CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	1291-6	1294-6	3-0	0.2%	1268-0
High	1298-0	1299-4	1-4	0.1%	1298-0
Low	1287-4	1287-2	-0-2	0.0%	1267-2
Close	1298-0	1289-0	-9-0	-0.7%	1298-0
Range	10-4	12-2	1-6	16.7%	30-6
ATR	15-2	15-0	-0-2	-1.4%	0-0
Volume	19,239	21,814	2,575	13.4%	113,074

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1328-5	1321-1	1295-6
R3	1316-3	1308-7	1292-3
R2	1304-1	1304-1	1291-2
R1	1296-5	1296-5	1290-1	1294-2
PP	1291-7	1291-7	1291-7	1290-6
S1	1284-3	1284-3	1287-7	1282-0
S2	1279-5	1279-5	1286-6
S3	1267-3	1272-1	1285-5
S4	1255-1	1259-7	1282-2

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	1299-4	1278-2	21-2	1.6%	12-3	1.0%	51%	True	False	22,754
10	1299-4	1251-0	48-4	3.8%	12-5	1.0%	78%	True	False	20,690
20	1299-4	1225-6	73-6	5.7%	14-0	1.1%	86%	True	False	18,981
40	1299-4	1163-4	136-0	10.6%	17-4	1.4%	92%	True	False	15,646

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1351-4
2.618	1331-5
1.618	1319-3
1.000	1311-6
0.618	1307-1
HIGH	1299-4
0.618	1294-7
0.500	1293-3
0.382	1291-7
LOW	1287-2
0.618	1279-5
1.000	1275-0
1.618	1267-3
2.618	1255-1
4.250	1235-2

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	1293-3	1289-0
PP	1291-7	1288-7
S1	1290-4	1288-7

Download as Excel Spreadsheet

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

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