CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1331-0 |
1330-0 |
-1-0 |
-0.1% |
1325-0 |
High |
1332-0 |
1333-0 |
1-0 |
0.1% |
1330-4 |
Low |
1326-0 |
1318-0 |
-8-0 |
-0.6% |
1305-0 |
Close |
1327-6 |
1320-4 |
-7-2 |
-0.5% |
1322-4 |
Range |
6-0 |
15-0 |
9-0 |
150.0% |
25-4 |
ATR |
11-5 |
11-7 |
0-2 |
2.1% |
0-0 |
Volume |
31,466 |
34,508 |
3,042 |
9.7% |
137,519 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1368-7 |
1359-5 |
1328-6 |
|
R3 |
1353-7 |
1344-5 |
1324-5 |
|
R2 |
1338-7 |
1338-7 |
1323-2 |
|
R1 |
1329-5 |
1329-5 |
1321-7 |
1326-6 |
PP |
1323-7 |
1323-7 |
1323-7 |
1322-3 |
S1 |
1314-5 |
1314-5 |
1319-1 |
1311-6 |
S2 |
1308-7 |
1308-7 |
1317-6 |
|
S3 |
1293-7 |
1299-5 |
1316-3 |
|
S4 |
1278-7 |
1284-5 |
1312-2 |
|
|
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% |
9-4 |
0.7% |
46% |
False |
False |
29,116 |
10 |
1339-0 |
1305-0 |
34-0 |
2.6% |
8-3 |
0.6% |
46% |
False |
False |
28,611 |
20 |
1339-0 |
1281-0 |
58-0 |
4.4% |
9-0 |
0.7% |
68% |
False |
False |
28,091 |
40 |
1339-0 |
1210-0 |
129-0 |
9.8% |
9-5 |
0.7% |
86% |
False |
False |
22,625 |
60 |
1339-0 |
1170-0 |
169-0 |
12.8% |
10-3 |
0.8% |
89% |
False |
False |
19,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1396-6 |
2.618 |
1372-2 |
1.618 |
1357-2 |
1.000 |
1348-0 |
0.618 |
1342-2 |
HIGH |
1333-0 |
0.618 |
1327-2 |
0.500 |
1325-4 |
0.382 |
1323-6 |
LOW |
1318-0 |
0.618 |
1308-6 |
1.000 |
1303-0 |
1.618 |
1293-6 |
2.618 |
1278-6 |
4.250 |
1254-2 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1325-4 |
1328-4 |
PP |
1323-7 |
1325-7 |
S1 |
1322-1 |
1323-1 |
|