CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 1285-2 1291-6 6-4 0.5% 1268-0
High 1294-6 1298-0 3-2 0.3% 1298-0
Low 1278-2 1287-4 9-2 0.7% 1267-2
Close 1294-2 1298-0 3-6 0.3% 1298-0
Range 16-4 10-4 -6-0 -36.4% 30-6
ATR 15-5 15-2 -0-3 -2.3% 0-0
Volume 31,203 19,239 -11,964 -38.3% 113,074
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1326-0 1322-4 1303-6
R3 1315-4 1312-0 1300-7
R2 1305-0 1305-0 1299-7
R1 1301-4 1301-4 1299-0 1303-2
PP 1294-4 1294-4 1294-4 1295-3
S1 1291-0 1291-0 1297-0 1292-6
S2 1284-0 1284-0 1296-1
S3 1273-4 1280-4 1295-1
S4 1263-0 1270-0 1292-2
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1380-0 1369-6 1314-7
R3 1349-2 1339-0 1306-4
R2 1318-4 1318-4 1303-5
R1 1308-2 1308-2 1300-7 1313-3
PP 1287-6 1287-6 1287-6 1290-2
S1 1277-4 1277-4 1295-1 1282-5
S2 1257-0 1257-0 1292-3
S3 1226-2 1246-6 1289-4
S4 1195-4 1216-0 1281-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1298-0 1267-2 30-6 2.4% 13-0 1.0% 100% True False 22,614
10 1298-0 1251-0 47-0 3.6% 12-7 1.0% 100% True False 20,326
20 1298-0 1220-0 78-0 6.0% 14-3 1.1% 100% True False 18,527
40 1298-0 1163-4 134-4 10.4% 17-6 1.4% 100% True False 15,338
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 3-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1342-5
2.618 1325-4
1.618 1315-0
1.000 1308-4
0.618 1304-4
HIGH 1298-0
0.618 1294-0
0.500 1292-6
0.382 1291-4
LOW 1287-4
0.618 1281-0
1.000 1277-0
1.618 1270-4
2.618 1260-0
4.250 1242-7
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 1296-2 1294-6
PP 1294-4 1291-3
S1 1292-6 1288-1

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

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