CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	1313-0	1320-0	7-0	0.5%	1297-0
High	1319-0	1326-2	7-2	0.5%	1315-0
Low	1311-0	1319-4	8-4	0.6%	1281-0
Close	1311-0	1326-2	15-2	1.2%	1305-2
Range	8-0	6-6	-1-2	-15.6%	34-0
ATR	11-0	11-2	0-2	2.8%	0-0
Volume	32,230	29,271	-2,959	-9.2%	121,779

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1344-2	1342-0	1330-0
R3	1337-4	1335-2	1328-1
R2	1330-6	1330-6	1327-4
R1	1328-4	1328-4	1326-7	1329-5
PP	1324-0	1324-0	1324-0	1324-4
S1	1321-6	1321-6	1325-5	1322-7
S2	1317-2	1317-2	1325-0
S3	1310-4	1315-0	1324-3
S4	1303-6	1308-2	1322-4

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	1326-2	1296-0	30-2	2.3%	9-4	0.7%	100%	True	False	32,325
10	1326-2	1281-0	45-2	3.4%	9-4	0.7%	100%	True	False	27,378
20	1326-2	1252-4	73-6	5.6%	8-6	0.7%	100%	True	False	23,943
40	1326-2	1180-0	146-2	11.0%	10-0	0.8%	100%	True	False	18,912

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1-5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1355-0
2.618	1343-7
1.618	1337-1
1.000	1333-0
0.618	1330-3
HIGH	1326-2
0.618	1323-5
0.500	1322-7
0.382	1322-1
LOW	1319-4
0.618	1315-3
1.000	1312-6
1.618	1308-5
2.618	1301-7
4.250	1290-6

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	1325-1	1322-6
PP	1324-0	1319-1
S1	1322-7	1315-5

Download as Excel Spreadsheet

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

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