CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1378-0 |
1383-0 |
5-0 |
0.4% |
1350-0 |
| High |
1393-0 |
1393-0 |
0-0 |
0.0% |
1374-0 |
| Low |
1378-0 |
1366-0 |
-12-0 |
-0.9% |
1340-4 |
| Close |
1392-4 |
1368-2 |
-24-2 |
-1.7% |
1362-0 |
| Range |
15-0 |
27-0 |
12-0 |
80.0% |
33-4 |
| ATR |
16-3 |
17-2 |
0-6 |
4.6% |
0-0 |
| Volume |
42,898 |
57,763 |
14,865 |
34.7% |
277,210 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1456-6 |
1439-4 |
1383-1 |
|
| R3 |
1429-6 |
1412-4 |
1375-5 |
|
| R2 |
1402-6 |
1402-6 |
1373-2 |
|
| R1 |
1385-4 |
1385-4 |
1370-6 |
1380-5 |
| PP |
1375-6 |
1375-6 |
1375-6 |
1373-2 |
| S1 |
1358-4 |
1358-4 |
1365-6 |
1353-5 |
| S2 |
1348-6 |
1348-6 |
1363-2 |
|
| S3 |
1321-6 |
1331-4 |
1360-7 |
|
| S4 |
1294-6 |
1304-4 |
1353-3 |
|
|
| 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 |
1393-0 |
1355-0 |
38-0 |
2.8% |
18-0 |
1.3% |
35% |
True |
False |
52,927 |
| 10 |
1393-0 |
1338-0 |
55-0 |
4.0% |
15-5 |
1.1% |
55% |
True |
False |
49,213 |
| 20 |
1393-0 |
1334-0 |
59-0 |
4.3% |
13-2 |
1.0% |
58% |
True |
False |
44,297 |
| 40 |
1395-0 |
1289-0 |
106-0 |
7.7% |
12-0 |
0.9% |
75% |
False |
False |
39,781 |
| 60 |
1395-0 |
1226-4 |
168-4 |
12.3% |
11-3 |
0.8% |
84% |
False |
False |
32,923 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.4% |
11-3 |
0.8% |
88% |
False |
False |
27,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1507-6 |
|
2.618 |
1463-5 |
|
1.618 |
1436-5 |
|
1.000 |
1420-0 |
|
0.618 |
1409-5 |
|
HIGH |
1393-0 |
|
0.618 |
1382-5 |
|
0.500 |
1379-4 |
|
0.382 |
1376-3 |
|
LOW |
1366-0 |
|
0.618 |
1349-3 |
|
1.000 |
1339-0 |
|
1.618 |
1322-3 |
|
2.618 |
1295-3 |
|
4.250 |
1251-2 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1379-4 |
1376-0 |
| PP |
1375-6 |
1373-3 |
| S1 |
1372-0 |
1370-7 |
|