CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 1321-0 1349-0 28-0 2.1% 1333-0
High 1321-0 1369-0 48-0 3.6% 1369-0
Low 1300-0 1349-0 49-0 3.8% 1300-0
Close 1304-6 1358-0 53-2 4.1% 1358-0
Range 21-0 20-0 -1-0 -4.8% 69-0
ATR 12-4 16-2 3-6 29.5% 0-0
Volume 32,455 41,486 9,031 27.8% 165,220
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1418-5 1408-3 1369-0
R3 1398-5 1388-3 1363-4
R2 1378-5 1378-5 1361-5
R1 1368-3 1368-3 1359-7 1373-4
PP 1358-5 1358-5 1358-5 1361-2
S1 1348-3 1348-3 1356-1 1353-4
S2 1338-5 1338-5 1354-3
S3 1318-5 1328-3 1352-4
S4 1298-5 1308-3 1347-0
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1549-3 1522-5 1396-0
R3 1480-3 1453-5 1377-0
R2 1411-3 1411-3 1370-5
R1 1384-5 1384-5 1364-3 1398-0
PP 1342-3 1342-3 1342-3 1349-0
S1 1315-5 1315-5 1351-5 1329-0
S2 1273-3 1273-3 1345-3
S3 1204-3 1246-5 1339-0
S4 1135-3 1177-5 1320-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1369-0 1300-0 69-0 5.1% 14-5 1.1% 84% True False 33,044
10 1369-0 1300-0 69-0 5.1% 11-0 0.8% 84% True False 30,273
20 1369-0 1281-0 88-0 6.5% 10-1 0.7% 88% True False 29,266
40 1369-0 1224-0 145-0 10.7% 10-0 0.7% 92% True False 23,897
60 1369-0 1170-0 199-0 14.7% 10-5 0.8% 94% True False 19,981
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1454-0
2.618 1421-3
1.618 1401-3
1.000 1389-0
0.618 1381-3
HIGH 1369-0
0.618 1361-3
0.500 1359-0
0.382 1356-5
LOW 1349-0
0.618 1336-5
1.000 1329-0
1.618 1316-5
2.618 1296-5
4.250 1264-0
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 1359-0 1350-1
PP 1358-5 1342-3
S1 1358-3 1334-4

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

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