CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1338-0 |
1343-0 |
5-0 |
0.4% |
1360-2 |
| High |
1357-0 |
1364-6 |
7-6 |
0.6% |
1365-4 |
| Low |
1334-4 |
1340-0 |
5-4 |
0.4% |
1332-0 |
| Close |
1342-4 |
1356-0 |
13-4 |
1.0% |
1356-0 |
| Range |
22-4 |
24-6 |
2-2 |
10.0% |
33-4 |
| ATR |
20-3 |
20-5 |
0-3 |
1.6% |
0-0 |
| Volume |
38,032 |
32,956 |
-5,076 |
-13.3% |
172,533 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1427-7 |
1416-5 |
1369-5 |
|
| R3 |
1403-1 |
1391-7 |
1362-6 |
|
| R2 |
1378-3 |
1378-3 |
1360-4 |
|
| R1 |
1367-1 |
1367-1 |
1358-2 |
1372-6 |
| PP |
1353-5 |
1353-5 |
1353-5 |
1356-3 |
| S1 |
1342-3 |
1342-3 |
1353-6 |
1348-0 |
| S2 |
1328-7 |
1328-7 |
1351-4 |
|
| S3 |
1304-1 |
1317-5 |
1349-2 |
|
| S4 |
1279-3 |
1292-7 |
1342-3 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1451-5 |
1437-3 |
1374-3 |
|
| R3 |
1418-1 |
1403-7 |
1365-2 |
|
| R2 |
1384-5 |
1384-5 |
1362-1 |
|
| R1 |
1370-3 |
1370-3 |
1359-1 |
1360-6 |
| PP |
1351-1 |
1351-1 |
1351-1 |
1346-3 |
| S1 |
1336-7 |
1336-7 |
1352-7 |
1327-2 |
| S2 |
1317-5 |
1317-5 |
1349-7 |
|
| S3 |
1284-1 |
1303-3 |
1346-6 |
|
| S4 |
1250-5 |
1269-7 |
1337-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1365-4 |
1332-0 |
33-4 |
2.5% |
22-5 |
1.7% |
72% |
False |
False |
34,506 |
| 10 |
1395-2 |
1332-0 |
63-2 |
4.7% |
22-2 |
1.6% |
38% |
False |
False |
34,630 |
| 20 |
1397-0 |
1298-6 |
98-2 |
7.2% |
22-4 |
1.7% |
58% |
False |
False |
41,666 |
| 40 |
1397-0 |
1267-2 |
129-6 |
9.6% |
18-2 |
1.3% |
68% |
False |
False |
34,162 |
| 60 |
1397-0 |
1193-0 |
204-0 |
15.0% |
17-1 |
1.3% |
80% |
False |
False |
28,003 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.2% |
18-2 |
1.3% |
82% |
False |
False |
23,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1470-0 |
|
2.618 |
1429-4 |
|
1.618 |
1404-6 |
|
1.000 |
1389-4 |
|
0.618 |
1380-0 |
|
HIGH |
1364-6 |
|
0.618 |
1355-2 |
|
0.500 |
1352-3 |
|
0.382 |
1349-4 |
|
LOW |
1340-0 |
|
0.618 |
1324-6 |
|
1.000 |
1315-2 |
|
1.618 |
1300-0 |
|
2.618 |
1275-2 |
|
4.250 |
1234-6 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1354-6 |
1353-4 |
| PP |
1353-5 |
1350-7 |
| S1 |
1352-3 |
1348-3 |
|