CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1384-0 |
1376-0 |
-8-0 |
-0.6% |
1322-0 |
| High |
1397-0 |
1385-0 |
-12-0 |
-0.9% |
1370-0 |
| Low |
1375-0 |
1369-6 |
-5-2 |
-0.4% |
1298-6 |
| Close |
1378-6 |
1375-4 |
-3-2 |
-0.2% |
1358-0 |
| Range |
22-0 |
15-2 |
-6-6 |
-30.7% |
71-2 |
| ATR |
21-0 |
20-5 |
-0-3 |
-2.0% |
0-0 |
| Volume |
77,619 |
54,694 |
-22,925 |
-29.5% |
165,220 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1422-4 |
1414-2 |
1383-7 |
|
| R3 |
1407-2 |
1399-0 |
1379-6 |
|
| R2 |
1392-0 |
1392-0 |
1378-2 |
|
| R1 |
1383-6 |
1383-6 |
1376-7 |
1380-2 |
| PP |
1376-6 |
1376-6 |
1376-6 |
1375-0 |
| S1 |
1368-4 |
1368-4 |
1374-1 |
1365-0 |
| S2 |
1361-4 |
1361-4 |
1372-6 |
|
| S3 |
1346-2 |
1353-2 |
1371-2 |
|
| S4 |
1331-0 |
1338-0 |
1367-1 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1556-0 |
1528-2 |
1397-2 |
|
| R3 |
1484-6 |
1457-0 |
1377-5 |
|
| R2 |
1413-4 |
1413-4 |
1371-0 |
|
| R1 |
1385-6 |
1385-6 |
1364-4 |
1399-5 |
| PP |
1342-2 |
1342-2 |
1342-2 |
1349-2 |
| S1 |
1314-4 |
1314-4 |
1351-4 |
1328-3 |
| S2 |
1271-0 |
1271-0 |
1345-0 |
|
| S3 |
1199-6 |
1243-2 |
1338-3 |
|
| S4 |
1128-4 |
1172-0 |
1318-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1397-0 |
1298-6 |
98-2 |
7.1% |
33-5 |
2.4% |
78% |
False |
False |
58,073 |
| 10 |
1397-0 |
1298-6 |
98-2 |
7.1% |
25-1 |
1.8% |
78% |
False |
False |
43,595 |
| 20 |
1397-0 |
1290-4 |
106-4 |
7.7% |
19-5 |
1.4% |
80% |
False |
False |
36,706 |
| 40 |
1397-0 |
1225-6 |
171-2 |
12.5% |
16-7 |
1.2% |
87% |
False |
False |
28,235 |
| 60 |
1397-0 |
1163-4 |
233-4 |
17.0% |
17-5 |
1.3% |
91% |
False |
False |
23,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1449-6 |
|
2.618 |
1424-7 |
|
1.618 |
1409-5 |
|
1.000 |
1400-2 |
|
0.618 |
1394-3 |
|
HIGH |
1385-0 |
|
0.618 |
1379-1 |
|
0.500 |
1377-3 |
|
0.382 |
1375-5 |
|
LOW |
1369-6 |
|
0.618 |
1360-3 |
|
1.000 |
1354-4 |
|
1.618 |
1345-1 |
|
2.618 |
1329-7 |
|
4.250 |
1305-0 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1377-3 |
1378-4 |
| PP |
1376-6 |
1377-4 |
| S1 |
1376-1 |
1376-4 |
|