CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1360-2 |
1350-0 |
-10-2 |
-0.8% |
1380-0 |
High |
1363-0 |
1365-4 |
2-4 |
0.2% |
1395-2 |
Low |
1345-0 |
1348-0 |
3-0 |
0.2% |
1355-0 |
Close |
1350-0 |
1355-4 |
5-4 |
0.4% |
1361-6 |
Range |
18-0 |
17-4 |
-0-4 |
-2.8% |
40-2 |
ATR |
19-4 |
19-3 |
-0-1 |
-0.7% |
0-0 |
Volume |
40,483 |
34,934 |
-5,549 |
-13.7% |
173,774 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1408-7 |
1399-5 |
1365-1 |
|
R3 |
1391-3 |
1382-1 |
1360-2 |
|
R2 |
1373-7 |
1373-7 |
1358-6 |
|
R1 |
1364-5 |
1364-5 |
1357-1 |
1369-2 |
PP |
1356-3 |
1356-3 |
1356-3 |
1358-5 |
S1 |
1347-1 |
1347-1 |
1353-7 |
1351-6 |
S2 |
1338-7 |
1338-7 |
1352-2 |
|
S3 |
1321-3 |
1329-5 |
1350-6 |
|
S4 |
1303-7 |
1312-1 |
1345-7 |
|
|
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 |
1382-0 |
1345-0 |
37-0 |
2.7% |
18-4 |
1.4% |
28% |
False |
False |
42,912 |
10 |
1395-2 |
1345-0 |
50-2 |
3.7% |
17-3 |
1.3% |
21% |
False |
False |
40,925 |
20 |
1397-0 |
1298-6 |
98-2 |
7.2% |
21-1 |
1.6% |
58% |
False |
False |
41,114 |
40 |
1397-0 |
1252-2 |
144-6 |
10.7% |
17-1 |
1.3% |
71% |
False |
False |
33,160 |
60 |
1397-0 |
1193-0 |
204-0 |
15.0% |
16-7 |
1.2% |
80% |
False |
False |
27,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1439-7 |
2.618 |
1411-3 |
1.618 |
1393-7 |
1.000 |
1383-0 |
0.618 |
1376-3 |
HIGH |
1365-4 |
0.618 |
1358-7 |
0.500 |
1356-6 |
0.382 |
1354-5 |
LOW |
1348-0 |
0.618 |
1337-1 |
1.000 |
1330-4 |
1.618 |
1319-5 |
2.618 |
1302-1 |
4.250 |
1273-5 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1356-6 |
1363-4 |
PP |
1356-3 |
1360-7 |
S1 |
1355-7 |
1358-1 |
|