CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1325-0 |
1311-0 |
-14-0 |
-1.1% |
1300-0 |
High |
1312-4 |
1318-4 |
6-0 |
0.5% |
1332-0 |
Low |
1305-0 |
1310-0 |
5-0 |
0.4% |
1298-0 |
Close |
1307-2 |
1317-6 |
10-4 |
0.8% |
1328-2 |
Range |
7-4 |
8-4 |
1-0 |
13.3% |
34-0 |
ATR |
11-3 |
11-3 |
0-0 |
-0.1% |
0-0 |
Volume |
25,723 |
31,782 |
6,059 |
23.6% |
160,811 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1340-7 |
1337-7 |
1322-3 |
|
R3 |
1332-3 |
1329-3 |
1320-1 |
|
R2 |
1323-7 |
1323-7 |
1319-2 |
|
R1 |
1320-7 |
1320-7 |
1318-4 |
1322-3 |
PP |
1315-3 |
1315-3 |
1315-3 |
1316-2 |
S1 |
1312-3 |
1312-3 |
1317-0 |
1313-7 |
S2 |
1306-7 |
1306-7 |
1316-2 |
|
S3 |
1298-3 |
1303-7 |
1315-3 |
|
S4 |
1289-7 |
1295-3 |
1313-1 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1421-3 |
1408-7 |
1347-0 |
|
R3 |
1387-3 |
1374-7 |
1337-5 |
|
R2 |
1353-3 |
1353-3 |
1334-4 |
|
R1 |
1340-7 |
1340-7 |
1331-3 |
1347-1 |
PP |
1319-3 |
1319-3 |
1319-3 |
1322-4 |
S1 |
1306-7 |
1306-7 |
1325-1 |
1313-1 |
S2 |
1285-3 |
1285-3 |
1322-0 |
|
S3 |
1251-3 |
1272-7 |
1318-7 |
|
S4 |
1217-3 |
1238-7 |
1309-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1332-0 |
1305-0 |
27-0 |
2.0% |
7-3 |
0.6% |
47% |
False |
False |
28,107 |
10 |
1332-0 |
1292-0 |
40-0 |
3.0% |
8-4 |
0.6% |
64% |
False |
False |
29,817 |
20 |
1332-0 |
1261-4 |
70-4 |
5.4% |
8-6 |
0.7% |
80% |
False |
False |
25,846 |
40 |
1332-0 |
1193-4 |
138-4 |
10.5% |
9-5 |
0.7% |
90% |
False |
False |
20,540 |
60 |
1332-0 |
1170-0 |
162-0 |
12.3% |
10-4 |
0.8% |
91% |
False |
False |
17,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1354-5 |
2.618 |
1340-6 |
1.618 |
1332-2 |
1.000 |
1327-0 |
0.618 |
1323-6 |
HIGH |
1318-4 |
0.618 |
1315-2 |
0.500 |
1314-2 |
0.382 |
1313-2 |
LOW |
1310-0 |
0.618 |
1304-6 |
1.000 |
1301-4 |
1.618 |
1296-2 |
2.618 |
1287-6 |
4.250 |
1273-7 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1316-5 |
1317-6 |
PP |
1315-3 |
1317-6 |
S1 |
1314-2 |
1317-6 |
|