CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1355-4 |
1343-0 |
-12-4 |
-0.9% |
1383-0 |
| High |
1361-0 |
1344-0 |
-17-0 |
-1.2% |
1393-0 |
| Low |
1354-0 |
1334-0 |
-20-0 |
-1.5% |
1356-0 |
| Close |
1355-4 |
1337-6 |
-17-6 |
-1.3% |
1361-6 |
| Range |
7-0 |
10-0 |
3-0 |
42.9% |
37-0 |
| ATR |
15-6 |
16-1 |
0-3 |
2.6% |
0-0 |
| Volume |
34,934 |
26,128 |
-8,806 |
-25.2% |
173,774 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1368-5 |
1363-1 |
1343-2 |
|
| R3 |
1358-5 |
1353-1 |
1340-4 |
|
| R2 |
1348-5 |
1348-5 |
1339-5 |
|
| R1 |
1343-1 |
1343-1 |
1338-5 |
1340-7 |
| PP |
1338-5 |
1338-5 |
1338-5 |
1337-4 |
| S1 |
1333-1 |
1333-1 |
1336-7 |
1330-7 |
| S2 |
1328-5 |
1328-5 |
1335-7 |
|
| S3 |
1318-5 |
1323-1 |
1335-0 |
|
| S4 |
1308-5 |
1313-1 |
1332-2 |
|
|
| 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 |
1334-0 |
42-0 |
3.1% |
8-1 |
0.6% |
9% |
False |
True |
36,927 |
| 10 |
1393-0 |
1334-0 |
59-0 |
4.4% |
10-6 |
0.8% |
6% |
False |
True |
39,381 |
| 20 |
1395-0 |
1300-0 |
95-0 |
7.1% |
12-2 |
0.9% |
40% |
False |
False |
40,342 |
| 40 |
1395-0 |
1254-0 |
141-0 |
10.5% |
10-4 |
0.8% |
59% |
False |
False |
32,774 |
| 60 |
1395-0 |
1193-4 |
201-4 |
15.1% |
10-6 |
0.8% |
72% |
False |
False |
26,829 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.8% |
11-0 |
0.8% |
75% |
False |
False |
22,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1386-4 |
|
2.618 |
1370-1 |
|
1.618 |
1360-1 |
|
1.000 |
1354-0 |
|
0.618 |
1350-1 |
|
HIGH |
1344-0 |
|
0.618 |
1340-1 |
|
0.500 |
1339-0 |
|
0.382 |
1337-7 |
|
LOW |
1334-0 |
|
0.618 |
1327-7 |
|
1.000 |
1324-0 |
|
1.618 |
1317-7 |
|
2.618 |
1307-7 |
|
4.250 |
1291-4 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1339-0 |
1347-4 |
| PP |
1338-5 |
1344-2 |
| S1 |
1338-1 |
1341-0 |
|