CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1342-6 |
1350-2 |
7-4 |
0.6% |
1360-2 |
| High |
1356-0 |
1371-6 |
15-6 |
1.2% |
1365-4 |
| Low |
1340-0 |
1350-0 |
10-0 |
0.7% |
1332-0 |
| Close |
1352-0 |
1370-4 |
18-4 |
1.4% |
1356-0 |
| Range |
16-0 |
21-6 |
5-6 |
35.9% |
33-4 |
| ATR |
20-4 |
20-5 |
0-1 |
0.4% |
0-0 |
| Volume |
45,456 |
54,980 |
9,524 |
21.0% |
172,533 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1429-3 |
1421-5 |
1382-4 |
|
| R3 |
1407-5 |
1399-7 |
1376-4 |
|
| R2 |
1385-7 |
1385-7 |
1374-4 |
|
| R1 |
1378-1 |
1378-1 |
1372-4 |
1382-0 |
| PP |
1364-1 |
1364-1 |
1364-1 |
1366-0 |
| S1 |
1356-3 |
1356-3 |
1368-4 |
1360-2 |
| S2 |
1342-3 |
1342-3 |
1366-4 |
|
| S3 |
1320-5 |
1334-5 |
1364-4 |
|
| S4 |
1298-7 |
1312-7 |
1358-4 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1451-5 |
1437-3 |
1374-3 |
|
| R3 |
1418-1 |
1403-7 |
1365-2 |
|
| R2 |
1384-5 |
1384-5 |
1362-1 |
|
| R1 |
1370-3 |
1370-3 |
1359-1 |
1360-6 |
| PP |
1351-1 |
1351-1 |
1351-1 |
1346-3 |
| S1 |
1336-7 |
1336-7 |
1352-7 |
1327-2 |
| S2 |
1317-5 |
1317-5 |
1349-7 |
|
| S3 |
1284-1 |
1303-3 |
1346-6 |
|
| S4 |
1250-5 |
1269-7 |
1337-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1371-6 |
1334-4 |
37-2 |
2.7% |
21-6 |
1.6% |
97% |
True |
False |
45,498 |
| 10 |
1382-0 |
1332-0 |
50-0 |
3.6% |
21-6 |
1.6% |
77% |
False |
False |
41,213 |
| 20 |
1397-0 |
1298-6 |
98-2 |
7.2% |
23-2 |
1.7% |
73% |
False |
False |
44,927 |
| 40 |
1397-0 |
1278-2 |
118-6 |
8.7% |
18-7 |
1.4% |
78% |
False |
False |
36,509 |
| 60 |
1397-0 |
1203-2 |
193-6 |
14.1% |
17-3 |
1.3% |
86% |
False |
False |
30,059 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.0% |
18-2 |
1.3% |
89% |
False |
False |
25,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1464-2 |
|
2.618 |
1428-6 |
|
1.618 |
1407-0 |
|
1.000 |
1393-4 |
|
0.618 |
1385-2 |
|
HIGH |
1371-6 |
|
0.618 |
1363-4 |
|
0.500 |
1360-7 |
|
0.382 |
1358-2 |
|
LOW |
1350-0 |
|
0.618 |
1336-4 |
|
1.000 |
1328-2 |
|
1.618 |
1314-6 |
|
2.618 |
1293-0 |
|
4.250 |
1257-4 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1367-2 |
1365-5 |
| PP |
1364-1 |
1360-6 |
| S1 |
1360-7 |
1355-7 |
|