CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	1287-6	1291-0	3-2	0.3%	1268-0
High	1296-0	1296-0	0-0	0.0%	1298-0
Low	1282-0	1286-4	4-4	0.4%	1267-2
Close	1293-2	1291-4	-1-6	-0.1%	1298-0
Range	14-0	9-4	-4-4	-32.1%	30-6
ATR	15-0	14-5	-0-3	-2.6%	0-0
Volume	19,938	25,875	5,937	29.8%	113,074

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1319-7	1315-1	1296-6
R3	1310-3	1305-5	1294-1
R2	1300-7	1300-7	1293-2
R1	1296-1	1296-1	1292-3	1298-4
PP	1291-3	1291-3	1291-3	1292-4
S1	1286-5	1286-5	1290-5	1289-0
S2	1281-7	1281-7	1289-6
S3	1272-3	1277-1	1288-7
S4	1262-7	1267-5	1286-2

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%	12-4	1.0%	62%	False	False	23,613
10	1299-4	1257-4	42-0	3.3%	12-1	0.9%	81%	False	False	21,875
20	1299-4	1225-6	73-6	5.7%	14-0	1.1%	89%	False	False	19,764
40	1299-4	1163-4	136-0	10.5%	16-5	1.3%	94%	False	False	16,385

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-6
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1336-3
2.618	1320-7
1.618	1311-3
1.000	1305-4
0.618	1301-7
HIGH	1296-0
0.618	1292-3
0.500	1291-2
0.382	1290-1
LOW	1286-4
0.618	1280-5
1.000	1277-0
1.618	1271-1
2.618	1261-5
4.250	1246-1

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	1291-3	1291-2
PP	1291-3	1291-0
S1	1291-2	1290-6

Download as Excel Spreadsheet

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

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