CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1358-2 |
1374-0 |
15-6 |
1.2% |
1380-0 |
High |
1377-2 |
1382-0 |
4-6 |
0.3% |
1395-2 |
Low |
1357-0 |
1360-0 |
3-0 |
0.2% |
1355-0 |
Close |
1372-6 |
1361-6 |
-11-0 |
-0.8% |
1361-6 |
Range |
20-2 |
22-0 |
1-6 |
8.6% |
40-2 |
ATR |
19-4 |
19-5 |
0-1 |
0.9% |
0-0 |
Volume |
42,827 |
40,267 |
-2,560 |
-6.0% |
173,774 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1433-7 |
1419-7 |
1373-7 |
|
R3 |
1411-7 |
1397-7 |
1367-6 |
|
R2 |
1389-7 |
1389-7 |
1365-6 |
|
R1 |
1375-7 |
1375-7 |
1363-6 |
1371-7 |
PP |
1367-7 |
1367-7 |
1367-7 |
1366-0 |
S1 |
1353-7 |
1353-7 |
1359-6 |
1349-7 |
S2 |
1345-7 |
1345-7 |
1357-6 |
|
S3 |
1323-7 |
1331-7 |
1355-6 |
|
S4 |
1301-7 |
1309-7 |
1349-5 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1491-3 |
1466-7 |
1383-7 |
|
R3 |
1451-1 |
1426-5 |
1372-7 |
|
R2 |
1410-7 |
1410-7 |
1369-1 |
|
R1 |
1386-3 |
1386-3 |
1365-4 |
1378-4 |
PP |
1370-5 |
1370-5 |
1370-5 |
1366-6 |
S1 |
1346-1 |
1346-1 |
1358-0 |
1338-2 |
S2 |
1330-3 |
1330-3 |
1354-3 |
|
S3 |
1290-1 |
1305-7 |
1350-5 |
|
S4 |
1249-7 |
1265-5 |
1339-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1395-2 |
1355-0 |
40-2 |
3.0% |
21-6 |
1.6% |
17% |
False |
False |
34,754 |
10 |
1397-0 |
1355-0 |
42-0 |
3.1% |
19-4 |
1.4% |
16% |
False |
False |
49,557 |
20 |
1397-0 |
1298-6 |
98-2 |
7.2% |
21-1 |
1.6% |
64% |
False |
False |
39,915 |
40 |
1397-0 |
1251-0 |
146-0 |
10.7% |
17-0 |
1.2% |
76% |
False |
False |
32,104 |
60 |
1397-0 |
1179-4 |
217-4 |
16.0% |
17-0 |
1.2% |
84% |
False |
False |
26,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1475-4 |
2.618 |
1439-5 |
1.618 |
1417-5 |
1.000 |
1404-0 |
0.618 |
1395-5 |
HIGH |
1382-0 |
0.618 |
1373-5 |
0.500 |
1371-0 |
0.382 |
1368-3 |
LOW |
1360-0 |
0.618 |
1346-3 |
1.000 |
1338-0 |
1.618 |
1324-3 |
2.618 |
1302-3 |
4.250 |
1266-4 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1371-0 |
1368-4 |
PP |
1367-7 |
1366-2 |
S1 |
1364-7 |
1364-0 |
|