CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1330-0 |
1321-0 |
-9-0 |
-0.7% |
1325-0 |
High |
1333-0 |
1321-0 |
-12-0 |
-0.9% |
1330-4 |
Low |
1318-0 |
1300-0 |
-18-0 |
-1.4% |
1305-0 |
Close |
1320-4 |
1304-6 |
-15-6 |
-1.2% |
1322-4 |
Range |
15-0 |
21-0 |
6-0 |
40.0% |
25-4 |
ATR |
11-7 |
12-4 |
0-5 |
5.5% |
0-0 |
Volume |
34,508 |
32,455 |
-2,053 |
-5.9% |
137,519 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1371-5 |
1359-1 |
1316-2 |
|
R3 |
1350-5 |
1338-1 |
1310-4 |
|
R2 |
1329-5 |
1329-5 |
1308-5 |
|
R1 |
1317-1 |
1317-1 |
1306-5 |
1312-7 |
PP |
1308-5 |
1308-5 |
1308-5 |
1306-4 |
S1 |
1296-1 |
1296-1 |
1302-7 |
1291-7 |
S2 |
1287-5 |
1287-5 |
1300-7 |
|
S3 |
1266-5 |
1275-1 |
1299-0 |
|
S4 |
1245-5 |
1254-1 |
1293-2 |
|
|
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 |
1300-0 |
39-0 |
3.0% |
11-6 |
0.9% |
12% |
False |
True |
29,968 |
10 |
1339-0 |
1300-0 |
39-0 |
3.0% |
9-7 |
0.8% |
12% |
False |
True |
28,930 |
20 |
1339-0 |
1281-0 |
58-0 |
4.4% |
9-5 |
0.7% |
41% |
False |
False |
28,154 |
40 |
1339-0 |
1210-4 |
128-4 |
9.8% |
9-7 |
0.8% |
73% |
False |
False |
23,147 |
60 |
1339-0 |
1170-0 |
169-0 |
13.0% |
10-4 |
0.8% |
80% |
False |
False |
19,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1410-2 |
2.618 |
1376-0 |
1.618 |
1355-0 |
1.000 |
1342-0 |
0.618 |
1334-0 |
HIGH |
1321-0 |
0.618 |
1313-0 |
0.500 |
1310-4 |
0.382 |
1308-0 |
LOW |
1300-0 |
0.618 |
1287-0 |
1.000 |
1279-0 |
1.618 |
1266-0 |
2.618 |
1245-0 |
4.250 |
1210-6 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1310-4 |
1316-4 |
PP |
1308-5 |
1312-5 |
S1 |
1306-5 |
1308-5 |
|