CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1369-0 |
1351-0 |
-18-0 |
-1.3% |
1383-0 |
High |
1369-4 |
1352-4 |
-17-0 |
-1.2% |
1393-0 |
Low |
1360-4 |
1345-4 |
-15-0 |
-1.1% |
1356-0 |
Close |
1361-6 |
1350-0 |
-11-6 |
-0.9% |
1361-6 |
Range |
9-0 |
7-0 |
-2-0 |
-22.2% |
37-0 |
ATR |
16-1 |
16-1 |
0-0 |
0.1% |
0-0 |
Volume |
40,267 |
40,483 |
216 |
0.5% |
173,774 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1370-3 |
1367-1 |
1353-7 |
|
R3 |
1363-3 |
1360-1 |
1351-7 |
|
R2 |
1356-3 |
1356-3 |
1351-2 |
|
R1 |
1353-1 |
1353-1 |
1350-5 |
1351-2 |
PP |
1349-3 |
1349-3 |
1349-3 |
1348-3 |
S1 |
1346-1 |
1346-1 |
1349-3 |
1344-2 |
S2 |
1342-3 |
1342-3 |
1348-6 |
|
S3 |
1335-3 |
1339-1 |
1348-1 |
|
S4 |
1328-3 |
1332-1 |
1346-1 |
|
|
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 |
1345-4 |
47-4 |
3.5% |
13-2 |
1.0% |
9% |
False |
True |
42,851 |
10 |
1395-0 |
1345-4 |
49-4 |
3.7% |
13-0 |
1.0% |
9% |
False |
True |
49,448 |
20 |
1395-0 |
1300-0 |
95-0 |
7.0% |
12-0 |
0.9% |
53% |
False |
False |
39,861 |
40 |
1395-0 |
1254-0 |
141-0 |
10.4% |
10-4 |
0.8% |
68% |
False |
False |
32,077 |
60 |
1395-0 |
1180-0 |
215-0 |
15.9% |
10-6 |
0.8% |
79% |
False |
False |
26,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1382-2 |
2.618 |
1370-7 |
1.618 |
1363-7 |
1.000 |
1359-4 |
0.618 |
1356-7 |
HIGH |
1352-4 |
0.618 |
1349-7 |
0.500 |
1349-0 |
0.382 |
1348-1 |
LOW |
1345-4 |
0.618 |
1341-1 |
1.000 |
1338-4 |
1.618 |
1334-1 |
2.618 |
1327-1 |
4.250 |
1315-6 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1349-5 |
1360-6 |
PP |
1349-3 |
1357-1 |
S1 |
1349-0 |
1353-5 |
|