CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1383-0 |
1388-4 |
5-4 |
0.4% |
1370-0 |
High |
1384-4 |
1393-0 |
8-4 |
0.6% |
1395-0 |
Low |
1379-0 |
1363-0 |
-16-0 |
-1.2% |
1370-0 |
Close |
1382-0 |
1364-6 |
-17-2 |
-1.2% |
1381-4 |
Range |
5-4 |
30-0 |
24-4 |
445.5% |
25-0 |
ATR |
15-5 |
16-5 |
1-0 |
6.5% |
0-0 |
Volume |
1 |
34,628 |
34,627 |
3,462,700.0% |
280,228 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1463-5 |
1444-1 |
1381-2 |
|
R3 |
1433-5 |
1414-1 |
1373-0 |
|
R2 |
1403-5 |
1403-5 |
1370-2 |
|
R1 |
1384-1 |
1384-1 |
1367-4 |
1378-7 |
PP |
1373-5 |
1373-5 |
1373-5 |
1371-0 |
S1 |
1354-1 |
1354-1 |
1362-0 |
1348-7 |
S2 |
1343-5 |
1343-5 |
1359-2 |
|
S3 |
1313-5 |
1324-1 |
1356-4 |
|
S4 |
1283-5 |
1294-1 |
1348-2 |
|
|
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 |
1363-0 |
32-0 |
2.3% |
14-7 |
1.1% |
5% |
False |
True |
46,148 |
10 |
1395-0 |
1300-0 |
95-0 |
7.0% |
15-5 |
1.1% |
68% |
False |
False |
45,477 |
20 |
1395-0 |
1300-0 |
95-0 |
7.0% |
11-6 |
0.9% |
68% |
False |
False |
36,476 |
40 |
1395-0 |
1243-0 |
152-0 |
11.1% |
10-4 |
0.8% |
80% |
False |
False |
29,454 |
60 |
1395-0 |
1170-0 |
225-0 |
16.5% |
10-7 |
0.8% |
87% |
False |
False |
24,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1520-4 |
2.618 |
1471-4 |
1.618 |
1441-4 |
1.000 |
1423-0 |
0.618 |
1411-4 |
HIGH |
1393-0 |
0.618 |
1381-4 |
0.500 |
1378-0 |
0.382 |
1374-4 |
LOW |
1363-0 |
0.618 |
1344-4 |
1.000 |
1333-0 |
1.618 |
1314-4 |
2.618 |
1284-4 |
4.250 |
1235-4 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1378-0 |
1378-0 |
PP |
1373-5 |
1373-5 |
S1 |
1369-1 |
1369-1 |
|