CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1311-0 |
1308-0 |
-3-0 |
-0.2% |
1300-0 |
High |
1318-4 |
1315-0 |
-3-4 |
-0.3% |
1332-0 |
Low |
1310-0 |
1305-0 |
-5-0 |
-0.4% |
1298-0 |
Close |
1317-6 |
1311-6 |
-6-0 |
-0.5% |
1328-2 |
Range |
8-4 |
10-0 |
1-4 |
17.6% |
34-0 |
ATR |
11-3 |
11-4 |
0-1 |
0.9% |
0-0 |
Volume |
31,782 |
28,196 |
-3,586 |
-11.3% |
160,811 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1340-5 |
1336-1 |
1317-2 |
|
R3 |
1330-5 |
1326-1 |
1314-4 |
|
R2 |
1320-5 |
1320-5 |
1313-5 |
|
R1 |
1316-1 |
1316-1 |
1312-5 |
1318-3 |
PP |
1310-5 |
1310-5 |
1310-5 |
1311-6 |
S1 |
1306-1 |
1306-1 |
1310-7 |
1308-3 |
S2 |
1300-5 |
1300-5 |
1309-7 |
|
S3 |
1290-5 |
1296-1 |
1309-0 |
|
S4 |
1280-5 |
1286-1 |
1306-2 |
|
|
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 |
2.1% |
8-0 |
0.6% |
25% |
False |
True |
27,892 |
10 |
1332-0 |
1296-0 |
36-0 |
2.7% |
8-6 |
0.7% |
44% |
False |
False |
30,108 |
20 |
1332-0 |
1268-0 |
64-0 |
4.9% |
8-7 |
0.7% |
68% |
False |
False |
26,389 |
40 |
1332-0 |
1193-4 |
138-4 |
10.6% |
9-5 |
0.7% |
85% |
False |
False |
20,834 |
60 |
1332-0 |
1170-0 |
162-0 |
12.3% |
10-5 |
0.8% |
88% |
False |
False |
17,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1357-4 |
2.618 |
1341-1 |
1.618 |
1331-1 |
1.000 |
1325-0 |
0.618 |
1321-1 |
HIGH |
1315-0 |
0.618 |
1311-1 |
0.500 |
1310-0 |
0.382 |
1308-7 |
LOW |
1305-0 |
0.618 |
1298-7 |
1.000 |
1295-0 |
1.618 |
1288-7 |
2.618 |
1278-7 |
4.250 |
1262-4 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1311-1 |
1311-6 |
PP |
1310-5 |
1311-6 |
S1 |
1310-0 |
1311-6 |
|