CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1308-0 |
1326-0 |
18-0 |
1.4% |
1325-0 |
High |
1315-0 |
1326-4 |
11-4 |
0.9% |
1330-4 |
Low |
1305-0 |
1321-0 |
16-0 |
1.2% |
1305-0 |
Close |
1311-6 |
1322-4 |
10-6 |
0.8% |
1322-4 |
Range |
10-0 |
5-4 |
-4-4 |
-45.0% |
25-4 |
ATR |
11-4 |
11-6 |
0-2 |
2.0% |
0-0 |
Volume |
28,196 |
26,107 |
-2,089 |
-7.4% |
137,519 |
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1339-7 |
1336-5 |
1325-4 |
|
R3 |
1334-3 |
1331-1 |
1324-0 |
|
R2 |
1328-7 |
1328-7 |
1323-4 |
|
R1 |
1325-5 |
1325-5 |
1323-0 |
1324-4 |
PP |
1323-3 |
1323-3 |
1323-3 |
1322-6 |
S1 |
1320-1 |
1320-1 |
1322-0 |
1319-0 |
S2 |
1317-7 |
1317-7 |
1321-4 |
|
S3 |
1312-3 |
1314-5 |
1321-0 |
|
S4 |
1306-7 |
1309-1 |
1319-4 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1395-7 |
1384-5 |
1336-4 |
|
R3 |
1370-3 |
1359-1 |
1329-4 |
|
R2 |
1344-7 |
1344-7 |
1327-1 |
|
R1 |
1333-5 |
1333-5 |
1324-7 |
1326-4 |
PP |
1319-3 |
1319-3 |
1319-3 |
1315-6 |
S1 |
1308-1 |
1308-1 |
1320-1 |
1301-0 |
S2 |
1293-7 |
1293-7 |
1317-7 |
|
S3 |
1268-3 |
1282-5 |
1315-4 |
|
S4 |
1242-7 |
1257-1 |
1308-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1330-4 |
1305-0 |
25-4 |
1.9% |
7-4 |
0.6% |
69% |
False |
False |
27,503 |
10 |
1332-0 |
1298-0 |
34-0 |
2.6% |
7-3 |
0.6% |
72% |
False |
False |
29,833 |
20 |
1332-0 |
1268-0 |
64-0 |
4.8% |
9-0 |
0.7% |
85% |
False |
False |
26,659 |
40 |
1332-0 |
1193-4 |
138-4 |
10.5% |
9-4 |
0.7% |
93% |
False |
False |
21,172 |
60 |
1332-0 |
1170-0 |
162-0 |
12.2% |
10-4 |
0.8% |
94% |
False |
False |
17,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1349-7 |
2.618 |
1340-7 |
1.618 |
1335-3 |
1.000 |
1332-0 |
0.618 |
1329-7 |
HIGH |
1326-4 |
0.618 |
1324-3 |
0.500 |
1323-6 |
0.382 |
1323-1 |
LOW |
1321-0 |
0.618 |
1317-5 |
1.000 |
1315-4 |
1.618 |
1312-1 |
2.618 |
1306-5 |
4.250 |
1297-5 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1323-6 |
1320-2 |
PP |
1323-3 |
1318-0 |
S1 |
1322-7 |
1315-6 |
|