CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1351-0 |
1355-4 |
4-4 |
0.3% |
1383-0 |
| High |
1352-4 |
1361-0 |
8-4 |
0.6% |
1393-0 |
| Low |
1345-4 |
1354-0 |
8-4 |
0.6% |
1356-0 |
| Close |
1350-0 |
1355-4 |
5-4 |
0.4% |
1361-6 |
| Range |
7-0 |
7-0 |
0-0 |
0.0% |
37-0 |
| ATR |
16-1 |
15-6 |
-0-3 |
-2.3% |
0-0 |
| Volume |
40,483 |
34,934 |
-5,549 |
-13.7% |
173,774 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1377-7 |
1373-5 |
1359-3 |
|
| R3 |
1370-7 |
1366-5 |
1357-3 |
|
| R2 |
1363-7 |
1363-7 |
1356-6 |
|
| R1 |
1359-5 |
1359-5 |
1356-1 |
1359-0 |
| PP |
1356-7 |
1356-7 |
1356-7 |
1356-4 |
| S1 |
1352-5 |
1352-5 |
1354-7 |
1352-0 |
| S2 |
1349-7 |
1349-7 |
1354-2 |
|
| S3 |
1342-7 |
1345-5 |
1353-5 |
|
| S4 |
1335-7 |
1338-5 |
1351-5 |
|
|
| 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 |
1376-0 |
1345-4 |
30-4 |
2.3% |
8-5 |
0.6% |
33% |
False |
False |
42,912 |
| 10 |
1395-0 |
1345-4 |
49-4 |
3.7% |
11-6 |
0.9% |
20% |
False |
False |
44,530 |
| 20 |
1395-0 |
1300-0 |
95-0 |
7.0% |
12-1 |
0.9% |
58% |
False |
False |
40,322 |
| 40 |
1395-0 |
1254-0 |
141-0 |
10.4% |
10-4 |
0.8% |
72% |
False |
False |
32,496 |
| 60 |
1395-0 |
1193-4 |
201-4 |
14.9% |
10-6 |
0.8% |
80% |
False |
False |
26,567 |
| 80 |
1395-0 |
1162-0 |
233-0 |
17.2% |
11-0 |
0.8% |
83% |
False |
False |
22,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1390-6 |
|
2.618 |
1379-3 |
|
1.618 |
1372-3 |
|
1.000 |
1368-0 |
|
0.618 |
1365-3 |
|
HIGH |
1361-0 |
|
0.618 |
1358-3 |
|
0.500 |
1357-4 |
|
0.382 |
1356-5 |
|
LOW |
1354-0 |
|
0.618 |
1349-5 |
|
1.000 |
1347-0 |
|
1.618 |
1342-5 |
|
2.618 |
1335-5 |
|
4.250 |
1324-2 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1357-4 |
1357-4 |
| PP |
1356-7 |
1356-7 |
| S1 |
1356-1 |
1356-1 |
|