CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1328-2 1327-4 -0-6 -0.1% 1327-4
High 1335-0 1335-4 0-4 0.0% 1333-0
Low 1325-0 1317-4 -7-4 -0.6% 1304-2
Close 1327-6 1320-4 -7-2 -0.5% 1322-4
Range 10-0 18-0 8-0 80.0% 28-6
ATR 14-7 15-1 0-2 1.5% 0-0
Volume 31,466 34,508 3,042 9.7% 137,519
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1378-4 1367-4 1330-3
R3 1360-4 1349-4 1325-4
R2 1342-4 1342-4 1323-6
R1 1331-4 1331-4 1322-1 1328-0
PP 1324-4 1324-4 1324-4 1322-6
S1 1313-4 1313-4 1318-7 1310-0
S2 1306-4 1306-4 1317-2
S3 1288-4 1295-4 1315-4
S4 1270-4 1277-4 1310-5
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% 16-4 1.3% 46% False False 29,116
10 1339-4 1304-2 35-2 2.7% 16-0 1.2% 46% False False 28,611
20 1339-4 1278-2 61-2 4.6% 14-3 1.1% 69% False False 28,091
40 1339-4 1203-2 136-2 10.3% 14-4 1.1% 86% False False 22,625
60 1339-4 1163-4 176-0 13.3% 16-5 1.3% 89% False False 19,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1412-0
2.618 1382-5
1.618 1364-5
1.000 1353-4
0.618 1346-5
HIGH 1335-4
0.618 1328-5
0.500 1326-4
0.382 1324-3
LOW 1317-4
0.618 1306-3
1.000 1299-4
1.618 1288-3
2.618 1270-3
4.250 1241-0
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 1326-4 1328-4
PP 1324-4 1325-7
S1 1322-4 1323-1

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

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