CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	1291-2	1296-6	5-4	0.4%	1294-6
High	1299-6	1315-0	15-2	1.2%	1315-0
Low	1290-4	1295-2	4-6	0.4%	1282-0
Close	1299-4	1305-2	5-6	0.4%	1305-2
Range	9-2	19-6	10-4	113.5%	33-0
ATR	14-2	14-5	0-3	2.8%	0-0
Volume	25,286	28,866	3,580	14.2%	121,779

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1364-3	1354-5	1316-1
R3	1344-5	1334-7	1310-5
R2	1324-7	1324-7	1308-7
R1	1315-1	1315-1	1307-0	1320-0
PP	1305-1	1305-1	1305-1	1307-5
S1	1295-3	1295-3	1303-4	1300-2
S2	1285-3	1285-3	1301-5
S3	1265-5	1275-5	1299-7
S4	1245-7	1255-7	1294-3

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1399-6	1385-4	1323-3
R3	1366-6	1352-4	1314-3
R2	1333-6	1333-6	1311-2
R1	1319-4	1319-4	1308-2	1326-5
PP	1300-6	1300-6	1300-6	1304-2
S1	1286-4	1286-4	1302-2	1293-5
S2	1267-6	1267-6	1299-2
S3	1234-6	1253-4	1296-1
S4	1201-6	1220-4	1287-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1315-0	1282-0	33-0	2.5%	13-0	1.0%	70%	True	False	24,355
10	1315-0	1267-2	47-6	3.7%	13-0	1.0%	80%	True	False	23,485
20	1315-0	1225-6	89-2	6.8%	13-4	1.0%	89%	True	False	20,905
40	1315-0	1163-4	151-4	11.6%	16-4	1.3%	94%	True	False	17,280

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	3-4
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1399-0
2.618	1366-6
1.618	1347-0
1.000	1334-6
0.618	1327-2
HIGH	1315-0
0.618	1307-4
0.500	1305-1
0.382	1302-6
LOW	1295-2
0.618	1283-0
1.000	1275-4
1.618	1263-2
2.618	1243-4
4.250	1211-2

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	1305-2	1303-6
PP	1305-1	1302-2
S1	1305-1	1300-6

Download as Excel Spreadsheet

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

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