CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1370-0 |
1369-0 |
-1-0 |
-0.1% |
1383-0 |
High |
1376-0 |
1369-4 |
-6-4 |
-0.5% |
1393-0 |
Low |
1368-4 |
1360-4 |
-8-0 |
-0.6% |
1356-0 |
Close |
1372-6 |
1361-6 |
-11-0 |
-0.8% |
1361-6 |
Range |
7-4 |
9-0 |
1-4 |
20.0% |
37-0 |
ATR |
16-3 |
16-1 |
-0-2 |
-1.8% |
0-0 |
Volume |
42,827 |
40,267 |
-2,560 |
-6.0% |
173,774 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1390-7 |
1385-3 |
1366-6 |
|
R3 |
1381-7 |
1376-3 |
1364-2 |
|
R2 |
1372-7 |
1372-7 |
1363-3 |
|
R1 |
1367-3 |
1367-3 |
1362-5 |
1365-5 |
PP |
1363-7 |
1363-7 |
1363-7 |
1363-0 |
S1 |
1358-3 |
1358-3 |
1360-7 |
1356-5 |
S2 |
1354-7 |
1354-7 |
1360-1 |
|
S3 |
1345-7 |
1349-3 |
1359-2 |
|
S4 |
1336-7 |
1340-3 |
1356-6 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1481-2 |
1458-4 |
1382-1 |
|
R3 |
1444-2 |
1421-4 |
1371-7 |
|
R2 |
1407-2 |
1407-2 |
1368-4 |
|
R1 |
1384-4 |
1384-4 |
1365-1 |
1377-3 |
PP |
1370-2 |
1370-2 |
1370-2 |
1366-6 |
S1 |
1347-4 |
1347-4 |
1358-3 |
1340-3 |
S2 |
1333-2 |
1333-2 |
1355-0 |
|
S3 |
1296-2 |
1310-4 |
1351-5 |
|
S4 |
1259-2 |
1273-4 |
1341-3 |
|
|
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% |
12-7 |
0.9% |
16% |
False |
False |
34,754 |
10 |
1395-0 |
1349-0 |
46-0 |
3.4% |
14-3 |
1.1% |
28% |
False |
False |
49,548 |
20 |
1395-0 |
1300-0 |
95-0 |
7.0% |
12-1 |
0.9% |
65% |
False |
False |
39,239 |
40 |
1395-0 |
1252-4 |
142-4 |
10.5% |
10-4 |
0.8% |
77% |
False |
False |
31,591 |
60 |
1395-0 |
1180-0 |
215-0 |
15.8% |
10-5 |
0.8% |
85% |
False |
False |
25,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1407-6 |
2.618 |
1393-0 |
1.618 |
1384-0 |
1.000 |
1378-4 |
0.618 |
1375-0 |
HIGH |
1369-4 |
0.618 |
1366-0 |
0.500 |
1365-0 |
0.382 |
1364-0 |
LOW |
1360-4 |
0.618 |
1355-0 |
1.000 |
1351-4 |
1.618 |
1346-0 |
2.618 |
1337-0 |
4.250 |
1322-2 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1365-0 |
1366-0 |
PP |
1363-7 |
1364-5 |
S1 |
1362-7 |
1363-1 |
|