CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1324-0 |
1325-0 |
1-0 |
0.1% |
1300-0 |
High |
1332-0 |
1330-4 |
-1-4 |
-0.1% |
1332-0 |
Low |
1324-0 |
1324-4 |
0-4 |
0.0% |
1298-0 |
Close |
1328-2 |
1325-4 |
-2-6 |
-0.2% |
1328-2 |
Range |
8-0 |
6-0 |
-2-0 |
-25.0% |
34-0 |
ATR |
11-0 |
10-6 |
-0-3 |
-3.3% |
0-0 |
Volume |
28,049 |
25,711 |
-2,338 |
-8.3% |
160,811 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1344-7 |
1341-1 |
1328-6 |
|
R3 |
1338-7 |
1335-1 |
1327-1 |
|
R2 |
1332-7 |
1332-7 |
1326-5 |
|
R1 |
1329-1 |
1329-1 |
1326-0 |
1331-0 |
PP |
1326-7 |
1326-7 |
1326-7 |
1327-6 |
S1 |
1323-1 |
1323-1 |
1325-0 |
1325-0 |
S2 |
1320-7 |
1320-7 |
1324-3 |
|
S3 |
1314-7 |
1317-1 |
1323-7 |
|
S4 |
1308-7 |
1311-1 |
1322-2 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1421-3 |
1408-7 |
1347-0 |
|
R3 |
1387-3 |
1374-7 |
1337-5 |
|
R2 |
1353-3 |
1353-3 |
1334-4 |
|
R1 |
1340-7 |
1340-7 |
1331-3 |
1347-1 |
PP |
1319-3 |
1319-3 |
1319-3 |
1322-4 |
S1 |
1306-7 |
1306-7 |
1325-1 |
1313-1 |
S2 |
1285-3 |
1285-3 |
1322-0 |
|
S3 |
1251-3 |
1272-7 |
1318-7 |
|
S4 |
1217-3 |
1238-7 |
1309-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1332-0 |
1305-0 |
27-0 |
2.0% |
7-1 |
0.5% |
76% |
False |
False |
27,529 |
10 |
1332-0 |
1281-0 |
51-0 |
3.8% |
8-6 |
0.7% |
87% |
False |
False |
28,648 |
20 |
1332-0 |
1254-0 |
78-0 |
5.9% |
8-7 |
0.7% |
92% |
False |
False |
24,669 |
40 |
1332-0 |
1193-4 |
138-4 |
10.4% |
10-0 |
0.8% |
95% |
False |
False |
19,689 |
60 |
1332-0 |
1162-0 |
170-0 |
12.8% |
10-5 |
0.8% |
96% |
False |
False |
16,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1356-0 |
2.618 |
1346-2 |
1.618 |
1340-2 |
1.000 |
1336-4 |
0.618 |
1334-2 |
HIGH |
1330-4 |
0.618 |
1328-2 |
0.500 |
1327-4 |
0.382 |
1326-6 |
LOW |
1324-4 |
0.618 |
1320-6 |
1.000 |
1318-4 |
1.618 |
1314-6 |
2.618 |
1308-6 |
4.250 |
1299-0 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1327-4 |
1325-6 |
PP |
1326-7 |
1325-5 |
S1 |
1326-1 |
1325-5 |
|