CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 1326-0 1333-0 7-0 0.5% 1325-0
High 1326-4 1339-0 12-4 0.9% 1330-4
Low 1321-0 1328-0 7-0 0.5% 1305-0
Close 1322-4 1329-4 7-0 0.5% 1322-4
Range 5-4 11-0 5-4 100.0% 25-4
ATR 11-6 12-0 0-3 2.9% 0-0
Volume 26,107 25,305 -802 -3.1% 137,519
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 1365-1 1358-3 1335-4
R3 1354-1 1347-3 1332-4
R2 1343-1 1343-1 1331-4
R1 1336-3 1336-3 1330-4 1334-2
PP 1332-1 1332-1 1332-1 1331-1
S1 1325-3 1325-3 1328-4 1323-2
S2 1321-1 1321-1 1327-4
S3 1310-1 1314-3 1326-4
S4 1299-1 1303-3 1323-4
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1395-7 1384-5 1336-4
R3 1370-3 1359-1 1329-4
R2 1344-7 1344-7 1327-1
R1 1333-5 1333-5 1324-7 1326-4
PP 1319-3 1319-3 1319-3 1315-6
S1 1308-1 1308-1 1320-1 1301-0
S2 1293-7 1293-7 1317-7
S3 1268-3 1282-5 1315-4
S4 1242-7 1257-1 1308-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1339-0 1305-0 34-0 2.6% 8-4 0.6% 72% True False 27,422
10 1339-0 1305-0 34-0 2.6% 7-7 0.6% 72% True False 27,475
20 1339-0 1281-0 58-0 4.4% 8-6 0.7% 84% True False 26,868
40 1339-0 1193-4 145-4 10.9% 9-5 0.7% 93% True False 21,605
60 1339-0 1170-0 169-0 12.7% 10-3 0.8% 94% True False 18,189
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 0-0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1385-6
2.618 1367-6
1.618 1356-6
1.000 1350-0
0.618 1345-6
HIGH 1339-0
0.618 1334-6
0.500 1333-4
0.382 1332-2
LOW 1328-0
0.618 1321-2
1.000 1317-0
1.618 1310-2
2.618 1299-2
4.250 1281-2
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 1333-4 1327-0
PP 1332-1 1324-4
S1 1330-7 1322-0

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

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