CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1383-0 |
1365-0 |
-18-0 |
-1.3% |
1350-0 |
| High |
1393-0 |
1370-0 |
-23-0 |
-1.7% |
1374-0 |
| Low |
1366-0 |
1363-0 |
-3-0 |
-0.2% |
1340-4 |
| Close |
1368-2 |
1367-6 |
-0-4 |
0.0% |
1362-0 |
| Range |
27-0 |
7-0 |
-20-0 |
-74.1% |
33-4 |
| ATR |
17-2 |
16-4 |
-0-6 |
-4.2% |
0-0 |
| Volume |
57,763 |
74,142 |
16,379 |
28.4% |
277,210 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1387-7 |
1384-7 |
1371-5 |
|
| R3 |
1380-7 |
1377-7 |
1369-5 |
|
| R2 |
1373-7 |
1373-7 |
1369-0 |
|
| R1 |
1370-7 |
1370-7 |
1368-3 |
1372-3 |
| PP |
1366-7 |
1366-7 |
1366-7 |
1367-6 |
| S1 |
1363-7 |
1363-7 |
1367-1 |
1365-3 |
| S2 |
1359-7 |
1359-7 |
1366-4 |
|
| S3 |
1352-7 |
1356-7 |
1365-7 |
|
| S4 |
1345-7 |
1349-7 |
1363-7 |
|
|
| 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 |
1359-0 |
34-0 |
2.5% |
17-0 |
1.2% |
26% |
False |
False |
53,417 |
| 10 |
1393-0 |
1340-4 |
52-4 |
3.8% |
14-5 |
1.1% |
52% |
False |
False |
52,824 |
| 20 |
1393-0 |
1334-0 |
59-0 |
4.3% |
12-7 |
0.9% |
57% |
False |
False |
45,269 |
| 40 |
1395-0 |
1292-0 |
103-0 |
7.5% |
12-1 |
0.9% |
74% |
False |
False |
40,988 |
| 60 |
1395-0 |
1226-4 |
168-4 |
12.3% |
11-3 |
0.8% |
84% |
False |
False |
33,913 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.5% |
11-2 |
0.8% |
88% |
False |
False |
28,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1399-6 |
|
2.618 |
1388-3 |
|
1.618 |
1381-3 |
|
1.000 |
1377-0 |
|
0.618 |
1374-3 |
|
HIGH |
1370-0 |
|
0.618 |
1367-3 |
|
0.500 |
1366-4 |
|
0.382 |
1365-5 |
|
LOW |
1363-0 |
|
0.618 |
1358-5 |
|
1.000 |
1356-0 |
|
1.618 |
1351-5 |
|
2.618 |
1344-5 |
|
4.250 |
1333-2 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1367-3 |
1378-0 |
| PP |
1366-7 |
1374-5 |
| S1 |
1366-4 |
1371-1 |
|