CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	1305-0	1313-0	8-0	0.6%	1297-0
High	1312-0	1319-0	7-0	0.5%	1315-0
Low	1305-0	1311-0	6-0	0.5%	1281-0
Close	1311-4	1311-0	-0-4	0.0%	1305-2
Range	7-0	8-0	1-0	14.3%	34-0
ATR	11-2	11-0	-0-2	-2.0%	0-0
Volume	22,384	32,230	9,846	44.0%	121,779

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1337-5	1332-3	1315-3
R3	1329-5	1324-3	1313-2
R2	1321-5	1321-5	1312-4
R1	1316-3	1316-3	1311-6	1315-0
PP	1313-5	1313-5	1313-5	1313-0
S1	1308-3	1308-3	1310-2	1307-0
S2	1305-5	1305-5	1309-4
S3	1297-5	1300-3	1308-6
S4	1289-5	1292-3	1306-5

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	1319-0	1292-0	27-0	2.1%	9-6	0.7%	70%	True	False	31,528
10	1319-0	1281-0	38-0	2.9%	9-5	0.7%	79%	True	False	27,571
20	1319-0	1252-4	66-4	5.1%	8-7	0.7%	88%	True	False	23,471
40	1319-0	1180-0	139-0	10.6%	10-0	0.8%	94%	True	False	18,480

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	False
Bear Hook	False
Bull Hook	False
Stretch	1-6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1353-0
2.618	1340-0
1.618	1332-0
1.000	1327-0
0.618	1324-0
HIGH	1319-0
0.618	1316-0
0.500	1315-0
0.382	1314-0
LOW	1311-0
0.618	1306-0
1.000	1303-0
1.618	1298-0
2.618	1290-0
4.250	1277-0

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	1315-0	1310-1
PP	1313-5	1309-3
S1	1312-3	1308-4

Download as Excel Spreadsheet

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

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