CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 1322-0 1328-2 6-2 0.5% 1327-4
High 1339-4 1335-0 -4-4 -0.3% 1333-0
Low 1321-0 1325-0 4-0 0.3% 1304-2
Close 1329-4 1327-6 -1-6 -0.1% 1322-4
Range 18-4 10-0 -8-4 -45.9% 28-6
ATR 15-2 14-7 -0-3 -2.5% 0-0
Volume 25,305 31,466 6,161 24.3% 137,519
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 1359-2 1353-4 1333-2
R3 1349-2 1343-4 1330-4
R2 1339-2 1339-2 1329-5
R1 1333-4 1333-4 1328-5 1331-3
PP 1329-2 1329-2 1329-2 1328-2
S1 1323-4 1323-4 1326-7 1321-3
S2 1319-2 1319-2 1325-7
S3 1309-2 1313-4 1325-0
S4 1299-2 1303-4 1322-2
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% 15-6 1.2% 67% False False 28,571
10 1339-4 1304-2 35-2 2.7% 15-1 1.1% 67% False False 28,384
20 1339-4 1278-2 61-2 4.6% 14-0 1.1% 81% False False 27,478
40 1339-4 1194-0 145-4 11.0% 14-2 1.1% 92% False False 22,041
60 1339-4 1163-4 176-0 13.3% 16-5 1.2% 93% False False 18,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1377-4
2.618 1361-1
1.618 1351-1
1.000 1345-0
0.618 1341-1
HIGH 1335-0
0.618 1331-1
0.500 1330-0
0.382 1328-7
LOW 1325-0
0.618 1318-7
1.000 1315-0
1.618 1308-7
2.618 1298-7
4.250 1282-4
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 1330-0 1327-0
PP 1329-2 1326-2
S1 1328-4 1325-4

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

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