CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	1311-0	1311-0	0-0	0.0%	1294-6
High	1319-4	1327-6	8-2	0.6%	1315-0
Low	1310-0	1311-0	1-0	0.1%	1282-0
Close	1311-0	1326-2	15-2	1.2%	1305-2
Range	9-4	16-6	7-2	76.3%	33-0
ATR	14-1	14-2	0-2	1.4%	0-0
Volume	32,230	29,271	-2,959	-9.2%	121,779

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1371-7	1365-7	1335-4
R3	1355-1	1349-1	1330-7
R2	1338-3	1338-3	1329-3
R1	1332-3	1332-3	1327-6	1335-3
PP	1321-5	1321-5	1321-5	1323-2
S1	1315-5	1315-5	1324-6	1318-5
S2	1304-7	1304-7	1323-1
S3	1288-1	1298-7	1321-5
S4	1271-3	1282-1	1317-0

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	1327-6	1295-2	32-4	2.5%	14-4	1.1%	95%	True	False	32,325
10	1327-6	1282-0	45-6	3.4%	12-7	1.0%	97%	True	False	27,378
20	1327-6	1245-0	82-6	6.2%	13-1	1.0%	98%	True	False	23,943
40	1327-6	1179-4	148-2	11.2%	14-7	1.1%	99%	True	False	18,912

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2-5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1399-0
2.618	1371-5
1.618	1354-7
1.000	1344-4
0.618	1338-1
HIGH	1327-6
0.618	1321-3
0.500	1319-3
0.382	1317-3
LOW	1311-0
0.618	1300-5
1.000	1294-2
1.618	1283-7
2.618	1267-1
4.250	1239-6

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	1324-0	1321-5
PP	1321-5	1317-0
S1	1319-3	1312-3

Download as Excel Spreadsheet

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

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