CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 1303-2 1360-0 56-6 4.4% 1322-0
High 1370-0 1395-4 25-4 1.9% 1370-0
Low 1303-0 1360-0 57-0 4.4% 1298-6
Close 1358-0 1385-2 27-2 2.0% 1358-0
Range 67-0 35-4 -31-4 -47.0% 71-2
ATR 19-6 21-0 1-2 6.5% 0-0
Volume 41,486 84,115 42,629 102.8% 165,220
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 1486-6 1471-4 1404-6
R3 1451-2 1436-0 1395-0
R2 1415-6 1415-6 1391-6
R1 1400-4 1400-4 1388-4 1408-1
PP 1380-2 1380-2 1380-2 1384-0
S1 1365-0 1365-0 1382-0 1372-5
S2 1344-6 1344-6 1378-6
S3 1309-2 1329-4 1375-4
S4 1273-6 1294-0 1365-6
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1556-0 1528-2 1397-2
R3 1484-6 1457-0 1377-5
R2 1413-4 1413-4 1371-0
R1 1385-6 1385-6 1364-4 1399-5
PP 1342-2 1342-2 1342-2 1349-2
S1 1314-4 1314-4 1351-4 1328-3
S2 1271-0 1271-0 1345-0
S3 1199-6 1243-2 1338-3
S4 1128-4 1172-0 1318-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1395-4 1298-6 96-6 7.0% 31-6 2.3% 89% True False 44,806
10 1395-4 1298-6 96-6 7.0% 25-0 1.8% 89% True False 36,114
20 1395-4 1282-0 113-4 8.2% 19-0 1.4% 91% True False 32,381
40 1395-4 1225-6 169-6 12.3% 16-4 1.2% 94% True False 25,681
60 1395-4 1163-4 232-0 16.7% 18-0 1.3% 96% True False 21,224
Crabel Price Patterns
NR True
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 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1546-3
2.618 1488-4
1.618 1453-0
1.000 1431-0
0.618 1417-4
HIGH 1395-4
0.618 1382-0
0.500 1377-6
0.382 1373-4
LOW 1360-0
0.618 1338-0
1.000 1324-4
1.618 1302-4
2.618 1267-0
4.250 1209-1
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 1382-6 1372-4
PP 1380-2 1359-7
S1 1377-6 1347-1

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

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