CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1356-0 |
1342-6 |
-13-2 |
-1.0% |
1360-2 |
| High |
1364-2 |
1356-0 |
-8-2 |
-0.6% |
1365-4 |
| Low |
1340-2 |
1340-0 |
-0-2 |
0.0% |
1332-0 |
| Close |
1341-4 |
1352-0 |
10-4 |
0.8% |
1356-0 |
| Range |
24-0 |
16-0 |
-8-0 |
-33.3% |
33-4 |
| ATR |
20-7 |
20-4 |
-0-3 |
-1.7% |
0-0 |
| Volume |
56,070 |
45,456 |
-10,614 |
-18.9% |
172,533 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1397-3 |
1390-5 |
1360-6 |
|
| R3 |
1381-3 |
1374-5 |
1356-3 |
|
| R2 |
1365-3 |
1365-3 |
1354-7 |
|
| R1 |
1358-5 |
1358-5 |
1353-4 |
1362-0 |
| PP |
1349-3 |
1349-3 |
1349-3 |
1351-0 |
| S1 |
1342-5 |
1342-5 |
1350-4 |
1346-0 |
| S2 |
1333-3 |
1333-3 |
1349-1 |
|
| S3 |
1317-3 |
1326-5 |
1347-5 |
|
| S4 |
1301-3 |
1310-5 |
1343-2 |
|
|
| 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 |
1364-6 |
1332-0 |
32-6 |
2.4% |
23-4 |
1.7% |
61% |
False |
False |
39,728 |
| 10 |
1382-0 |
1332-0 |
50-0 |
3.7% |
21-0 |
1.6% |
40% |
False |
False |
41,320 |
| 20 |
1397-0 |
1298-6 |
98-2 |
7.3% |
23-1 |
1.7% |
54% |
False |
False |
43,903 |
| 40 |
1397-0 |
1278-2 |
118-6 |
8.8% |
18-5 |
1.4% |
62% |
False |
False |
35,691 |
| 60 |
1397-0 |
1194-0 |
203-0 |
15.0% |
17-2 |
1.3% |
78% |
False |
False |
29,328 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.3% |
18-2 |
1.3% |
81% |
False |
False |
24,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1424-0 |
|
2.618 |
1397-7 |
|
1.618 |
1381-7 |
|
1.000 |
1372-0 |
|
0.618 |
1365-7 |
|
HIGH |
1356-0 |
|
0.618 |
1349-7 |
|
0.500 |
1348-0 |
|
0.382 |
1346-1 |
|
LOW |
1340-0 |
|
0.618 |
1330-1 |
|
1.000 |
1324-0 |
|
1.618 |
1314-1 |
|
2.618 |
1298-1 |
|
4.250 |
1272-0 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1350-5 |
1352-3 |
| PP |
1349-3 |
1352-2 |
| S1 |
1348-0 |
1352-1 |
|