CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 1326-0 1306-2 -19-6 -1.5% 1305-0
High 1327-6 1320-0 -7-6 -0.6% 1333-0
Low 1304-4 1306-2 1-6 0.1% 1297-0
Close 1307-2 1317-6 10-4 0.8% 1328-2
Range 23-2 13-6 -9-4 -40.9% 36-0
ATR 14-5 14-4 0-0 -0.4% 0-0
Volume 25,723 31,782 6,059 23.6% 160,811
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 1355-7 1350-5 1325-2
R3 1342-1 1336-7 1321-4
R2 1328-3 1328-3 1320-2
R1 1323-1 1323-1 1319-0 1325-6
PP 1314-5 1314-5 1314-5 1316-0
S1 1309-3 1309-3 1316-4 1312-0
S2 1300-7 1300-7 1315-2
S3 1287-1 1295-5 1314-0
S4 1273-3 1281-7 1310-2
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% 15-3 1.2% 46% False False 28,107
10 1333-0 1290-4 42-4 3.2% 14-2 1.1% 64% False False 29,817
20 1333-0 1257-4 75-4 5.7% 13-2 1.0% 80% False False 25,846
40 1333-0 1193-0 140-0 10.6% 14-3 1.1% 89% False False 20,540
60 1333-0 1163-4 169-4 12.9% 16-6 1.3% 91% False False 17,197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1378-4
2.618 1356-0
1.618 1342-2
1.000 1333-6
0.618 1328-4
HIGH 1320-0
0.618 1314-6
0.500 1313-1
0.382 1311-4
LOW 1306-2
0.618 1297-6
1.000 1292-4
1.618 1284-0
2.618 1270-2
4.250 1247-6
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 1316-2 1318-6
PP 1314-5 1318-3
S1 1313-1 1318-1

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

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