CME Pit-Traded Soybean 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	1297-0	1281-0	-16-0	-1.2%	1268-0
High	1299-0	1295-0	-4-0	-0.3%	1298-0
Low	1288-4	1281-0	-7-4	-0.6%	1268-0
Close	1289-0	1293-2	4-2	0.3%	1298-0
Range	10-4	14-0	3-4	33.3%	30-0
ATR	11-3	11-5	0-1	1.6%	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	1331-6	1326-4	1301-0
R3	1317-6	1312-4	1297-1
R2	1303-6	1303-6	1295-7
R1	1298-4	1298-4	1294-4	1301-1
PP	1289-6	1289-6	1289-6	1291-0
S1	1284-4	1284-4	1292-0	1287-1
S2	1275-6	1275-6	1290-5
S3	1261-6	1270-4	1289-3
S4	1247-6	1256-4	1285-4

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%	10-3	0.8%	68%	False	True	22,890
10	1299-0	1254-0	45-0	3.5%	9-4	0.7%	87%	False	False	21,186
20	1299-0	1226-4	72-4	5.6%	10-1	0.8%	92%	False	False	19,206
40	1299-0	1170-0	129-0	10.0%	10-7	0.8%	96%	False	False	15,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1354-4
2.618	1331-5
1.618	1317-5
1.000	1309-0
0.618	1303-5
HIGH	1295-0
0.618	1289-5
0.500	1288-0
0.382	1286-3
LOW	1281-0
0.618	1272-3
1.000	1267-0
1.618	1258-3
2.618	1244-3
4.250	1221-4

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	1291-4	1292-1
PP	1289-6	1291-1
S1	1288-0	1290-0

Download as Excel Spreadsheet

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

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