CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1350-2 |
1366-6 |
16-4 |
1.2% |
1360-2 |
| High |
1371-6 |
1370-0 |
-1-6 |
-0.1% |
1365-4 |
| Low |
1350-0 |
1354-2 |
4-2 |
0.3% |
1332-0 |
| Close |
1370-4 |
1358-6 |
-11-6 |
-0.9% |
1356-0 |
| Range |
21-6 |
15-6 |
-6-0 |
-27.6% |
33-4 |
| ATR |
20-5 |
20-2 |
-0-2 |
-1.5% |
0-0 |
| Volume |
54,980 |
71,692 |
16,712 |
30.4% |
172,533 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1408-2 |
1399-2 |
1367-3 |
|
| R3 |
1392-4 |
1383-4 |
1363-1 |
|
| R2 |
1376-6 |
1376-6 |
1361-5 |
|
| R1 |
1367-6 |
1367-6 |
1360-2 |
1364-3 |
| PP |
1361-0 |
1361-0 |
1361-0 |
1359-2 |
| S1 |
1352-0 |
1352-0 |
1357-2 |
1348-5 |
| S2 |
1345-2 |
1345-2 |
1355-7 |
|
| S3 |
1329-4 |
1336-2 |
1354-3 |
|
| S4 |
1313-6 |
1320-4 |
1350-1 |
|
|
| 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 |
1371-6 |
1340-0 |
31-6 |
2.3% |
20-4 |
1.5% |
59% |
False |
False |
52,230 |
| 10 |
1382-0 |
1332-0 |
50-0 |
3.7% |
21-2 |
1.6% |
54% |
False |
False |
44,099 |
| 20 |
1397-0 |
1303-0 |
94-0 |
6.9% |
22-5 |
1.7% |
59% |
False |
False |
46,889 |
| 40 |
1397-0 |
1282-0 |
115-0 |
8.5% |
18-7 |
1.4% |
67% |
False |
False |
37,521 |
| 60 |
1397-0 |
1210-4 |
186-4 |
13.7% |
17-3 |
1.3% |
79% |
False |
False |
31,061 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.2% |
18-2 |
1.3% |
84% |
False |
False |
26,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1437-0 |
|
2.618 |
1411-2 |
|
1.618 |
1395-4 |
|
1.000 |
1385-6 |
|
0.618 |
1379-6 |
|
HIGH |
1370-0 |
|
0.618 |
1364-0 |
|
0.500 |
1362-1 |
|
0.382 |
1360-2 |
|
LOW |
1354-2 |
|
0.618 |
1344-4 |
|
1.000 |
1338-4 |
|
1.618 |
1328-6 |
|
2.618 |
1313-0 |
|
4.250 |
1287-2 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1362-1 |
1357-6 |
| PP |
1361-0 |
1356-7 |
| S1 |
1359-7 |
1355-7 |
|