CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	1296-6	1305-0	8-2	0.6%	1294-6
High	1315-0	1308-0	-7-0	-0.5%	1315-0
Low	1295-2	1297-2	2-0	0.2%	1282-0
Close	1305-2	1299-4	-5-6	-0.4%	1305-2
Range	19-6	10-6	-9-0	-45.6%	33-0
ATR	14-5	14-3	-0-2	-1.9%	0-0
Volume	28,866	48,877	20,011	69.3%	121,779

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1333-7	1327-3	1305-3
R3	1323-1	1316-5	1302-4
R2	1312-3	1312-3	1301-4
R1	1305-7	1305-7	1300-4	1303-6
PP	1301-5	1301-5	1301-5	1300-4
S1	1295-1	1295-1	1298-4	1293-0
S2	1290-7	1290-7	1297-4
S3	1280-1	1284-3	1296-4
S4	1269-3	1273-5	1293-5

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%	12-5	1.0%	53%	False	False	29,768
10	1315-0	1278-2	36-6	2.8%	12-4	1.0%	58%	False	False	26,261
20	1315-0	1242-4	72-4	5.6%	13-2	1.0%	79%	False	False	22,432
40	1315-0	1168-4	146-4	11.3%	15-4	1.2%	89%	False	False	18,088

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

Fibonacci Retracements and Extensions
4.250	1353-6
2.618	1336-1
1.618	1325-3
1.000	1318-6
0.618	1314-5
HIGH	1308-0
0.618	1303-7
0.500	1302-5
0.382	1301-3
LOW	1297-2
0.618	1290-5
1.000	1286-4
1.618	1279-7
2.618	1269-1
4.250	1251-4

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	1302-5	1302-6
PP	1301-5	1301-5
S1	1300-4	1300-5

Download as Excel Spreadsheet

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

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