CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	1325-0	1327-4	2-4	0.2%	1305-0
High	1333-0	1333-0	0-0	0.0%	1333-0
Low	1321-6	1321-0	-0-6	-0.1%	1297-0
Close	1328-2	1325-4	-2-6	-0.2%	1328-2
Range	11-2	12-0	0-6	6.7%	36-0
ATR	14-0	13-7	-0-1	-1.0%	0-0
Volume	28,049	25,711	-2,338	-8.3%	160,811

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1362-4	1356-0	1332-1
R3	1350-4	1344-0	1328-6
R2	1338-4	1338-4	1327-6
R1	1332-0	1332-0	1326-5	1329-2
PP	1326-4	1326-4	1326-4	1325-1
S1	1320-0	1320-0	1324-3	1317-2
S2	1314-4	1314-4	1323-2
S3	1302-4	1308-0	1322-2
S4	1290-4	1296-0	1318-7

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%	13-1	1.0%	79%	True	False	27,529
10	1333-0	1282-0	51-0	3.8%	12-7	1.0%	85%	True	False	28,648
20	1333-0	1251-0	82-0	6.2%	12-6	1.0%	91%	True	False	24,669
40	1333-0	1187-4	145-4	11.0%	14-5	1.1%	95%	True	False	19,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1384-0
2.618	1364-3
1.618	1352-3
1.000	1345-0
0.618	1340-3
HIGH	1333-0
0.618	1328-3
0.500	1327-0
0.382	1325-5
LOW	1321-0
0.618	1313-5
1.000	1309-0
1.618	1301-5
2.618	1289-5
4.250	1270-0

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	1327-0	1324-3
PP	1326-4	1323-1
S1	1326-0	1322-0

Download as Excel Spreadsheet

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

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