CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1320-0 |
1303-2 |
-16-6 |
-1.3% |
1322-0 |
High |
1327-0 |
1370-0 |
43-0 |
3.2% |
1370-0 |
Low |
1298-6 |
1303-0 |
4-2 |
0.3% |
1298-6 |
Close |
1304-6 |
1358-0 |
53-2 |
4.1% |
1358-0 |
Range |
28-2 |
67-0 |
38-6 |
137.2% |
71-2 |
ATR |
16-0 |
19-6 |
3-5 |
22.7% |
0-0 |
Volume |
32,455 |
41,486 |
9,031 |
27.8% |
165,220 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1544-5 |
1518-3 |
1394-7 |
|
R3 |
1477-5 |
1451-3 |
1376-3 |
|
R2 |
1410-5 |
1410-5 |
1370-2 |
|
R1 |
1384-3 |
1384-3 |
1364-1 |
1397-4 |
PP |
1343-5 |
1343-5 |
1343-5 |
1350-2 |
S1 |
1317-3 |
1317-3 |
1351-7 |
1330-4 |
S2 |
1276-5 |
1276-5 |
1345-6 |
|
S3 |
1209-5 |
1250-3 |
1339-5 |
|
S4 |
1142-5 |
1183-3 |
1321-1 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1556-0 |
1528-2 |
1397-2 |
|
R3 |
1484-6 |
1457-0 |
1377-5 |
|
R2 |
1413-4 |
1413-4 |
1371-0 |
|
R1 |
1385-6 |
1385-6 |
1364-4 |
1399-5 |
PP |
1342-2 |
1342-2 |
1342-2 |
1349-2 |
S1 |
1314-4 |
1314-4 |
1351-4 |
1328-3 |
S2 |
1271-0 |
1271-0 |
1345-0 |
|
S3 |
1199-6 |
1243-2 |
1338-3 |
|
S4 |
1128-4 |
1172-0 |
1318-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1370-0 |
1298-6 |
71-2 |
5.2% |
28-3 |
2.1% |
83% |
True |
False |
33,044 |
10 |
1370-0 |
1298-6 |
71-2 |
5.2% |
22-6 |
1.7% |
83% |
True |
False |
30,273 |
20 |
1370-0 |
1282-0 |
88-0 |
6.5% |
17-6 |
1.3% |
86% |
True |
False |
29,266 |
40 |
1370-0 |
1220-0 |
150-0 |
11.0% |
16-1 |
1.2% |
92% |
True |
False |
23,897 |
60 |
1370-0 |
1163-4 |
206-4 |
15.2% |
17-6 |
1.3% |
94% |
True |
False |
19,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1654-6 |
2.618 |
1545-3 |
1.618 |
1478-3 |
1.000 |
1437-0 |
0.618 |
1411-3 |
HIGH |
1370-0 |
0.618 |
1344-3 |
0.500 |
1336-4 |
0.382 |
1328-5 |
LOW |
1303-0 |
0.618 |
1261-5 |
1.000 |
1236-0 |
1.618 |
1194-5 |
2.618 |
1127-5 |
4.250 |
1018-2 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1350-7 |
1350-1 |
PP |
1343-5 |
1342-2 |
S1 |
1336-4 |
1334-3 |
|