CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1388-4 |
1368-0 |
-20-4 |
-1.5% |
1370-0 |
High |
1393-0 |
1368-4 |
-24-4 |
-1.8% |
1395-0 |
Low |
1363-0 |
1356-0 |
-7-0 |
-0.5% |
1370-0 |
Close |
1364-6 |
1359-0 |
-5-6 |
-0.4% |
1381-4 |
Range |
30-0 |
12-4 |
-17-4 |
-58.3% |
25-0 |
ATR |
16-5 |
16-3 |
-0-2 |
-1.8% |
0-0 |
Volume |
34,628 |
56,051 |
21,423 |
61.9% |
280,228 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1398-5 |
1391-3 |
1365-7 |
|
R3 |
1386-1 |
1378-7 |
1362-4 |
|
R2 |
1373-5 |
1373-5 |
1361-2 |
|
R1 |
1366-3 |
1366-3 |
1360-1 |
1363-6 |
PP |
1361-1 |
1361-1 |
1361-1 |
1359-7 |
S1 |
1353-7 |
1353-7 |
1357-7 |
1351-2 |
S2 |
1348-5 |
1348-5 |
1356-6 |
|
S3 |
1336-1 |
1341-3 |
1355-4 |
|
S4 |
1323-5 |
1328-7 |
1352-1 |
|
|
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 |
1393-0 |
1356-0 |
37-0 |
2.7% |
13-3 |
1.0% |
8% |
False |
True |
41,834 |
10 |
1395-0 |
1300-0 |
95-0 |
7.0% |
16-2 |
1.2% |
62% |
False |
False |
47,935 |
20 |
1395-0 |
1300-0 |
95-0 |
7.0% |
12-0 |
0.9% |
62% |
False |
False |
38,159 |
40 |
1395-0 |
1252-4 |
142-4 |
10.5% |
10-4 |
0.8% |
75% |
False |
False |
30,477 |
60 |
1395-0 |
1180-0 |
215-0 |
15.8% |
10-6 |
0.8% |
83% |
False |
False |
24,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1421-5 |
2.618 |
1401-2 |
1.618 |
1388-6 |
1.000 |
1381-0 |
0.618 |
1376-2 |
HIGH |
1368-4 |
0.618 |
1363-6 |
0.500 |
1362-2 |
0.382 |
1360-6 |
LOW |
1356-0 |
0.618 |
1348-2 |
1.000 |
1343-4 |
1.618 |
1335-6 |
2.618 |
1323-2 |
4.250 |
1302-7 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1362-2 |
1374-4 |
PP |
1361-1 |
1369-3 |
S1 |
1360-1 |
1364-1 |
|