CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 1311-4 1322-0 10-4 0.8% 1327-4
High 1330-0 1339-4 9-4 0.7% 1333-0
Low 1311-4 1321-0 9-4 0.7% 1304-2
Close 1322-4 1329-4 7-0 0.5% 1322-4
Range 18-4 18-4 0-0 0.0% 28-6
ATR 15-0 15-2 0-2 1.7% 0-0
Volume 26,107 25,305 -802 -3.1% 137,519
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 1385-4 1376-0 1339-5
R3 1367-0 1357-4 1334-5
R2 1348-4 1348-4 1332-7
R1 1339-0 1339-0 1331-2 1343-6
PP 1330-0 1330-0 1330-0 1332-3
S1 1320-4 1320-4 1327-6 1325-2
S2 1311-4 1311-4 1326-1
S3 1293-0 1302-0 1324-3
S4 1274-4 1283-4 1319-3
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 1339-4 1304-2 35-2 2.7% 18-3 1.4% 72% True False 27,422
10 1339-4 1297-0 42-4 3.2% 15-6 1.2% 76% True False 27,475
20 1339-4 1278-2 61-2 4.6% 14-1 1.1% 84% True False 26,868
40 1339-4 1193-0 146-4 11.0% 14-6 1.1% 93% True False 21,605
60 1339-4 1163-4 176-0 13.2% 16-6 1.3% 94% True False 18,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Fibonacci Retracements and Extensions
4.250 1418-1
2.618 1387-7
1.618 1369-3
1.000 1358-0
0.618 1350-7
HIGH 1339-4
0.618 1332-3
0.500 1330-2
0.382 1328-1
LOW 1321-0
0.618 1309-5
1.000 1302-4
1.618 1291-1
2.618 1272-5
4.250 1242-3
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 1330-2 1327-0
PP 1330-0 1324-3
S1 1329-6 1321-7

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

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