CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1370-0 |
1380-0 |
10-0 |
0.7% |
1333-0 |
| High |
1390-0 |
1395-0 |
5-0 |
0.4% |
1369-0 |
| Low |
1370-0 |
1375-0 |
5-0 |
0.4% |
1300-0 |
| Close |
1385-2 |
1378-6 |
-6-4 |
-0.5% |
1358-0 |
| Range |
20-0 |
20-0 |
0-0 |
0.0% |
69-0 |
| ATR |
17-3 |
17-4 |
0-2 |
1.1% |
0-0 |
| Volume |
84,115 |
77,619 |
-6,496 |
-7.7% |
165,220 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1442-7 |
1430-7 |
1389-6 |
|
| R3 |
1422-7 |
1410-7 |
1384-2 |
|
| R2 |
1402-7 |
1402-7 |
1382-3 |
|
| R1 |
1390-7 |
1390-7 |
1380-5 |
1386-7 |
| PP |
1382-7 |
1382-7 |
1382-7 |
1381-0 |
| S1 |
1370-7 |
1370-7 |
1376-7 |
1366-7 |
| S2 |
1362-7 |
1362-7 |
1375-1 |
|
| S3 |
1342-7 |
1350-7 |
1373-2 |
|
| S4 |
1322-7 |
1330-7 |
1367-6 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1549-3 |
1522-5 |
1396-0 |
|
| R3 |
1480-3 |
1453-5 |
1377-0 |
|
| R2 |
1411-3 |
1411-3 |
1370-5 |
|
| R1 |
1384-5 |
1384-5 |
1364-3 |
1398-0 |
| PP |
1342-3 |
1342-3 |
1342-3 |
1349-0 |
| S1 |
1315-5 |
1315-5 |
1351-5 |
1329-0 |
| S2 |
1273-3 |
1273-3 |
1345-3 |
|
| S3 |
1204-3 |
1246-5 |
1339-0 |
|
| S4 |
1135-3 |
1177-5 |
1320-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1395-0 |
1300-0 |
95-0 |
6.9% |
19-2 |
1.4% |
83% |
True |
False |
54,036 |
| 10 |
1395-0 |
1300-0 |
95-0 |
6.9% |
13-6 |
1.0% |
83% |
True |
False |
41,303 |
| 20 |
1395-0 |
1289-0 |
106-0 |
7.7% |
10-7 |
0.8% |
85% |
True |
False |
35,265 |
| 40 |
1395-0 |
1226-4 |
168-4 |
12.2% |
10-4 |
0.8% |
90% |
True |
False |
27,236 |
| 60 |
1395-0 |
1170-0 |
225-0 |
16.3% |
10-7 |
0.8% |
93% |
True |
False |
22,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1480-0 |
|
2.618 |
1447-3 |
|
1.618 |
1427-3 |
|
1.000 |
1415-0 |
|
0.618 |
1407-3 |
|
HIGH |
1395-0 |
|
0.618 |
1387-3 |
|
0.500 |
1385-0 |
|
0.382 |
1382-5 |
|
LOW |
1375-0 |
|
0.618 |
1362-5 |
|
1.000 |
1355-0 |
|
1.618 |
1342-5 |
|
2.618 |
1322-5 |
|
4.250 |
1290-0 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1385-0 |
1376-4 |
| PP |
1382-7 |
1374-2 |
| S1 |
1380-7 |
1372-0 |
|