CME Pit-Traded Soybean 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	1291-4	1295-0	3-4	0.3%	1268-0
High	1293-0	1299-4	6-4	0.5%	1298-0
Low	1289-0	1292-0	3-0	0.2%	1268-0
Close	1291-4	1299-4	8-0	0.6%	1298-0
Range	4-0	7-4	3-4	87.5%	30-0
ATR	11-0	10-7	-0-2	-2.0%	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	1319-4	1317-0	1303-5
R3	1312-0	1309-4	1301-4
R2	1304-4	1304-4	1300-7
R1	1302-0	1302-0	1300-2	1303-2
PP	1297-0	1297-0	1297-0	1297-5
S1	1294-4	1294-4	1298-6	1295-6
S2	1289-4	1289-4	1298-1
S3	1282-0	1287-0	1297-4
S4	1274-4	1279-4	1295-3

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	1299-4	1281-0	18-4	1.4%	9-3	0.7%	100%	True	False	22,430
10	1299-4	1268-0	31-4	2.4%	9-0	0.7%	100%	True	False	22,669
20	1299-4	1226-4	73-0	5.6%	9-5	0.7%	100%	True	False	20,174
40	1299-4	1170-0	129-4	10.0%	10-3	0.8%	100%	True	False	16,751

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	True
Bear Hook	False
Bull Hook	False
Stretch	1-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1331-3
2.618	1319-1
1.618	1311-5
1.000	1307-0
0.618	1304-1
HIGH	1299-4
0.618	1296-5
0.500	1295-6
0.382	1294-7
LOW	1292-0
0.618	1287-3
1.000	1284-4
1.618	1279-7
2.618	1272-3
4.250	1260-1

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	1298-2	1296-3
PP	1297-0	1293-3
S1	1295-6	1290-2

Download as Excel Spreadsheet

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

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