CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1365-6 |
1358-2 |
-7-4 |
-0.5% |
1360-0 |
| High |
1370-0 |
1377-2 |
7-2 |
0.5% |
1397-0 |
| Low |
1355-0 |
1357-0 |
2-0 |
0.1% |
1360-0 |
| Close |
1359-0 |
1372-6 |
13-6 |
1.0% |
1381-4 |
| Range |
15-0 |
20-2 |
5-2 |
35.0% |
37-0 |
| ATR |
19-3 |
19-4 |
0-0 |
0.3% |
0-0 |
| Volume |
56,051 |
42,827 |
-13,224 |
-23.6% |
321,797 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1429-6 |
1421-4 |
1383-7 |
|
| R3 |
1409-4 |
1401-2 |
1378-3 |
|
| R2 |
1389-2 |
1389-2 |
1376-4 |
|
| R1 |
1381-0 |
1381-0 |
1374-5 |
1385-1 |
| PP |
1369-0 |
1369-0 |
1369-0 |
1371-0 |
| S1 |
1360-6 |
1360-6 |
1370-7 |
1364-7 |
| S2 |
1348-6 |
1348-6 |
1369-0 |
|
| S3 |
1328-4 |
1340-4 |
1367-1 |
|
| S4 |
1308-2 |
1320-2 |
1361-5 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1490-4 |
1473-0 |
1401-7 |
|
| R3 |
1453-4 |
1436-0 |
1391-5 |
|
| R2 |
1416-4 |
1416-4 |
1388-2 |
|
| R1 |
1399-0 |
1399-0 |
1384-7 |
1407-6 |
| PP |
1379-4 |
1379-4 |
1379-4 |
1383-7 |
| S1 |
1362-0 |
1362-0 |
1378-1 |
1370-6 |
| S2 |
1342-4 |
1342-4 |
1374-6 |
|
| S3 |
1305-4 |
1325-0 |
1371-3 |
|
| S4 |
1268-4 |
1288-0 |
1361-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1395-2 |
1355-0 |
40-2 |
2.9% |
17-3 |
1.3% |
44% |
False |
False |
35,015 |
| 10 |
1397-0 |
1303-0 |
94-0 |
6.8% |
24-0 |
1.8% |
74% |
False |
False |
49,679 |
| 20 |
1397-0 |
1298-6 |
98-2 |
7.2% |
20-5 |
1.5% |
75% |
False |
False |
39,304 |
| 40 |
1397-0 |
1245-0 |
152-0 |
11.1% |
16-7 |
1.2% |
84% |
False |
False |
31,624 |
| 60 |
1397-0 |
1179-4 |
217-4 |
15.8% |
16-6 |
1.2% |
89% |
False |
False |
25,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1463-2 |
|
2.618 |
1430-2 |
|
1.618 |
1410-0 |
|
1.000 |
1397-4 |
|
0.618 |
1389-6 |
|
HIGH |
1377-2 |
|
0.618 |
1369-4 |
|
0.500 |
1367-1 |
|
0.382 |
1364-6 |
|
LOW |
1357-0 |
|
0.618 |
1344-4 |
|
1.000 |
1336-6 |
|
1.618 |
1324-2 |
|
2.618 |
1304-0 |
|
4.250 |
1271-0 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1370-7 |
1374-5 |
| PP |
1369-0 |
1374-0 |
| S1 |
1367-1 |
1373-3 |
|