CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1343-0 |
1356-0 |
13-0 |
1.0% |
1360-2 |
| High |
1364-6 |
1364-2 |
-0-4 |
0.0% |
1365-4 |
| Low |
1340-0 |
1340-2 |
0-2 |
0.0% |
1332-0 |
| Close |
1356-0 |
1341-4 |
-14-4 |
-1.1% |
1356-0 |
| Range |
24-6 |
24-0 |
-0-6 |
-3.0% |
33-4 |
| ATR |
20-5 |
20-7 |
0-2 |
1.2% |
0-0 |
| Volume |
32,956 |
56,070 |
23,114 |
70.1% |
172,533 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1420-5 |
1405-1 |
1354-6 |
|
| R3 |
1396-5 |
1381-1 |
1348-1 |
|
| R2 |
1372-5 |
1372-5 |
1345-7 |
|
| R1 |
1357-1 |
1357-1 |
1343-6 |
1352-7 |
| PP |
1348-5 |
1348-5 |
1348-5 |
1346-4 |
| S1 |
1333-1 |
1333-1 |
1339-2 |
1328-7 |
| S2 |
1324-5 |
1324-5 |
1337-1 |
|
| S3 |
1300-5 |
1309-1 |
1334-7 |
|
| S4 |
1276-5 |
1285-1 |
1328-2 |
|
|
| 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% |
23-7 |
1.8% |
28% |
False |
False |
37,624 |
| 10 |
1394-2 |
1332-0 |
62-2 |
4.6% |
22-6 |
1.7% |
15% |
False |
False |
40,237 |
| 20 |
1397-0 |
1298-6 |
98-2 |
7.3% |
22-6 |
1.7% |
44% |
False |
False |
43,204 |
| 40 |
1397-0 |
1278-2 |
118-6 |
8.9% |
18-4 |
1.4% |
53% |
False |
False |
35,036 |
| 60 |
1397-0 |
1193-0 |
204-0 |
15.2% |
17-4 |
1.3% |
73% |
False |
False |
28,804 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.4% |
18-2 |
1.4% |
76% |
False |
False |
24,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1466-2 |
|
2.618 |
1427-1 |
|
1.618 |
1403-1 |
|
1.000 |
1388-2 |
|
0.618 |
1379-1 |
|
HIGH |
1364-2 |
|
0.618 |
1355-1 |
|
0.500 |
1352-2 |
|
0.382 |
1349-3 |
|
LOW |
1340-2 |
|
0.618 |
1325-3 |
|
1.000 |
1316-2 |
|
1.618 |
1301-3 |
|
2.618 |
1277-3 |
|
4.250 |
1238-2 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1352-2 |
1349-5 |
| PP |
1348-5 |
1346-7 |
| S1 |
1345-1 |
1344-2 |
|