CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1380-0 |
1381-0 |
1-0 |
0.1% |
1360-0 |
High |
1395-2 |
1394-2 |
-1-0 |
-0.1% |
1397-0 |
Low |
1376-4 |
1361-2 |
-15-2 |
-1.1% |
1360-0 |
Close |
1382-0 |
1364-6 |
-17-2 |
-1.2% |
1381-4 |
Range |
18-6 |
33-0 |
14-2 |
76.0% |
37-0 |
ATR |
18-6 |
19-6 |
1-0 |
5.5% |
0-0 |
Volume |
1 |
34,628 |
34,627 |
3,462,700.0% |
321,797 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1472-3 |
1451-5 |
1382-7 |
|
R3 |
1439-3 |
1418-5 |
1373-7 |
|
R2 |
1406-3 |
1406-3 |
1370-6 |
|
R1 |
1385-5 |
1385-5 |
1367-6 |
1379-4 |
PP |
1373-3 |
1373-3 |
1373-3 |
1370-3 |
S1 |
1352-5 |
1352-5 |
1361-6 |
1346-4 |
S2 |
1340-3 |
1340-3 |
1358-6 |
|
S3 |
1307-3 |
1319-5 |
1355-5 |
|
S4 |
1274-3 |
1286-5 |
1346-5 |
|
|
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 |
1395-2 |
1361-2 |
34-0 |
2.5% |
16-1 |
1.2% |
10% |
False |
True |
38,938 |
10 |
1397-0 |
1298-6 |
98-2 |
7.2% |
25-1 |
1.8% |
67% |
False |
False |
46,487 |
20 |
1397-0 |
1298-6 |
98-2 |
7.2% |
20-1 |
1.5% |
67% |
False |
False |
37,435 |
40 |
1397-0 |
1245-0 |
152-0 |
11.1% |
16-5 |
1.2% |
79% |
False |
False |
30,115 |
60 |
1397-0 |
1174-6 |
222-2 |
16.3% |
16-7 |
1.2% |
85% |
False |
False |
24,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1534-4 |
2.618 |
1480-5 |
1.618 |
1447-5 |
1.000 |
1427-2 |
0.618 |
1414-5 |
HIGH |
1394-2 |
0.618 |
1381-5 |
0.500 |
1377-6 |
0.382 |
1373-7 |
LOW |
1361-2 |
0.618 |
1340-7 |
1.000 |
1328-2 |
1.618 |
1307-7 |
2.618 |
1274-7 |
4.250 |
1221-0 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1377-6 |
1378-2 |
PP |
1373-3 |
1373-6 |
S1 |
1369-1 |
1369-2 |
|