CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1306-2 |
1316-6 |
10-4 |
0.8% |
1305-0 |
High |
1320-0 |
1322-0 |
2-0 |
0.2% |
1333-0 |
Low |
1306-2 |
1304-2 |
-2-0 |
-0.2% |
1297-0 |
Close |
1317-6 |
1311-6 |
-6-0 |
-0.5% |
1328-2 |
Range |
13-6 |
17-6 |
4-0 |
29.1% |
36-0 |
ATR |
14-4 |
14-6 |
0-2 |
1.6% |
0-0 |
Volume |
31,782 |
28,196 |
-3,586 |
-11.3% |
160,811 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1365-7 |
1356-5 |
1321-4 |
|
R3 |
1348-1 |
1338-7 |
1316-5 |
|
R2 |
1330-3 |
1330-3 |
1315-0 |
|
R1 |
1321-1 |
1321-1 |
1313-3 |
1316-7 |
PP |
1312-5 |
1312-5 |
1312-5 |
1310-4 |
S1 |
1303-3 |
1303-3 |
1310-1 |
1299-1 |
S2 |
1294-7 |
1294-7 |
1308-4 |
|
S3 |
1277-1 |
1285-5 |
1306-7 |
|
S4 |
1259-3 |
1267-7 |
1302-0 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1427-3 |
1413-7 |
1348-0 |
|
R3 |
1391-3 |
1377-7 |
1338-1 |
|
R2 |
1355-3 |
1355-3 |
1334-7 |
|
R1 |
1341-7 |
1341-7 |
1331-4 |
1348-5 |
PP |
1319-3 |
1319-3 |
1319-3 |
1322-6 |
S1 |
1305-7 |
1305-7 |
1325-0 |
1312-5 |
S2 |
1283-3 |
1283-3 |
1321-5 |
|
S3 |
1247-3 |
1269-7 |
1318-3 |
|
S4 |
1211-3 |
1233-7 |
1308-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1333-0 |
1304-2 |
28-6 |
2.2% |
15-5 |
1.2% |
26% |
False |
True |
27,892 |
10 |
1333-0 |
1295-2 |
37-6 |
2.9% |
15-1 |
1.1% |
44% |
False |
False |
30,108 |
20 |
1333-0 |
1265-2 |
67-6 |
5.2% |
13-4 |
1.0% |
69% |
False |
False |
26,389 |
40 |
1333-0 |
1193-0 |
140-0 |
10.7% |
14-4 |
1.1% |
85% |
False |
False |
20,834 |
60 |
1333-0 |
1163-4 |
169-4 |
12.9% |
16-7 |
1.3% |
87% |
False |
False |
17,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1397-4 |
2.618 |
1368-4 |
1.618 |
1350-6 |
1.000 |
1339-6 |
0.618 |
1333-0 |
HIGH |
1322-0 |
0.618 |
1315-2 |
0.500 |
1313-1 |
0.382 |
1311-0 |
LOW |
1304-2 |
0.618 |
1293-2 |
1.000 |
1286-4 |
1.618 |
1275-4 |
2.618 |
1257-6 |
4.250 |
1228-6 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1313-1 |
1316-0 |
PP |
1312-5 |
1314-5 |
S1 |
1312-2 |
1313-1 |
|