CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1343-0 |
1350-4 |
7-4 |
0.6% |
1383-0 |
| High |
1344-0 |
1355-4 |
11-4 |
0.9% |
1393-0 |
| Low |
1334-0 |
1338-0 |
4-0 |
0.3% |
1356-0 |
| Close |
1337-6 |
1342-4 |
4-6 |
0.4% |
1361-6 |
| Range |
10-0 |
17-4 |
7-4 |
75.0% |
37-0 |
| ATR |
16-1 |
16-2 |
0-1 |
0.7% |
0-0 |
| Volume |
26,128 |
38,032 |
11,904 |
45.6% |
173,774 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1397-7 |
1387-5 |
1352-1 |
|
| R3 |
1380-3 |
1370-1 |
1347-2 |
|
| R2 |
1362-7 |
1362-7 |
1345-6 |
|
| R1 |
1352-5 |
1352-5 |
1344-1 |
1349-0 |
| PP |
1345-3 |
1345-3 |
1345-3 |
1343-4 |
| S1 |
1335-1 |
1335-1 |
1340-7 |
1331-4 |
| S2 |
1327-7 |
1327-7 |
1339-2 |
|
| S3 |
1310-3 |
1317-5 |
1337-6 |
|
| S4 |
1292-7 |
1300-1 |
1332-7 |
|
|
| 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 |
1369-4 |
1334-0 |
35-4 |
2.6% |
10-1 |
0.8% |
24% |
False |
False |
35,968 |
| 10 |
1393-0 |
1334-0 |
59-0 |
4.4% |
11-2 |
0.8% |
14% |
False |
False |
37,715 |
| 20 |
1395-0 |
1300-0 |
95-0 |
7.1% |
12-5 |
0.9% |
45% |
False |
False |
40,655 |
| 40 |
1395-0 |
1261-4 |
133-4 |
9.9% |
10-6 |
0.8% |
61% |
False |
False |
33,251 |
| 60 |
1395-0 |
1193-4 |
201-4 |
15.0% |
10-5 |
0.8% |
74% |
False |
False |
27,245 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.8% |
11-1 |
0.8% |
77% |
False |
False |
23,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1429-7 |
|
2.618 |
1401-3 |
|
1.618 |
1383-7 |
|
1.000 |
1373-0 |
|
0.618 |
1366-3 |
|
HIGH |
1355-4 |
|
0.618 |
1348-7 |
|
0.500 |
1346-6 |
|
0.382 |
1344-5 |
|
LOW |
1338-0 |
|
0.618 |
1327-1 |
|
1.000 |
1320-4 |
|
1.618 |
1309-5 |
|
2.618 |
1292-1 |
|
4.250 |
1263-5 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1346-6 |
1347-4 |
| PP |
1345-3 |
1345-7 |
| S1 |
1343-7 |
1344-1 |
|