CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1370-0 |
1376-0 |
6-0 |
0.4% |
1333-0 |
| High |
1383-0 |
1382-0 |
-1-0 |
-0.1% |
1369-0 |
| Low |
1370-0 |
1376-0 |
6-0 |
0.4% |
1300-0 |
| Close |
1375-4 |
1381-4 |
6-0 |
0.4% |
1358-0 |
| Range |
13-0 |
6-0 |
-7-0 |
-53.8% |
69-0 |
| ATR |
17-2 |
16-4 |
-0-6 |
-4.4% |
0-0 |
| Volume |
54,694 |
63,800 |
9,106 |
16.6% |
165,220 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1397-7 |
1395-5 |
1384-6 |
|
| R3 |
1391-7 |
1389-5 |
1383-1 |
|
| R2 |
1385-7 |
1385-7 |
1382-5 |
|
| R1 |
1383-5 |
1383-5 |
1382-0 |
1384-6 |
| PP |
1379-7 |
1379-7 |
1379-7 |
1380-3 |
| S1 |
1377-5 |
1377-5 |
1381-0 |
1378-6 |
| S2 |
1373-7 |
1373-7 |
1380-3 |
|
| S3 |
1367-7 |
1371-5 |
1379-7 |
|
| S4 |
1361-7 |
1365-5 |
1378-2 |
|
|
| 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 |
1349-0 |
46-0 |
3.3% |
15-6 |
1.1% |
71% |
False |
False |
64,342 |
| 10 |
1395-0 |
1300-0 |
95-0 |
6.9% |
13-6 |
1.0% |
86% |
False |
False |
47,155 |
| 20 |
1395-0 |
1296-0 |
99-0 |
7.2% |
11-2 |
0.8% |
86% |
False |
False |
38,632 |
| 40 |
1395-0 |
1226-4 |
168-4 |
12.2% |
10-4 |
0.8% |
92% |
False |
False |
29,403 |
| 60 |
1395-0 |
1170-0 |
225-0 |
16.3% |
10-5 |
0.8% |
94% |
False |
False |
24,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1407-4 |
|
2.618 |
1397-6 |
|
1.618 |
1391-6 |
|
1.000 |
1388-0 |
|
0.618 |
1385-6 |
|
HIGH |
1382-0 |
|
0.618 |
1379-6 |
|
0.500 |
1379-0 |
|
0.382 |
1378-2 |
|
LOW |
1376-0 |
|
0.618 |
1372-2 |
|
1.000 |
1370-0 |
|
1.618 |
1366-2 |
|
2.618 |
1360-2 |
|
4.250 |
1350-4 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1380-5 |
1382-4 |
| PP |
1379-7 |
1382-1 |
| S1 |
1379-0 |
1381-7 |
|