CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1325-0 |
1325-0 |
0-0 |
0.0% |
1300-0 |
| High |
1330-4 |
1312-4 |
-18-0 |
-1.4% |
1332-0 |
| Low |
1324-4 |
1305-0 |
-19-4 |
-1.5% |
1298-0 |
| Close |
1325-4 |
1307-2 |
-18-2 |
-1.4% |
1328-2 |
| Range |
6-0 |
7-4 |
1-4 |
25.0% |
34-0 |
| ATR |
10-6 |
11-3 |
0-6 |
6.5% |
0-0 |
| Volume |
25,711 |
25,723 |
12 |
0.0% |
160,811 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1330-6 |
1326-4 |
1311-3 |
|
| R3 |
1323-2 |
1319-0 |
1309-2 |
|
| R2 |
1315-6 |
1315-6 |
1308-5 |
|
| R1 |
1311-4 |
1311-4 |
1308-0 |
1309-7 |
| PP |
1308-2 |
1308-2 |
1308-2 |
1307-4 |
| S1 |
1304-0 |
1304-0 |
1306-4 |
1302-3 |
| S2 |
1300-6 |
1300-6 |
1305-7 |
|
| S3 |
1293-2 |
1296-4 |
1305-2 |
|
| S4 |
1285-6 |
1289-0 |
1303-1 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1421-3 |
1408-7 |
1347-0 |
|
| R3 |
1387-3 |
1374-7 |
1337-5 |
|
| R2 |
1353-3 |
1353-3 |
1334-4 |
|
| R1 |
1340-7 |
1340-7 |
1331-3 |
1347-1 |
| PP |
1319-3 |
1319-3 |
1319-3 |
1322-4 |
| S1 |
1306-7 |
1306-7 |
1325-1 |
1313-1 |
| S2 |
1285-3 |
1285-3 |
1322-0 |
|
| S3 |
1251-3 |
1272-7 |
1318-7 |
|
| S4 |
1217-3 |
1238-7 |
1309-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1332-0 |
1305-0 |
27-0 |
2.1% |
7-2 |
0.6% |
8% |
False |
True |
28,196 |
| 10 |
1332-0 |
1289-0 |
43-0 |
3.3% |
8-1 |
0.6% |
42% |
False |
False |
29,227 |
| 20 |
1332-0 |
1254-0 |
78-0 |
6.0% |
8-6 |
0.7% |
68% |
False |
False |
25,206 |
| 40 |
1332-0 |
1193-4 |
138-4 |
10.6% |
10-0 |
0.8% |
82% |
False |
False |
20,072 |
| 60 |
1332-0 |
1170-0 |
162-0 |
12.4% |
10-4 |
0.8% |
85% |
False |
False |
16,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1344-3 |
|
2.618 |
1332-1 |
|
1.618 |
1324-5 |
|
1.000 |
1320-0 |
|
0.618 |
1317-1 |
|
HIGH |
1312-4 |
|
0.618 |
1309-5 |
|
0.500 |
1308-6 |
|
0.382 |
1307-7 |
|
LOW |
1305-0 |
|
0.618 |
1300-3 |
|
1.000 |
1297-4 |
|
1.618 |
1292-7 |
|
2.618 |
1285-3 |
|
4.250 |
1273-1 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1308-6 |
1318-4 |
| PP |
1308-2 |
1314-6 |
| S1 |
1307-6 |
1311-0 |
|