CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1381-4 |
1380-0 |
-1-4 |
-0.1% |
1360-0 |
High |
1381-4 |
1395-2 |
13-6 |
1.0% |
1397-0 |
Low |
1381-4 |
1376-4 |
-5-0 |
-0.4% |
1360-0 |
Close |
1381-4 |
1382-0 |
0-4 |
0.0% |
1381-4 |
Range |
0-0 |
18-6 |
18-6 |
|
37-0 |
ATR |
18-6 |
18-6 |
0-0 |
0.0% |
0-0 |
Volume |
41,569 |
1 |
-41,568 |
-100.0% |
321,797 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1440-7 |
1430-1 |
1392-2 |
|
R3 |
1422-1 |
1411-3 |
1387-1 |
|
R2 |
1403-3 |
1403-3 |
1385-4 |
|
R1 |
1392-5 |
1392-5 |
1383-6 |
1398-0 |
PP |
1384-5 |
1384-5 |
1384-5 |
1387-2 |
S1 |
1373-7 |
1373-7 |
1380-2 |
1379-2 |
S2 |
1365-7 |
1365-7 |
1378-4 |
|
S3 |
1347-1 |
1355-1 |
1376-7 |
|
S4 |
1328-3 |
1336-3 |
1371-6 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1490-4 |
1473-0 |
1401-7 |
|
R3 |
1453-4 |
1436-0 |
1391-5 |
|
R2 |
1416-4 |
1416-4 |
1388-2 |
|
R1 |
1399-0 |
1399-0 |
1384-7 |
1407-6 |
PP |
1379-4 |
1379-4 |
1379-4 |
1383-7 |
S1 |
1362-0 |
1362-0 |
1378-1 |
1370-6 |
S2 |
1342-4 |
1342-4 |
1374-6 |
|
S3 |
1305-4 |
1325-0 |
1371-3 |
|
S4 |
1268-4 |
1288-0 |
1361-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1397-0 |
1369-6 |
27-2 |
2.0% |
14-0 |
1.0% |
45% |
False |
False |
47,536 |
10 |
1397-0 |
1298-6 |
98-2 |
7.1% |
22-7 |
1.7% |
85% |
False |
False |
46,171 |
20 |
1397-0 |
1297-0 |
100-0 |
7.2% |
19-2 |
1.4% |
85% |
False |
False |
36,823 |
40 |
1397-0 |
1242-4 |
154-4 |
11.2% |
16-2 |
1.2% |
90% |
False |
False |
29,628 |
60 |
1397-0 |
1168-4 |
228-4 |
16.5% |
16-6 |
1.2% |
93% |
False |
False |
24,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1475-0 |
2.618 |
1444-3 |
1.618 |
1425-5 |
1.000 |
1414-0 |
0.618 |
1406-7 |
HIGH |
1395-2 |
0.618 |
1388-1 |
0.500 |
1385-7 |
0.382 |
1383-5 |
LOW |
1376-4 |
0.618 |
1364-7 |
1.000 |
1357-6 |
1.618 |
1346-1 |
2.618 |
1327-3 |
4.250 |
1296-6 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1385-7 |
1382-6 |
PP |
1384-5 |
1382-4 |
S1 |
1383-2 |
1382-2 |
|