CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 1325-0 1311-0 -14-0 -1.1% 1300-0
High 1312-4 1318-4 6-0 0.5% 1332-0
Low 1305-0 1310-0 5-0 0.4% 1298-0
Close 1307-2 1317-6 10-4 0.8% 1328-2
Range 7-4 8-4 1-0 13.3% 34-0
ATR 11-3 11-3 0-0 -0.1% 0-0
Volume 25,723 31,782 6,059 23.6% 160,811
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 1340-7 1337-7 1322-3
R3 1332-3 1329-3 1320-1
R2 1323-7 1323-7 1319-2
R1 1320-7 1320-7 1318-4 1322-3
PP 1315-3 1315-3 1315-3 1316-2
S1 1312-3 1312-3 1317-0 1313-7
S2 1306-7 1306-7 1316-2
S3 1298-3 1303-7 1315-3
S4 1289-7 1295-3 1313-1
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 2.0% 7-3 0.6% 47% False False 28,107
10 1332-0 1292-0 40-0 3.0% 8-4 0.6% 64% False False 29,817
20 1332-0 1261-4 70-4 5.4% 8-6 0.7% 80% False False 25,846
40 1332-0 1193-4 138-4 10.5% 9-5 0.7% 90% False False 20,540
60 1332-0 1170-0 162-0 12.3% 10-4 0.8% 91% False False 17,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1354-5
2.618 1340-6
1.618 1332-2
1.000 1327-0
0.618 1323-6
HIGH 1318-4
0.618 1315-2
0.500 1314-2
0.382 1313-2
LOW 1310-0
0.618 1304-6
1.000 1301-4
1.618 1296-2
2.618 1287-6
4.250 1273-7
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 1316-5 1317-6
PP 1315-3 1317-6
S1 1314-2 1317-6

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

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