CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1350-0 |
1354-6 |
4-6 |
0.4% |
1380-0 |
| High |
1365-4 |
1362-4 |
-3-0 |
-0.2% |
1395-2 |
| Low |
1348-0 |
1332-0 |
-16-0 |
-1.2% |
1355-0 |
| Close |
1355-4 |
1337-6 |
-17-6 |
-1.3% |
1361-6 |
| Range |
17-4 |
30-4 |
13-0 |
74.3% |
40-2 |
| ATR |
19-3 |
20-1 |
0-6 |
4.1% |
0-0 |
| Volume |
34,934 |
26,128 |
-8,806 |
-25.2% |
173,774 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1435-5 |
1417-1 |
1354-4 |
|
| R3 |
1405-1 |
1386-5 |
1346-1 |
|
| R2 |
1374-5 |
1374-5 |
1343-3 |
|
| R1 |
1356-1 |
1356-1 |
1340-4 |
1350-1 |
| PP |
1344-1 |
1344-1 |
1344-1 |
1341-0 |
| S1 |
1325-5 |
1325-5 |
1335-0 |
1319-5 |
| S2 |
1313-5 |
1313-5 |
1332-1 |
|
| S3 |
1283-1 |
1295-1 |
1329-3 |
|
| S4 |
1252-5 |
1264-5 |
1321-0 |
|
|
| 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 |
1332-0 |
50-0 |
3.7% |
21-5 |
1.6% |
12% |
False |
True |
36,927 |
| 10 |
1395-2 |
1332-0 |
63-2 |
4.7% |
18-7 |
1.4% |
9% |
False |
True |
38,068 |
| 20 |
1397-0 |
1298-6 |
98-2 |
7.3% |
22-0 |
1.6% |
40% |
False |
False |
40,831 |
| 40 |
1397-0 |
1257-4 |
139-4 |
10.4% |
17-5 |
1.3% |
58% |
False |
False |
33,339 |
| 60 |
1397-0 |
1193-0 |
204-0 |
15.2% |
16-7 |
1.3% |
71% |
False |
False |
27,304 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.5% |
18-1 |
1.4% |
75% |
False |
False |
23,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1492-1 |
|
2.618 |
1442-3 |
|
1.618 |
1411-7 |
|
1.000 |
1393-0 |
|
0.618 |
1381-3 |
|
HIGH |
1362-4 |
|
0.618 |
1350-7 |
|
0.500 |
1347-2 |
|
0.382 |
1343-5 |
|
LOW |
1332-0 |
|
0.618 |
1313-1 |
|
1.000 |
1301-4 |
|
1.618 |
1282-5 |
|
2.618 |
1252-1 |
|
4.250 |
1202-3 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1347-2 |
1348-6 |
| PP |
1344-1 |
1345-1 |
| S1 |
1340-7 |
1341-3 |
|