CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 04-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1380-0 |
1370-0 |
-10-0 |
-0.7% |
1333-0 |
High |
1395-0 |
1383-0 |
-12-0 |
-0.9% |
1369-0 |
Low |
1375-0 |
1370-0 |
-5-0 |
-0.4% |
1300-0 |
Close |
1378-6 |
1375-4 |
-3-2 |
-0.2% |
1358-0 |
Range |
20-0 |
13-0 |
-7-0 |
-35.0% |
69-0 |
ATR |
17-4 |
17-2 |
-0-3 |
-1.8% |
0-0 |
Volume |
77,619 |
54,694 |
-22,925 |
-29.5% |
165,220 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1415-1 |
1408-3 |
1382-5 |
|
R3 |
1402-1 |
1395-3 |
1379-1 |
|
R2 |
1389-1 |
1389-1 |
1377-7 |
|
R1 |
1382-3 |
1382-3 |
1376-6 |
1385-6 |
PP |
1376-1 |
1376-1 |
1376-1 |
1377-7 |
S1 |
1369-3 |
1369-3 |
1374-2 |
1372-6 |
S2 |
1363-1 |
1363-1 |
1373-1 |
|
S3 |
1350-1 |
1356-3 |
1371-7 |
|
S4 |
1337-1 |
1343-3 |
1368-3 |
|
|
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 |
1395-0 |
1300-0 |
95-0 |
6.9% |
18-6 |
1.4% |
79% |
False |
False |
58,073 |
10 |
1395-0 |
1300-0 |
95-0 |
6.9% |
14-1 |
1.0% |
79% |
False |
False |
43,595 |
20 |
1395-0 |
1292-0 |
103-0 |
7.5% |
11-3 |
0.8% |
81% |
False |
False |
36,706 |
40 |
1395-0 |
1226-4 |
168-4 |
12.3% |
10-5 |
0.8% |
88% |
False |
False |
28,235 |
60 |
1395-0 |
1170-0 |
225-0 |
16.4% |
10-6 |
0.8% |
91% |
False |
False |
23,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1438-2 |
2.618 |
1417-0 |
1.618 |
1404-0 |
1.000 |
1396-0 |
0.618 |
1391-0 |
HIGH |
1383-0 |
0.618 |
1378-0 |
0.500 |
1376-4 |
0.382 |
1375-0 |
LOW |
1370-0 |
0.618 |
1362-0 |
1.000 |
1357-0 |
1.618 |
1349-0 |
2.618 |
1336-0 |
4.250 |
1314-6 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1376-4 |
1382-4 |
PP |
1376-1 |
1380-1 |
S1 |
1375-7 |
1377-7 |
|