CME Soybeans Future November 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	1327-4	1326-0	-1-4	-0.1%	1305-0
High	1333-0	1327-6	-5-2	-0.4%	1333-0
Low	1321-0	1304-4	-16-4	-1.2%	1297-0
Close	1325-4	1307-2	-18-2	-1.4%	1328-2
Range	12-0	23-2	11-2	93.8%	36-0
ATR	13-7	14-5	0-5	4.8%	0-0
Volume	25,711	25,723	12	0.0%	160,811

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1382-7	1368-3	1320-0
R3	1359-5	1345-1	1313-5
R2	1336-3	1336-3	1311-4
R1	1321-7	1321-7	1309-3	1317-4
PP	1313-1	1313-1	1313-1	1311-0
S1	1298-5	1298-5	1305-1	1294-2
S2	1289-7	1289-7	1303-0
S3	1266-5	1275-3	1300-7
S4	1243-3	1252-1	1294-4

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	1304-4	28-4	2.2%	14-4	1.1%	10%	False	True	28,196
10	1333-0	1286-4	46-4	3.6%	13-6	1.1%	45%	False	False	29,227
20	1333-0	1252-2	80-6	6.2%	13-1	1.0%	68%	False	False	25,206
40	1333-0	1193-0	140-0	10.7%	14-5	1.1%	82%	False	False	20,072

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-2
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1426-4
2.618	1388-5
1.618	1365-3
1.000	1351-0
0.618	1342-1
HIGH	1327-6
0.618	1318-7
0.500	1316-1
0.382	1313-3
LOW	1304-4
0.618	1290-1
1.000	1281-2
1.618	1266-7
2.618	1243-5
4.250	1205-6

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	1316-1	1318-6
PP	1313-1	1314-7
S1	1310-2	1311-1

Download as Excel Spreadsheet

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

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