CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1376-0 |
1383-0 |
7-0 |
0.5% |
1370-0 |
High |
1382-0 |
1384-4 |
2-4 |
0.2% |
1395-0 |
Low |
1376-0 |
1379-0 |
3-0 |
0.2% |
1370-0 |
Close |
1381-4 |
1382-0 |
0-4 |
0.0% |
1381-4 |
Range |
6-0 |
5-4 |
-0-4 |
-8.3% |
25-0 |
ATR |
16-4 |
15-5 |
-0-6 |
-4.8% |
0-0 |
Volume |
63,800 |
1 |
-63,799 |
-100.0% |
280,228 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1398-3 |
1395-5 |
1385-0 |
|
R3 |
1392-7 |
1390-1 |
1383-4 |
|
R2 |
1387-3 |
1387-3 |
1383-0 |
|
R1 |
1384-5 |
1384-5 |
1382-4 |
1383-2 |
PP |
1381-7 |
1381-7 |
1381-7 |
1381-1 |
S1 |
1379-1 |
1379-1 |
1381-4 |
1377-6 |
S2 |
1376-3 |
1376-3 |
1381-0 |
|
S3 |
1370-7 |
1373-5 |
1380-4 |
|
S4 |
1365-3 |
1368-1 |
1379-0 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1457-1 |
1444-3 |
1395-2 |
|
R3 |
1432-1 |
1419-3 |
1388-3 |
|
R2 |
1407-1 |
1407-1 |
1386-1 |
|
R1 |
1394-3 |
1394-3 |
1383-6 |
1400-6 |
PP |
1382-1 |
1382-1 |
1382-1 |
1385-3 |
S1 |
1369-3 |
1369-3 |
1379-2 |
1375-6 |
S2 |
1357-1 |
1357-1 |
1376-7 |
|
S3 |
1332-1 |
1344-3 |
1374-5 |
|
S4 |
1307-1 |
1319-3 |
1367-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1395-0 |
1370-0 |
25-0 |
1.8% |
12-7 |
0.9% |
48% |
False |
False |
56,045 |
10 |
1395-0 |
1300-0 |
95-0 |
6.9% |
13-6 |
1.0% |
86% |
False |
False |
44,544 |
20 |
1395-0 |
1298-0 |
97-0 |
7.0% |
10-5 |
0.8% |
87% |
False |
False |
37,188 |
40 |
1395-0 |
1226-4 |
168-4 |
12.2% |
10-1 |
0.7% |
92% |
False |
False |
29,047 |
60 |
1395-0 |
1170-0 |
225-0 |
16.3% |
10-5 |
0.8% |
94% |
False |
False |
23,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1407-7 |
2.618 |
1398-7 |
1.618 |
1393-3 |
1.000 |
1390-0 |
0.618 |
1387-7 |
HIGH |
1384-4 |
0.618 |
1382-3 |
0.500 |
1381-6 |
0.382 |
1381-1 |
LOW |
1379-0 |
0.618 |
1375-5 |
1.000 |
1373-4 |
1.618 |
1370-1 |
2.618 |
1364-5 |
4.250 |
1355-5 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1381-7 |
1380-3 |
PP |
1381-7 |
1378-7 |
S1 |
1381-6 |
1377-2 |
|