CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	1300-0	1305-0	5-0	0.4%	1297-0
High	1305-0	1312-0	7-0	0.5%	1315-0
Low	1298-0	1305-0	7-0	0.5%	1281-0
Close	1299-4	1311-4	12-0	0.9%	1305-2
Range	7-0	7-0	0-0	0.0%	34-0
ATR	11-1	11-2	0-1	0.9%	0-0
Volume	48,877	22,384	-26,493	-54.2%	121,779

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1330-4	1328-0	1315-3
R3	1323-4	1321-0	1313-3
R2	1316-4	1316-4	1312-6
R1	1314-0	1314-0	1312-1	1315-2
PP	1309-4	1309-4	1309-4	1310-1
S1	1307-0	1307-0	1310-7	1308-2
S2	1302-4	1302-4	1310-2
S3	1295-4	1300-0	1309-5
S4	1288-4	1293-0	1307-5

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1402-3	1387-7	1324-0
R3	1368-3	1353-7	1314-5
R2	1334-3	1334-3	1311-4
R1	1319-7	1319-7	1308-3	1327-1
PP	1300-3	1300-3	1300-3	1304-0
S1	1285-7	1285-7	1302-1	1293-1
S2	1266-3	1266-3	1299-0
S3	1232-3	1251-7	1295-7
S4	1198-3	1217-7	1286-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1315-0	1289-0	26-0	2.0%	8-7	0.7%	87%	False	False	30,257
10	1315-0	1281-0	34-0	2.6%	9-5	0.7%	90%	False	False	26,573
20	1315-0	1252-4	62-4	4.8%	8-7	0.7%	94%	False	False	22,795
40	1315-0	1180-0	135-0	10.3%	10-1	0.8%	97%	False	False	18,127

Crabel Price Patterns
NR	False
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	2-0

Fibonacci Retracements and Extensions
4.250	1341-6
2.618	1330-3
1.618	1323-3
1.000	1319-0
0.618	1316-3
HIGH	1312-0
0.618	1309-3
0.500	1308-4
0.382	1307-5
LOW	1305-0
0.618	1300-5
1.000	1298-0
1.618	1293-5
2.618	1286-5
4.250	1275-2

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	1310-4	1309-4
PP	1309-4	1307-4
S1	1308-4	1305-4

Download as Excel Spreadsheet

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

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