CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1374-0 |
1360-2 |
-13-6 |
-1.0% |
1380-0 |
High |
1382-0 |
1363-0 |
-19-0 |
-1.4% |
1395-2 |
Low |
1360-0 |
1345-0 |
-15-0 |
-1.1% |
1355-0 |
Close |
1361-6 |
1350-0 |
-11-6 |
-0.9% |
1361-6 |
Range |
22-0 |
18-0 |
-4-0 |
-18.2% |
40-2 |
ATR |
19-5 |
19-4 |
-0-1 |
-0.6% |
0-0 |
Volume |
40,267 |
40,483 |
216 |
0.5% |
173,774 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1406-5 |
1396-3 |
1359-7 |
|
R3 |
1388-5 |
1378-3 |
1355-0 |
|
R2 |
1370-5 |
1370-5 |
1353-2 |
|
R1 |
1360-3 |
1360-3 |
1351-5 |
1356-4 |
PP |
1352-5 |
1352-5 |
1352-5 |
1350-6 |
S1 |
1342-3 |
1342-3 |
1348-3 |
1338-4 |
S2 |
1334-5 |
1334-5 |
1346-6 |
|
S3 |
1316-5 |
1324-3 |
1345-0 |
|
S4 |
1298-5 |
1306-3 |
1340-1 |
|
|
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 |
1394-2 |
1345-0 |
49-2 |
3.6% |
21-5 |
1.6% |
10% |
False |
True |
42,851 |
10 |
1397-0 |
1345-0 |
52-0 |
3.9% |
17-6 |
1.3% |
10% |
False |
True |
45,193 |
20 |
1397-0 |
1298-6 |
98-2 |
7.3% |
21-3 |
1.6% |
52% |
False |
False |
40,654 |
40 |
1397-0 |
1251-0 |
146-0 |
10.8% |
17-1 |
1.3% |
68% |
False |
False |
32,661 |
60 |
1397-0 |
1187-4 |
209-4 |
15.5% |
16-7 |
1.3% |
78% |
False |
False |
26,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1439-4 |
2.618 |
1410-1 |
1.618 |
1392-1 |
1.000 |
1381-0 |
0.618 |
1374-1 |
HIGH |
1363-0 |
0.618 |
1356-1 |
0.500 |
1354-0 |
0.382 |
1351-7 |
LOW |
1345-0 |
0.618 |
1333-7 |
1.000 |
1327-0 |
1.618 |
1315-7 |
2.618 |
1297-7 |
4.250 |
1268-4 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1354-0 |
1363-4 |
PP |
1352-5 |
1359-0 |
S1 |
1351-3 |
1354-4 |
|