CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1365-0 |
1362-0 |
-3-0 |
-0.2% |
1360-0 |
| High |
1370-0 |
1368-0 |
-2-0 |
-0.1% |
1393-0 |
| Low |
1363-0 |
1354-0 |
-9-0 |
-0.7% |
1354-0 |
| Close |
1367-6 |
1366-6 |
-1-0 |
-0.1% |
1366-6 |
| Range |
7-0 |
14-0 |
7-0 |
100.0% |
39-0 |
| ATR |
16-4 |
16-2 |
-0-1 |
-1.1% |
0-0 |
| Volume |
74,142 |
59,962 |
-14,180 |
-19.1% |
278,039 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1404-7 |
1399-7 |
1374-4 |
|
| R3 |
1390-7 |
1385-7 |
1370-5 |
|
| R2 |
1376-7 |
1376-7 |
1369-3 |
|
| R1 |
1371-7 |
1371-7 |
1368-0 |
1374-3 |
| PP |
1362-7 |
1362-7 |
1362-7 |
1364-2 |
| S1 |
1357-7 |
1357-7 |
1365-4 |
1360-3 |
| S2 |
1348-7 |
1348-7 |
1364-1 |
|
| S3 |
1334-7 |
1343-7 |
1362-7 |
|
| S4 |
1320-7 |
1329-7 |
1359-0 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1488-2 |
1466-4 |
1388-2 |
|
| R3 |
1449-2 |
1427-4 |
1377-4 |
|
| R2 |
1410-2 |
1410-2 |
1373-7 |
|
| R1 |
1388-4 |
1388-4 |
1370-3 |
1399-3 |
| PP |
1371-2 |
1371-2 |
1371-2 |
1376-6 |
| S1 |
1349-4 |
1349-4 |
1363-1 |
1360-3 |
| S2 |
1332-2 |
1332-2 |
1359-5 |
|
| S3 |
1293-2 |
1310-4 |
1356-0 |
|
| S4 |
1254-2 |
1271-4 |
1345-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1393-0 |
1354-0 |
39-0 |
2.9% |
17-0 |
1.2% |
33% |
False |
True |
55,607 |
| 10 |
1393-0 |
1340-4 |
52-4 |
3.8% |
14-2 |
1.0% |
50% |
False |
False |
55,524 |
| 20 |
1393-0 |
1334-0 |
59-0 |
4.3% |
13-2 |
1.0% |
56% |
False |
False |
45,077 |
| 40 |
1395-0 |
1296-0 |
99-0 |
7.2% |
12-2 |
0.9% |
71% |
False |
False |
41,855 |
| 60 |
1395-0 |
1226-4 |
168-4 |
12.3% |
11-3 |
0.8% |
83% |
False |
False |
34,628 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.5% |
11-3 |
0.8% |
87% |
False |
False |
29,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1427-4 |
|
2.618 |
1404-5 |
|
1.618 |
1390-5 |
|
1.000 |
1382-0 |
|
0.618 |
1376-5 |
|
HIGH |
1368-0 |
|
0.618 |
1362-5 |
|
0.500 |
1361-0 |
|
0.382 |
1359-3 |
|
LOW |
1354-0 |
|
0.618 |
1345-3 |
|
1.000 |
1340-0 |
|
1.618 |
1331-3 |
|
2.618 |
1317-3 |
|
4.250 |
1294-4 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1364-7 |
1373-4 |
| PP |
1362-7 |
1371-2 |
| S1 |
1361-0 |
1369-0 |
|