CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1359-0 |
1360-4 |
1-4 |
0.1% |
1356-0 |
| High |
1375-0 |
1382-0 |
7-0 |
0.5% |
1375-0 |
| Low |
1356-4 |
1355-6 |
-0-6 |
-0.1% |
1340-0 |
| Close |
1362-0 |
1381-0 |
19-0 |
1.4% |
1362-0 |
| Range |
18-4 |
26-2 |
7-6 |
41.9% |
35-0 |
| ATR |
20-1 |
20-5 |
0-3 |
2.1% |
0-0 |
| Volume |
49,012 |
43,274 |
-5,738 |
-11.7% |
277,210 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1451-5 |
1442-5 |
1395-4 |
|
| R3 |
1425-3 |
1416-3 |
1388-2 |
|
| R2 |
1399-1 |
1399-1 |
1385-6 |
|
| R1 |
1390-1 |
1390-1 |
1383-3 |
1394-5 |
| PP |
1372-7 |
1372-7 |
1372-7 |
1375-2 |
| S1 |
1363-7 |
1363-7 |
1378-5 |
1368-3 |
| S2 |
1346-5 |
1346-5 |
1376-2 |
|
| S3 |
1320-3 |
1337-5 |
1373-6 |
|
| S4 |
1294-1 |
1311-3 |
1366-4 |
|
|
| 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 |
1382-0 |
1340-0 |
42-0 |
3.0% |
19-5 |
1.4% |
98% |
True |
False |
52,882 |
| 10 |
1382-0 |
1332-0 |
50-0 |
3.6% |
21-6 |
1.6% |
98% |
True |
False |
45,253 |
| 20 |
1397-0 |
1332-0 |
65-0 |
4.7% |
19-6 |
1.4% |
75% |
False |
False |
45,223 |
| 40 |
1397-0 |
1282-0 |
115-0 |
8.3% |
19-3 |
1.4% |
86% |
False |
False |
38,802 |
| 60 |
1397-0 |
1225-6 |
171-2 |
12.4% |
17-5 |
1.3% |
91% |
False |
False |
32,195 |
| 80 |
1397-0 |
1163-4 |
233-4 |
16.9% |
18-4 |
1.3% |
93% |
False |
False |
27,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1493-4 |
|
2.618 |
1450-6 |
|
1.618 |
1424-4 |
|
1.000 |
1408-2 |
|
0.618 |
1398-2 |
|
HIGH |
1382-0 |
|
0.618 |
1372-0 |
|
0.500 |
1368-7 |
|
0.382 |
1365-6 |
|
LOW |
1355-6 |
|
0.618 |
1339-4 |
|
1.000 |
1329-4 |
|
1.618 |
1313-2 |
|
2.618 |
1287-0 |
|
4.250 |
1244-2 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1377-0 |
1376-6 |
| PP |
1372-7 |
1372-3 |
| S1 |
1368-7 |
1368-1 |
|