CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1366-6 |
1359-0 |
-7-6 |
-0.6% |
1356-0 |
| High |
1370-0 |
1375-0 |
5-0 |
0.4% |
1375-0 |
| Low |
1354-2 |
1356-4 |
2-2 |
0.2% |
1340-0 |
| Close |
1358-6 |
1362-0 |
3-2 |
0.2% |
1362-0 |
| Range |
15-6 |
18-4 |
2-6 |
17.5% |
35-0 |
| ATR |
20-2 |
20-1 |
-0-1 |
-0.6% |
0-0 |
| Volume |
71,692 |
49,012 |
-22,680 |
-31.6% |
277,210 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1420-0 |
1409-4 |
1372-1 |
|
| R3 |
1401-4 |
1391-0 |
1367-1 |
|
| R2 |
1383-0 |
1383-0 |
1365-3 |
|
| R1 |
1372-4 |
1372-4 |
1363-6 |
1377-6 |
| PP |
1364-4 |
1364-4 |
1364-4 |
1367-1 |
| S1 |
1354-0 |
1354-0 |
1360-2 |
1359-2 |
| S2 |
1346-0 |
1346-0 |
1358-5 |
|
| S3 |
1327-4 |
1335-4 |
1356-7 |
|
| S4 |
1309-0 |
1317-0 |
1351-7 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1464-0 |
1448-0 |
1381-2 |
|
| R3 |
1429-0 |
1413-0 |
1371-5 |
|
| R2 |
1394-0 |
1394-0 |
1368-3 |
|
| R1 |
1378-0 |
1378-0 |
1365-2 |
1386-0 |
| PP |
1359-0 |
1359-0 |
1359-0 |
1363-0 |
| S1 |
1343-0 |
1343-0 |
1358-6 |
1351-0 |
| S2 |
1324-0 |
1324-0 |
1355-5 |
|
| S3 |
1289-0 |
1308-0 |
1352-3 |
|
| S4 |
1254-0 |
1273-0 |
1342-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1375-0 |
1340-0 |
35-0 |
2.6% |
19-2 |
1.4% |
63% |
True |
False |
55,442 |
| 10 |
1375-0 |
1332-0 |
43-0 |
3.2% |
20-7 |
1.5% |
70% |
True |
False |
44,974 |
| 20 |
1397-0 |
1332-0 |
65-0 |
4.8% |
20-2 |
1.5% |
46% |
False |
False |
47,265 |
| 40 |
1397-0 |
1282-0 |
115-0 |
8.4% |
19-0 |
1.4% |
70% |
False |
False |
38,266 |
| 60 |
1397-0 |
1220-0 |
177-0 |
13.0% |
17-4 |
1.3% |
80% |
False |
False |
31,686 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.1% |
18-3 |
1.3% |
85% |
False |
False |
26,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1453-5 |
|
2.618 |
1423-3 |
|
1.618 |
1404-7 |
|
1.000 |
1393-4 |
|
0.618 |
1386-3 |
|
HIGH |
1375-0 |
|
0.618 |
1367-7 |
|
0.500 |
1365-6 |
|
0.382 |
1363-5 |
|
LOW |
1356-4 |
|
0.618 |
1345-1 |
|
1.000 |
1338-0 |
|
1.618 |
1326-5 |
|
2.618 |
1308-1 |
|
4.250 |
1277-7 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1365-6 |
1362-4 |
| PP |
1364-4 |
1362-3 |
| S1 |
1363-2 |
1362-1 |
|