CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1350-4 |
1348-4 |
-2-0 |
-0.1% |
1351-0 |
| High |
1355-4 |
1360-0 |
4-4 |
0.3% |
1361-0 |
| Low |
1338-0 |
1342-0 |
4-0 |
0.3% |
1334-0 |
| Close |
1342-4 |
1356-0 |
13-4 |
1.0% |
1356-0 |
| Range |
17-4 |
18-0 |
0-4 |
2.9% |
27-0 |
| ATR |
16-2 |
16-3 |
0-1 |
0.7% |
0-0 |
| Volume |
38,032 |
32,956 |
-5,076 |
-13.3% |
172,533 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1406-5 |
1399-3 |
1365-7 |
|
| R3 |
1388-5 |
1381-3 |
1361-0 |
|
| R2 |
1370-5 |
1370-5 |
1359-2 |
|
| R1 |
1363-3 |
1363-3 |
1357-5 |
1367-0 |
| PP |
1352-5 |
1352-5 |
1352-5 |
1354-4 |
| S1 |
1345-3 |
1345-3 |
1354-3 |
1349-0 |
| S2 |
1334-5 |
1334-5 |
1352-6 |
|
| S3 |
1316-5 |
1327-3 |
1351-0 |
|
| S4 |
1298-5 |
1309-3 |
1346-1 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1431-3 |
1420-5 |
1370-7 |
|
| R3 |
1404-3 |
1393-5 |
1363-3 |
|
| R2 |
1377-3 |
1377-3 |
1361-0 |
|
| R1 |
1366-5 |
1366-5 |
1358-4 |
1372-0 |
| PP |
1350-3 |
1350-3 |
1350-3 |
1353-0 |
| S1 |
1339-5 |
1339-5 |
1353-4 |
1345-0 |
| S2 |
1323-3 |
1323-3 |
1351-0 |
|
| S3 |
1296-3 |
1312-5 |
1348-5 |
|
| S4 |
1269-3 |
1285-5 |
1341-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1361-0 |
1334-0 |
27-0 |
2.0% |
11-7 |
0.9% |
81% |
False |
False |
34,506 |
| 10 |
1393-0 |
1334-0 |
59-0 |
4.4% |
12-3 |
0.9% |
37% |
False |
False |
34,630 |
| 20 |
1395-0 |
1300-0 |
95-0 |
7.0% |
13-1 |
1.0% |
59% |
False |
False |
40,893 |
| 40 |
1395-0 |
1268-0 |
127-0 |
9.4% |
11-0 |
0.8% |
69% |
False |
False |
33,641 |
| 60 |
1395-0 |
1193-4 |
201-4 |
14.9% |
10-6 |
0.8% |
81% |
False |
False |
27,520 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.6% |
11-2 |
0.8% |
83% |
False |
False |
23,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1436-4 |
|
2.618 |
1407-1 |
|
1.618 |
1389-1 |
|
1.000 |
1378-0 |
|
0.618 |
1371-1 |
|
HIGH |
1360-0 |
|
0.618 |
1353-1 |
|
0.500 |
1351-0 |
|
0.382 |
1348-7 |
|
LOW |
1342-0 |
|
0.618 |
1330-7 |
|
1.000 |
1324-0 |
|
1.618 |
1312-7 |
|
2.618 |
1294-7 |
|
4.250 |
1265-4 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1354-3 |
1353-0 |
| PP |
1352-5 |
1350-0 |
| S1 |
1351-0 |
1347-0 |
|