CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1349-0 |
1370-0 |
21-0 |
1.6% |
1333-0 |
| High |
1369-0 |
1390-0 |
21-0 |
1.5% |
1369-0 |
| Low |
1349-0 |
1370-0 |
21-0 |
1.6% |
1300-0 |
| Close |
1358-0 |
1385-2 |
27-2 |
2.0% |
1358-0 |
| Range |
20-0 |
20-0 |
0-0 |
0.0% |
69-0 |
| ATR |
16-2 |
17-3 |
1-1 |
7.0% |
0-0 |
| Volume |
41,486 |
84,115 |
42,629 |
102.8% |
165,220 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1441-6 |
1433-4 |
1396-2 |
|
| R3 |
1421-6 |
1413-4 |
1390-6 |
|
| R2 |
1401-6 |
1401-6 |
1388-7 |
|
| R1 |
1393-4 |
1393-4 |
1387-1 |
1397-5 |
| PP |
1381-6 |
1381-6 |
1381-6 |
1383-6 |
| S1 |
1373-4 |
1373-4 |
1383-3 |
1377-5 |
| S2 |
1361-6 |
1361-6 |
1381-5 |
|
| S3 |
1341-6 |
1353-4 |
1379-6 |
|
| S4 |
1321-6 |
1333-4 |
1374-2 |
|
|
| 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 |
1390-0 |
1300-0 |
90-0 |
6.5% |
16-3 |
1.2% |
95% |
True |
False |
44,806 |
| 10 |
1390-0 |
1300-0 |
90-0 |
6.5% |
12-4 |
0.9% |
95% |
True |
False |
36,114 |
| 20 |
1390-0 |
1281-0 |
109-0 |
7.9% |
10-5 |
0.8% |
96% |
True |
False |
32,381 |
| 40 |
1390-0 |
1226-4 |
163-4 |
11.8% |
10-2 |
0.7% |
97% |
True |
False |
25,681 |
| 60 |
1390-0 |
1170-0 |
220-0 |
15.9% |
10-7 |
0.8% |
98% |
True |
False |
21,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1475-0 |
|
2.618 |
1442-3 |
|
1.618 |
1422-3 |
|
1.000 |
1410-0 |
|
0.618 |
1402-3 |
|
HIGH |
1390-0 |
|
0.618 |
1382-3 |
|
0.500 |
1380-0 |
|
0.382 |
1377-5 |
|
LOW |
1370-0 |
|
0.618 |
1357-5 |
|
1.000 |
1350-0 |
|
1.618 |
1337-5 |
|
2.618 |
1317-5 |
|
4.250 |
1285-0 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1383-4 |
1371-7 |
| PP |
1381-6 |
1358-3 |
| S1 |
1380-0 |
1345-0 |
|