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.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.