CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1368-0 |
1370-0 |
2-0 |
0.1% |
1370-0 |
High |
1368-4 |
1376-0 |
7-4 |
0.5% |
1395-0 |
Low |
1356-0 |
1368-4 |
12-4 |
0.9% |
1370-0 |
Close |
1359-0 |
1372-6 |
13-6 |
1.0% |
1381-4 |
Range |
12-4 |
7-4 |
-5-0 |
-40.0% |
25-0 |
ATR |
16-3 |
16-3 |
0-0 |
0.3% |
0-0 |
Volume |
56,051 |
42,827 |
-13,224 |
-23.6% |
280,228 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1394-7 |
1391-3 |
1376-7 |
|
R3 |
1387-3 |
1383-7 |
1374-6 |
|
R2 |
1379-7 |
1379-7 |
1374-1 |
|
R1 |
1376-3 |
1376-3 |
1373-4 |
1378-1 |
PP |
1372-3 |
1372-3 |
1372-3 |
1373-2 |
S1 |
1368-7 |
1368-7 |
1372-0 |
1370-5 |
S2 |
1364-7 |
1364-7 |
1371-3 |
|
S3 |
1357-3 |
1361-3 |
1370-6 |
|
S4 |
1349-7 |
1353-7 |
1368-5 |
|
|
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% |
12-2 |
0.9% |
45% |
False |
False |
39,461 |
10 |
1395-0 |
1300-0 |
95-0 |
6.9% |
15-4 |
1.1% |
77% |
False |
False |
48,767 |
20 |
1395-0 |
1300-0 |
95-0 |
6.9% |
12-0 |
0.9% |
77% |
False |
False |
38,689 |
40 |
1395-0 |
1252-4 |
142-4 |
10.4% |
10-3 |
0.8% |
84% |
False |
False |
31,080 |
60 |
1395-0 |
1180-0 |
215-0 |
15.7% |
10-6 |
0.8% |
90% |
False |
False |
25,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1407-7 |
2.618 |
1395-5 |
1.618 |
1388-1 |
1.000 |
1383-4 |
0.618 |
1380-5 |
HIGH |
1376-0 |
0.618 |
1373-1 |
0.500 |
1372-2 |
0.382 |
1371-3 |
LOW |
1368-4 |
0.618 |
1363-7 |
1.000 |
1361-0 |
1.618 |
1356-3 |
2.618 |
1348-7 |
4.250 |
1336-5 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1372-5 |
1374-4 |
PP |
1372-3 |
1373-7 |
S1 |
1372-2 |
1373-3 |
|