CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 1305-0 1297-6 -7-2 -0.6% 1294-6
High 1308-0 1313-0 5-0 0.4% 1315-0
Low 1297-2 1297-0 -0-2 0.0% 1282-0
Close 1299-4 1311-4 12-0 0.9% 1305-2
Range 10-6 16-0 5-2 48.8% 33-0
ATR 14-3 14-3 0-1 0.8% 0-0
Volume 48,877 22,384 -26,493 -54.2% 121,779
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1355-1 1349-3 1320-2
R3 1339-1 1333-3 1315-7
R2 1323-1 1323-1 1314-3
R1 1317-3 1317-3 1313-0 1320-2
PP 1307-1 1307-1 1307-1 1308-5
S1 1301-3 1301-3 1310-0 1304-2
S2 1291-1 1291-1 1308-5
S3 1275-1 1285-3 1307-1
S4 1259-1 1269-3 1302-6
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 1286-4 28-4 2.2% 13-0 1.0% 88% False False 30,257
10 1315-0 1278-2 36-6 2.8% 13-0 1.0% 90% False False 26,573
20 1315-0 1245-0 70-0 5.3% 13-2 1.0% 95% False False 22,795
40 1315-0 1174-6 140-2 10.7% 15-2 1.2% 98% False False 18,127
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1381-0
2.618 1354-7
1.618 1338-7
1.000 1329-0
0.618 1322-7
HIGH 1313-0
0.618 1306-7
0.500 1305-0
0.382 1303-1
LOW 1297-0
0.618 1287-1
1.000 1281-0
1.618 1271-1
2.618 1255-1
4.250 1229-0
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1309-3 1309-3
PP 1307-1 1307-2
S1 1305-0 1305-1

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

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