CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1316-6 |
1311-4 |
-5-2 |
-0.4% |
1327-4 |
| High |
1322-0 |
1330-0 |
8-0 |
0.6% |
1333-0 |
| Low |
1304-2 |
1311-4 |
7-2 |
0.6% |
1304-2 |
| Close |
1311-6 |
1322-4 |
10-6 |
0.8% |
1322-4 |
| Range |
17-6 |
18-4 |
0-6 |
4.2% |
28-6 |
| ATR |
14-6 |
15-0 |
0-2 |
1.8% |
0-0 |
| Volume |
28,196 |
26,107 |
-2,089 |
-7.4% |
137,519 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1376-7 |
1368-1 |
1332-5 |
|
| R3 |
1358-3 |
1349-5 |
1327-5 |
|
| R2 |
1339-7 |
1339-7 |
1325-7 |
|
| R1 |
1331-1 |
1331-1 |
1324-2 |
1335-4 |
| PP |
1321-3 |
1321-3 |
1321-3 |
1323-4 |
| S1 |
1312-5 |
1312-5 |
1320-6 |
1317-0 |
| S2 |
1302-7 |
1302-7 |
1319-1 |
|
| S3 |
1284-3 |
1294-1 |
1317-3 |
|
| S4 |
1265-7 |
1275-5 |
1312-3 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1406-1 |
1393-1 |
1338-2 |
|
| R3 |
1377-3 |
1364-3 |
1330-3 |
|
| R2 |
1348-5 |
1348-5 |
1327-6 |
|
| R1 |
1335-5 |
1335-5 |
1325-1 |
1327-6 |
| PP |
1319-7 |
1319-7 |
1319-7 |
1316-0 |
| S1 |
1306-7 |
1306-7 |
1319-7 |
1299-0 |
| S2 |
1291-1 |
1291-1 |
1317-2 |
|
| S3 |
1262-3 |
1278-1 |
1314-5 |
|
| S4 |
1233-5 |
1249-3 |
1306-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1333-0 |
1304-2 |
28-6 |
2.2% |
17-0 |
1.3% |
63% |
False |
False |
27,503 |
| 10 |
1333-0 |
1297-0 |
36-0 |
2.7% |
15-0 |
1.1% |
71% |
False |
False |
29,833 |
| 20 |
1333-0 |
1267-2 |
65-6 |
5.0% |
14-0 |
1.1% |
84% |
False |
False |
26,659 |
| 40 |
1333-0 |
1193-0 |
140-0 |
10.6% |
14-4 |
1.1% |
93% |
False |
False |
21,172 |
| 60 |
1333-0 |
1163-4 |
169-4 |
12.8% |
16-6 |
1.3% |
94% |
False |
False |
17,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1408-5 |
|
2.618 |
1378-3 |
|
1.618 |
1359-7 |
|
1.000 |
1348-4 |
|
0.618 |
1341-3 |
|
HIGH |
1330-0 |
|
0.618 |
1322-7 |
|
0.500 |
1320-6 |
|
0.382 |
1318-5 |
|
LOW |
1311-4 |
|
0.618 |
1300-1 |
|
1.000 |
1293-0 |
|
1.618 |
1281-5 |
|
2.618 |
1263-1 |
|
4.250 |
1232-7 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1321-7 |
1320-6 |
| PP |
1321-3 |
1318-7 |
| S1 |
1320-6 |
1317-1 |
|