	19,239	21,814	2,575	13.4%	113,074

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1323-5	1316-7	1294-6
R3	1313-1	1306-3	1291-7
R2	1302-5	1302-5	1290-7
R1	1295-7	1295-7	1290-0	1294-0
PP	1292-1	1292-1	1292-1	1291-2
S1	1285-3	1285-3	1288-0	1283-4
S2	1281-5	1281-5	1287-1
S3	1271-1	1274-7	1286-1
S4	1260-5	1264-3	1283-2

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	1299-0	1281-0	18-0	1.4%	9-0	0.7%	44%	True	False	22,754
10	1299-0	1254-0	45-0	3.5%	9-1	0.7%	78%	True	False	20,690
20	1299-0	1226-4	72-4	5.6%	9-7	0.8%	86%	True	False	18,981
40	1299-0	1170-0	129-0	10.0%	11-0	0.9%	92%	True	False	15,646

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	1-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1343-5
2.618	1326-4
1.618	1316-0
1.000	1309-4
0.618	1305-4
HIGH	1299-0
0.618	1295-0
0.500	1293-6
0.382	1292-4
LOW	1288-4
0.618	1282-0
1.000	1278-0
1.618	1271-4
2.618	1261-0
4.250	1243-7

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	1293-6	1292-4
PP	1292-1	1291-3
S1	1290-5	1290-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols