CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1354-6 |
1338-0 |
-16-6 |
-1.2% |
1380-0 |
| High |
1362-4 |
1357-0 |
-5-4 |
-0.4% |
1395-2 |
| Low |
1332-0 |
1334-4 |
2-4 |
0.2% |
1355-0 |
| Close |
1337-6 |
1342-4 |
4-6 |
0.4% |
1361-6 |
| Range |
30-4 |
22-4 |
-8-0 |
-26.2% |
40-2 |
| ATR |
20-1 |
20-3 |
0-1 |
0.8% |
0-0 |
| Volume |
26,128 |
38,032 |
11,904 |
45.6% |
173,774 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1412-1 |
1399-7 |
1354-7 |
|
| R3 |
1389-5 |
1377-3 |
1348-6 |
|
| R2 |
1367-1 |
1367-1 |
1346-5 |
|
| R1 |
1354-7 |
1354-7 |
1344-4 |
1361-0 |
| PP |
1344-5 |
1344-5 |
1344-5 |
1347-6 |
| S1 |
1332-3 |
1332-3 |
1340-4 |
1338-4 |
| S2 |
1322-1 |
1322-1 |
1338-3 |
|
| S3 |
1299-5 |
1309-7 |
1336-2 |
|
| S4 |
1277-1 |
1287-3 |
1330-1 |
|
|
| 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 |
1382-0 |
1332-0 |
50-0 |
3.7% |
22-1 |
1.6% |
21% |
False |
False |
35,968 |
| 10 |
1395-2 |
1332-0 |
63-2 |
4.7% |
19-6 |
1.5% |
17% |
False |
False |
35,492 |
| 20 |
1397-0 |
1298-6 |
98-2 |
7.3% |
22-2 |
1.7% |
45% |
False |
False |
41,323 |
| 40 |
1397-0 |
1265-2 |
131-6 |
9.8% |
17-7 |
1.3% |
59% |
False |
False |
33,856 |
| 60 |
1397-0 |
1193-0 |
204-0 |
15.2% |
17-0 |
1.3% |
73% |
False |
False |
27,664 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.4% |
18-2 |
1.4% |
77% |
False |
False |
23,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1452-5 |
|
2.618 |
1415-7 |
|
1.618 |
1393-3 |
|
1.000 |
1379-4 |
|
0.618 |
1370-7 |
|
HIGH |
1357-0 |
|
0.618 |
1348-3 |
|
0.500 |
1345-6 |
|
0.382 |
1343-1 |
|
LOW |
1334-4 |
|
0.618 |
1320-5 |
|
1.000 |
1312-0 |
|
1.618 |
1298-1 |
|
2.618 |
1275-5 |
|
4.250 |
1238-7 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1345-6 |
1348-6 |
| PP |
1344-5 |
1346-5 |
| S1 |
1343-5 |
1344-5 |
|