CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1367-0 |
1365-0 |
-2-0 |
-0.1% |
1350-0 |
| High |
1367-0 |
1374-0 |
7-0 |
0.5% |
1374-0 |
| Low |
1355-0 |
1360-0 |
5-0 |
0.4% |
1340-4 |
| Close |
1358-6 |
1362-0 |
3-2 |
0.2% |
1362-0 |
| Range |
12-0 |
14-0 |
2-0 |
16.7% |
33-4 |
| ATR |
16-2 |
16-1 |
-0-1 |
-0.4% |
0-0 |
| Volume |
71,692 |
49,012 |
-22,680 |
-31.6% |
277,210 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1407-3 |
1398-5 |
1369-6 |
|
| R3 |
1393-3 |
1384-5 |
1365-7 |
|
| R2 |
1379-3 |
1379-3 |
1364-5 |
|
| R1 |
1370-5 |
1370-5 |
1363-2 |
1368-0 |
| PP |
1365-3 |
1365-3 |
1365-3 |
1364-0 |
| S1 |
1356-5 |
1356-5 |
1360-6 |
1354-0 |
| S2 |
1351-3 |
1351-3 |
1359-3 |
|
| S3 |
1337-3 |
1342-5 |
1358-1 |
|
| S4 |
1323-3 |
1328-5 |
1354-2 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1459-3 |
1444-1 |
1380-3 |
|
| R3 |
1425-7 |
1410-5 |
1371-2 |
|
| R2 |
1392-3 |
1392-3 |
1368-1 |
|
| R1 |
1377-1 |
1377-1 |
1365-1 |
1384-6 |
| PP |
1358-7 |
1358-7 |
1358-7 |
1362-5 |
| S1 |
1343-5 |
1343-5 |
1358-7 |
1351-2 |
| S2 |
1325-3 |
1325-3 |
1355-7 |
|
| S3 |
1291-7 |
1310-1 |
1352-6 |
|
| S4 |
1258-3 |
1276-5 |
1343-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1374-0 |
1340-4 |
33-4 |
2.5% |
11-3 |
0.8% |
64% |
True |
False |
55,442 |
| 10 |
1374-0 |
1334-0 |
40-0 |
2.9% |
11-5 |
0.9% |
70% |
True |
False |
44,974 |
| 20 |
1395-0 |
1334-0 |
61-0 |
4.5% |
13-0 |
1.0% |
46% |
False |
False |
47,261 |
| 40 |
1395-0 |
1281-0 |
114-0 |
8.4% |
11-3 |
0.8% |
71% |
False |
False |
37,707 |
| 60 |
1395-0 |
1210-4 |
184-4 |
13.5% |
11-0 |
0.8% |
82% |
False |
False |
31,185 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.5% |
11-1 |
0.8% |
85% |
False |
False |
26,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1433-4 |
|
2.618 |
1410-5 |
|
1.618 |
1396-5 |
|
1.000 |
1388-0 |
|
0.618 |
1382-5 |
|
HIGH |
1374-0 |
|
0.618 |
1368-5 |
|
0.500 |
1367-0 |
|
0.382 |
1365-3 |
|
LOW |
1360-0 |
|
0.618 |
1351-3 |
|
1.000 |
1346-0 |
|
1.618 |
1337-3 |
|
2.618 |
1323-3 |
|
4.250 |
1300-4 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1367-0 |
1364-4 |
| PP |
1365-3 |
1363-5 |
| S1 |
1363-5 |
1362-7 |
|