CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 1327-4 1320-0 -7-4 -0.6% 1327-4
High 1335-4 1327-0 -8-4 -0.6% 1333-0
Low 1317-4 1298-6 -18-6 -1.4% 1304-2
Close 1320-4 1304-6 -15-6 -1.2% 1322-4
Range 18-0 28-2 10-2 56.9% 28-6
ATR 15-1 16-0 1-0 6.2% 0-0
Volume 34,508 32,455 -2,053 -5.9% 137,519
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 1394-7 1378-1 1320-2
R3 1366-5 1349-7 1312-4
R2 1338-3 1338-3 1309-7
R1 1321-5 1321-5 1307-3 1315-7
PP 1310-1 1310-1 1310-1 1307-2
S1 1293-3 1293-3 1302-1 1287-5
S2 1281-7 1281-7 1299-5
S3 1253-5 1265-1 1297-0
S4 1225-3 1236-7 1289-2
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 1298-6 40-6 3.1% 18-5 1.4% 15% False True 29,968
10 1339-4 1298-6 40-6 3.1% 17-1 1.3% 15% False True 28,930
20 1339-4 1282-0 57-4 4.4% 15-0 1.1% 40% False False 28,154
40 1339-4 1210-4 129-0 9.9% 14-6 1.1% 73% False False 23,147
60 1339-4 1163-4 176-0 13.5% 16-7 1.3% 80% False False 19,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1447-0
2.618 1401-0
1.618 1372-6
1.000 1355-2
0.618 1344-4
HIGH 1327-0
0.618 1316-2
0.500 1312-7
0.382 1309-4
LOW 1298-6
0.618 1281-2
1.000 1270-4
1.618 1253-0
2.618 1224-6
4.250 1178-6
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 1312-7 1317-1
PP 1310-1 1313-0
S1 1307-4 1308-7

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

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