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 |
|
|
|
| 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 |
|