CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1321-0 |
1349-0 |
28-0 |
2.1% |
1333-0 |
High |
1321-0 |
1369-0 |
48-0 |
3.6% |
1369-0 |
Low |
1300-0 |
1349-0 |
49-0 |
3.8% |
1300-0 |
Close |
1304-6 |
1358-0 |
53-2 |
4.1% |
1358-0 |
Range |
21-0 |
20-0 |
-1-0 |
-4.8% |
69-0 |
ATR |
12-4 |
16-2 |
3-6 |
29.5% |
0-0 |
Volume |
32,455 |
41,486 |
9,031 |
27.8% |
165,220 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1418-5 |
1408-3 |
1369-0 |
|
R3 |
1398-5 |
1388-3 |
1363-4 |
|
R2 |
1378-5 |
1378-5 |
1361-5 |
|
R1 |
1368-3 |
1368-3 |
1359-7 |
1373-4 |
PP |
1358-5 |
1358-5 |
1358-5 |
1361-2 |
S1 |
1348-3 |
1348-3 |
1356-1 |
1353-4 |
S2 |
1338-5 |
1338-5 |
1354-3 |
|
S3 |
1318-5 |
1328-3 |
1352-4 |
|
S4 |
1298-5 |
1308-3 |
1347-0 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1549-3 |
1522-5 |
1396-0 |
|
R3 |
1480-3 |
1453-5 |
1377-0 |
|
R2 |
1411-3 |
1411-3 |
1370-5 |
|
R1 |
1384-5 |
1384-5 |
1364-3 |
1398-0 |
PP |
1342-3 |
1342-3 |
1342-3 |
1349-0 |
S1 |
1315-5 |
1315-5 |
1351-5 |
1329-0 |
S2 |
1273-3 |
1273-3 |
1345-3 |
|
S3 |
1204-3 |
1246-5 |
1339-0 |
|
S4 |
1135-3 |
1177-5 |
1320-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1369-0 |
1300-0 |
69-0 |
5.1% |
14-5 |
1.1% |
84% |
True |
False |
33,044 |
10 |
1369-0 |
1300-0 |
69-0 |
5.1% |
11-0 |
0.8% |
84% |
True |
False |
30,273 |
20 |
1369-0 |
1281-0 |
88-0 |
6.5% |
10-1 |
0.7% |
88% |
True |
False |
29,266 |
40 |
1369-0 |
1224-0 |
145-0 |
10.7% |
10-0 |
0.7% |
92% |
True |
False |
23,897 |
60 |
1369-0 |
1170-0 |
199-0 |
14.7% |
10-5 |
0.8% |
94% |
True |
False |
19,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1454-0 |
2.618 |
1421-3 |
1.618 |
1401-3 |
1.000 |
1389-0 |
0.618 |
1381-3 |
HIGH |
1369-0 |
0.618 |
1361-3 |
0.500 |
1359-0 |
0.382 |
1356-5 |
LOW |
1349-0 |
0.618 |
1336-5 |
1.000 |
1329-0 |
1.618 |
1316-5 |
2.618 |
1296-5 |
4.250 |
1264-0 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1359-0 |
1350-1 |
PP |
1358-5 |
1342-3 |
S1 |
1358-3 |
1334-4 |
|