CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1366-0 |
1367-0 |
1-0 |
0.1% |
1351-0 |
High |
1370-4 |
1367-0 |
-3-4 |
-0.3% |
1361-0 |
Low |
1358-0 |
1355-0 |
-3-0 |
-0.2% |
1334-0 |
Close |
1370-4 |
1358-6 |
-11-6 |
-0.9% |
1356-0 |
Range |
12-4 |
12-0 |
-0-4 |
-4.0% |
27-0 |
ATR |
16-2 |
16-2 |
0-0 |
-0.3% |
0-0 |
Volume |
54,980 |
71,692 |
16,712 |
30.4% |
172,533 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1396-2 |
1389-4 |
1365-3 |
|
R3 |
1384-2 |
1377-4 |
1362-0 |
|
R2 |
1372-2 |
1372-2 |
1361-0 |
|
R1 |
1365-4 |
1365-4 |
1359-7 |
1362-7 |
PP |
1360-2 |
1360-2 |
1360-2 |
1359-0 |
S1 |
1353-4 |
1353-4 |
1357-5 |
1350-7 |
S2 |
1348-2 |
1348-2 |
1356-4 |
|
S3 |
1336-2 |
1341-4 |
1355-4 |
|
S4 |
1324-2 |
1329-4 |
1352-1 |
|
|
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 |
1340-4 |
30-0 |
2.2% |
12-2 |
0.9% |
61% |
False |
False |
52,230 |
10 |
1370-4 |
1334-0 |
36-4 |
2.7% |
11-1 |
0.8% |
68% |
False |
False |
44,099 |
20 |
1395-0 |
1300-0 |
95-0 |
7.0% |
13-3 |
1.0% |
62% |
False |
False |
46,433 |
40 |
1395-0 |
1281-0 |
114-0 |
8.4% |
11-2 |
0.8% |
68% |
False |
False |
37,262 |
60 |
1395-0 |
1210-0 |
185-0 |
13.6% |
10-7 |
0.8% |
80% |
False |
False |
30,561 |
80 |
1395-0 |
1170-0 |
225-0 |
16.6% |
11-1 |
0.8% |
84% |
False |
False |
25,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1418-0 |
2.618 |
1398-3 |
1.618 |
1386-3 |
1.000 |
1379-0 |
0.618 |
1374-3 |
HIGH |
1367-0 |
0.618 |
1362-3 |
0.500 |
1361-0 |
0.382 |
1359-5 |
LOW |
1355-0 |
0.618 |
1347-5 |
1.000 |
1343-0 |
1.618 |
1335-5 |
2.618 |
1323-5 |
4.250 |
1304-0 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1361-0 |
1359-2 |
PP |
1360-2 |
1359-1 |
S1 |
1359-4 |
1358-7 |
|