CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	1311-0	1325-0	14-0	1.1%	1305-0
High	1327-6	1333-0	5-2	0.4%	1333-0
Low	1311-0	1321-6	10-6	0.8%	1297-0
Close	1326-2	1328-2	2-0	0.2%	1328-2
Range	16-6	11-2	-5-4	-32.8%	36-0
ATR	14-2	14-0	-0-2	-1.5%	0-0
Volume	29,271	28,049	-1,222	-4.2%	160,811

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1361-3	1356-1	1334-4
R3	1350-1	1344-7	1331-3
R2	1338-7	1338-7	1330-2
R1	1333-5	1333-5	1329-2	1336-2
PP	1327-5	1327-5	1327-5	1329-0
S1	1322-3	1322-3	1327-2	1325-0
S2	1316-3	1316-3	1326-2
S3	1305-1	1311-1	1325-1
S4	1293-7	1299-7	1322-0

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1427-3	1413-7	1348-0
R3	1391-3	1377-7	1338-1
R2	1355-3	1355-3	1334-7
R1	1341-7	1341-7	1331-4	1348-5
PP	1319-3	1319-3	1319-3	1322-6
S1	1305-7	1305-7	1325-0	1312-5
S2	1283-3	1283-3	1321-5
S3	1247-3	1269-7	1318-3
S4	1211-3	1233-7	1308-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1333-0	1297-0	36-0	2.7%	12-7	1.0%	87%	True	False	32,162
10	1333-0	1282-0	51-0	3.8%	12-7	1.0%	91%	True	False	28,259
20	1333-0	1251-0	82-0	6.2%	12-7	1.0%	94%	True	False	24,292
40	1333-0	1179-4	153-4	11.6%	14-7	1.1%	97%	True	False	19,318

Crabel Price Patterns
NR	True
NR4	False
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	2-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1380-6
2.618	1362-4
1.618	1351-2
1.000	1344-2
0.618	1340-0
HIGH	1333-0
0.618	1328-6
0.500	1327-3
0.382	1326-0
LOW	1321-6
0.618	1314-6
1.000	1310-4
1.618	1303-4
2.618	1292-2
4.250	1274-0

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	1328-0	1326-0
PP	1327-5	1323-6
S1	1327-3	1321-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols