CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1350-0 |
1350-0 |
0-0 |
0.0% |
1351-0 |
| High |
1353-0 |
1354-0 |
1-0 |
0.1% |
1361-0 |
| Low |
1340-4 |
1348-0 |
7-4 |
0.6% |
1334-0 |
| Close |
1341-4 |
1352-0 |
10-4 |
0.8% |
1356-0 |
| Range |
12-4 |
6-0 |
-6-4 |
-52.0% |
27-0 |
| ATR |
16-3 |
16-1 |
-0-2 |
-1.7% |
0-0 |
| Volume |
56,070 |
45,456 |
-10,614 |
-18.9% |
172,533 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1369-3 |
1366-5 |
1355-2 |
|
| R3 |
1363-3 |
1360-5 |
1353-5 |
|
| R2 |
1357-3 |
1357-3 |
1353-1 |
|
| R1 |
1354-5 |
1354-5 |
1352-4 |
1356-0 |
| PP |
1351-3 |
1351-3 |
1351-3 |
1352-0 |
| S1 |
1348-5 |
1348-5 |
1351-4 |
1350-0 |
| S2 |
1345-3 |
1345-3 |
1350-7 |
|
| S3 |
1339-3 |
1342-5 |
1350-3 |
|
| S4 |
1333-3 |
1336-5 |
1348-6 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1431-3 |
1420-5 |
1370-7 |
|
| R3 |
1404-3 |
1393-5 |
1363-3 |
|
| R2 |
1377-3 |
1377-3 |
1361-0 |
|
| R1 |
1366-5 |
1366-5 |
1358-4 |
1372-0 |
| PP |
1350-3 |
1350-3 |
1350-3 |
1353-0 |
| S1 |
1339-5 |
1339-5 |
1353-4 |
1345-0 |
| S2 |
1323-3 |
1323-3 |
1351-0 |
|
| S3 |
1296-3 |
1312-5 |
1348-5 |
|
| S4 |
1269-3 |
1285-5 |
1341-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1360-0 |
1334-0 |
26-0 |
1.9% |
12-6 |
0.9% |
69% |
False |
False |
39,728 |
| 10 |
1376-0 |
1334-0 |
42-0 |
3.1% |
10-6 |
0.8% |
43% |
False |
False |
41,320 |
| 20 |
1395-0 |
1300-0 |
95-0 |
7.0% |
13-1 |
1.0% |
55% |
False |
False |
43,398 |
| 40 |
1395-0 |
1281-0 |
114-0 |
8.4% |
11-0 |
0.8% |
62% |
False |
False |
35,133 |
| 60 |
1395-0 |
1193-4 |
201-4 |
14.9% |
10-7 |
0.8% |
79% |
False |
False |
28,869 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.6% |
11-0 |
0.8% |
81% |
False |
False |
24,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1379-4 |
|
2.618 |
1369-6 |
|
1.618 |
1363-6 |
|
1.000 |
1360-0 |
|
0.618 |
1357-6 |
|
HIGH |
1354-0 |
|
0.618 |
1351-6 |
|
0.500 |
1351-0 |
|
0.382 |
1350-2 |
|
LOW |
1348-0 |
|
0.618 |
1344-2 |
|
1.000 |
1342-0 |
|
1.618 |
1338-2 |
|
2.618 |
1332-2 |
|
4.250 |
1322-4 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1351-5 |
1351-3 |
| PP |
1351-3 |
1350-7 |
| S1 |
1351-0 |
1350-2 |
|