CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1294-6 |
1287-6 |
-7-0 |
-0.5% |
1268-0 |
| High |
1299-4 |
1296-0 |
-3-4 |
-0.3% |
1298-0 |
| Low |
1287-2 |
1282-0 |
-5-2 |
-0.4% |
1267-2 |
| Close |
1289-0 |
1293-2 |
4-2 |
0.3% |
1298-0 |
| Range |
12-2 |
14-0 |
1-6 |
14.3% |
30-6 |
| ATR |
15-0 |
15-0 |
-0-1 |
-0.5% |
0-0 |
| Volume |
21,814 |
19,938 |
-1,876 |
-8.6% |
113,074 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1332-3 |
1326-7 |
1301-0 |
|
| R3 |
1318-3 |
1312-7 |
1297-1 |
|
| R2 |
1304-3 |
1304-3 |
1295-7 |
|
| R1 |
1298-7 |
1298-7 |
1294-4 |
1301-5 |
| PP |
1290-3 |
1290-3 |
1290-3 |
1291-6 |
| S1 |
1284-7 |
1284-7 |
1292-0 |
1287-5 |
| S2 |
1276-3 |
1276-3 |
1290-5 |
|
| S3 |
1262-3 |
1270-7 |
1289-3 |
|
| S4 |
1248-3 |
1256-7 |
1285-4 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1380-0 |
1369-6 |
1314-7 |
|
| R3 |
1349-2 |
1339-0 |
1306-4 |
|
| R2 |
1318-4 |
1318-4 |
1303-5 |
|
| R1 |
1308-2 |
1308-2 |
1300-7 |
1313-3 |
| PP |
1287-6 |
1287-6 |
1287-6 |
1290-2 |
| S1 |
1277-4 |
1277-4 |
1295-1 |
1282-5 |
| S2 |
1257-0 |
1257-0 |
1292-3 |
|
| S3 |
1226-2 |
1246-6 |
1289-4 |
|
| S4 |
1195-4 |
1216-0 |
1281-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1355-4 |
|
2.618 |
1332-5 |
|
1.618 |
1318-5 |
|
1.000 |
1310-0 |
|
0.618 |
1304-5 |
|
HIGH |
1296-0 |
|
0.618 |
1290-5 |
|
0.500 |
1289-0 |
|
0.382 |
1287-3 |
|
LOW |
1282-0 |
|
0.618 |
1273-3 |
|
1.000 |
1268-0 |
|
1.618 |
1259-3 |
|
2.618 |
1245-3 |
|
4.250 |
1222-4 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1291-7 |
1292-3 |
| PP |
1290-3 |
1291-5 |
| S1 |
1289-0 |
1290-6 |
|