CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 26-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1326-0 |
1333-0 |
7-0 |
0.5% |
1325-0 |
High |
1326-4 |
1339-0 |
12-4 |
0.9% |
1330-4 |
Low |
1321-0 |
1328-0 |
7-0 |
0.5% |
1305-0 |
Close |
1322-4 |
1329-4 |
7-0 |
0.5% |
1322-4 |
Range |
5-4 |
11-0 |
5-4 |
100.0% |
25-4 |
ATR |
11-6 |
12-0 |
0-3 |
2.9% |
0-0 |
Volume |
26,107 |
25,305 |
-802 |
-3.1% |
137,519 |
|
Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1365-1 |
1358-3 |
1335-4 |
|
R3 |
1354-1 |
1347-3 |
1332-4 |
|
R2 |
1343-1 |
1343-1 |
1331-4 |
|
R1 |
1336-3 |
1336-3 |
1330-4 |
1334-2 |
PP |
1332-1 |
1332-1 |
1332-1 |
1331-1 |
S1 |
1325-3 |
1325-3 |
1328-4 |
1323-2 |
S2 |
1321-1 |
1321-1 |
1327-4 |
|
S3 |
1310-1 |
1314-3 |
1326-4 |
|
S4 |
1299-1 |
1303-3 |
1323-4 |
|
|
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 |
1339-0 |
1305-0 |
34-0 |
2.6% |
8-4 |
0.6% |
72% |
True |
False |
27,422 |
10 |
1339-0 |
1305-0 |
34-0 |
2.6% |
7-7 |
0.6% |
72% |
True |
False |
27,475 |
20 |
1339-0 |
1281-0 |
58-0 |
4.4% |
8-6 |
0.7% |
84% |
True |
False |
26,868 |
40 |
1339-0 |
1193-4 |
145-4 |
10.9% |
9-5 |
0.7% |
93% |
True |
False |
21,605 |
60 |
1339-0 |
1170-0 |
169-0 |
12.7% |
10-3 |
0.8% |
94% |
True |
False |
18,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1385-6 |
2.618 |
1367-6 |
1.618 |
1356-6 |
1.000 |
1350-0 |
0.618 |
1345-6 |
HIGH |
1339-0 |
0.618 |
1334-6 |
0.500 |
1333-4 |
0.382 |
1332-2 |
LOW |
1328-0 |
0.618 |
1321-2 |
1.000 |
1317-0 |
1.618 |
1310-2 |
2.618 |
1299-2 |
4.250 |
1281-2 |
|
|
Fisher Pivots for day following 26-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1333-4 |
1327-0 |
PP |
1332-1 |
1324-4 |
S1 |
1330-7 |
1322-0 |
|