CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1297-6 |
1311-0 |
13-2 |
1.0% |
1294-6 |
| High |
1313-0 |
1319-4 |
6-4 |
0.5% |
1315-0 |
| Low |
1297-0 |
1310-0 |
13-0 |
1.0% |
1282-0 |
| Close |
1311-4 |
1311-0 |
-0-4 |
0.0% |
1305-2 |
| Range |
16-0 |
9-4 |
-6-4 |
-40.6% |
33-0 |
| ATR |
14-3 |
14-1 |
-0-3 |
-2.4% |
0-0 |
| Volume |
22,384 |
32,230 |
9,846 |
44.0% |
121,779 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1342-0 |
1336-0 |
1316-2 |
|
| R3 |
1332-4 |
1326-4 |
1313-5 |
|
| R2 |
1323-0 |
1323-0 |
1312-6 |
|
| R1 |
1317-0 |
1317-0 |
1311-7 |
1315-6 |
| PP |
1313-4 |
1313-4 |
1313-4 |
1312-7 |
| S1 |
1307-4 |
1307-4 |
1310-1 |
1306-2 |
| S2 |
1304-0 |
1304-0 |
1309-2 |
|
| S3 |
1294-4 |
1298-0 |
1308-3 |
|
| S4 |
1285-0 |
1288-4 |
1305-6 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1359-7 |
|
2.618 |
1344-3 |
|
1.618 |
1334-7 |
|
1.000 |
1329-0 |
|
0.618 |
1325-3 |
|
HIGH |
1319-4 |
|
0.618 |
1315-7 |
|
0.500 |
1314-6 |
|
0.382 |
1313-5 |
|
LOW |
1310-0 |
|
0.618 |
1304-1 |
|
1.000 |
1300-4 |
|
1.618 |
1294-5 |
|
2.618 |
1285-1 |
|
4.250 |
1269-5 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1314-6 |
1310-1 |
| PP |
1313-4 |
1309-1 |
| S1 |
1312-2 |
1308-2 |
|