CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1350-0 |
1366-0 |
16-0 |
1.2% |
1351-0 |
| High |
1354-0 |
1370-4 |
16-4 |
1.2% |
1361-0 |
| Low |
1348-0 |
1358-0 |
10-0 |
0.7% |
1334-0 |
| Close |
1352-0 |
1370-4 |
18-4 |
1.4% |
1356-0 |
| Range |
6-0 |
12-4 |
6-4 |
108.3% |
27-0 |
| ATR |
16-1 |
16-2 |
0-1 |
1.1% |
0-0 |
| Volume |
45,456 |
54,980 |
9,524 |
21.0% |
172,533 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1403-7 |
1399-5 |
1377-3 |
|
| R3 |
1391-3 |
1387-1 |
1374-0 |
|
| R2 |
1378-7 |
1378-7 |
1372-6 |
|
| R1 |
1374-5 |
1374-5 |
1371-5 |
1376-6 |
| PP |
1366-3 |
1366-3 |
1366-3 |
1367-3 |
| S1 |
1362-1 |
1362-1 |
1369-3 |
1364-2 |
| S2 |
1353-7 |
1353-7 |
1368-2 |
|
| S3 |
1341-3 |
1349-5 |
1367-0 |
|
| S4 |
1328-7 |
1337-1 |
1363-5 |
|
|
| 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 |
1370-4 |
1338-0 |
32-4 |
2.4% |
13-2 |
1.0% |
100% |
True |
False |
45,498 |
| 10 |
1376-0 |
1334-0 |
42-0 |
3.1% |
10-6 |
0.8% |
87% |
False |
False |
41,213 |
| 20 |
1395-0 |
1300-0 |
95-0 |
6.9% |
13-4 |
1.0% |
74% |
False |
False |
44,574 |
| 40 |
1395-0 |
1281-0 |
114-0 |
8.3% |
11-1 |
0.8% |
79% |
False |
False |
36,026 |
| 60 |
1395-0 |
1194-4 |
200-4 |
14.6% |
10-7 |
0.8% |
88% |
False |
False |
29,552 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.4% |
11-0 |
0.8% |
89% |
False |
False |
25,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1423-5 |
|
2.618 |
1403-2 |
|
1.618 |
1390-6 |
|
1.000 |
1383-0 |
|
0.618 |
1378-2 |
|
HIGH |
1370-4 |
|
0.618 |
1365-6 |
|
0.500 |
1364-2 |
|
0.382 |
1362-6 |
|
LOW |
1358-0 |
|
0.618 |
1350-2 |
|
1.000 |
1345-4 |
|
1.618 |
1337-6 |
|
2.618 |
1325-2 |
|
4.250 |
1304-7 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1368-3 |
1365-4 |
| PP |
1366-3 |
1360-4 |
| S1 |
1364-2 |
1355-4 |
|