CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1370-0 |
1376-0 |
6-0 |
0.4% |
1333-0 |
High |
1383-0 |
1382-0 |
-1-0 |
-0.1% |
1369-0 |
Low |
1370-0 |
1376-0 |
6-0 |
0.4% |
1300-0 |
Close |
1375-4 |
1381-4 |
6-0 |
0.4% |
1358-0 |
Range |
13-0 |
6-0 |
-7-0 |
-53.8% |
69-0 |
ATR |
17-2 |
16-4 |
-0-6 |
-4.4% |
0-0 |
Volume |
54,694 |
63,800 |
9,106 |
16.6% |
165,220 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1397-7 |
1395-5 |
1384-6 |
|
R3 |
1391-7 |
1389-5 |
1383-1 |
|
R2 |
1385-7 |
1385-7 |
1382-5 |
|
R1 |
1383-5 |
1383-5 |
1382-0 |
1384-6 |
PP |
1379-7 |
1379-7 |
1379-7 |
1380-3 |
S1 |
1377-5 |
1377-5 |
1381-0 |
1378-6 |
S2 |
1373-7 |
1373-7 |
1380-3 |
|
S3 |
1367-7 |
1371-5 |
1379-7 |
|
S4 |
1361-7 |
1365-5 |
1378-2 |
|
|
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 |
1395-0 |
1349-0 |
46-0 |
3.3% |
15-6 |
1.1% |
71% |
False |
False |
64,342 |
10 |
1395-0 |
1300-0 |
95-0 |
6.9% |
13-6 |
1.0% |
86% |
False |
False |
47,155 |
20 |
1395-0 |
1296-0 |
99-0 |
7.2% |
11-2 |
0.8% |
86% |
False |
False |
38,632 |
40 |
1395-0 |
1226-4 |
168-4 |
12.2% |
10-4 |
0.8% |
92% |
False |
False |
29,403 |
60 |
1395-0 |
1170-0 |
225-0 |
16.3% |
10-5 |
0.8% |
94% |
False |
False |
24,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1407-4 |
2.618 |
1397-6 |
1.618 |
1391-6 |
1.000 |
1388-0 |
0.618 |
1385-6 |
HIGH |
1382-0 |
0.618 |
1379-6 |
0.500 |
1379-0 |
0.382 |
1378-2 |
LOW |
1376-0 |
0.618 |
1372-2 |
1.000 |
1370-0 |
1.618 |
1366-2 |
2.618 |
1360-2 |
4.250 |
1350-4 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1380-5 |
1382-4 |
PP |
1379-7 |
1382-1 |
S1 |
1379-0 |
1381-7 |
|