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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1319-4	1290-4	29-0	2.2%	13-0	1.0%	71%	True	False	31,528
10	1319-4	1278-2	41-2	3.1%	12-6	1.0%	79%	True	False	27,571
20	1319-4	1245-0	74-4	5.7%	13-1	1.0%	89%	True	False	23,471
40	1319-4	1178-6	140-6	10.7%	14-7	1.1%	94%	True	False	18,480

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

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

Download as Excel Spreadsheet

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

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