CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1362-0 |
1353-0 |
-9-0 |
-0.7% |
1360-0 |
| High |
1368-0 |
1358-0 |
-10-0 |
-0.7% |
1393-0 |
| Low |
1354-0 |
1350-0 |
-4-0 |
-0.3% |
1354-0 |
| Close |
1366-6 |
1353-4 |
-13-2 |
-1.0% |
1366-6 |
| Range |
14-0 |
8-0 |
-6-0 |
-42.9% |
39-0 |
| ATR |
16-2 |
16-3 |
0-0 |
0.2% |
0-0 |
| Volume |
59,962 |
50,313 |
-9,649 |
-16.1% |
278,039 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1377-7 |
1373-5 |
1357-7 |
|
| R3 |
1369-7 |
1365-5 |
1355-6 |
|
| R2 |
1361-7 |
1361-7 |
1355-0 |
|
| R1 |
1357-5 |
1357-5 |
1354-2 |
1359-6 |
| PP |
1353-7 |
1353-7 |
1353-7 |
1354-7 |
| S1 |
1349-5 |
1349-5 |
1352-6 |
1351-6 |
| S2 |
1345-7 |
1345-7 |
1352-0 |
|
| S3 |
1337-7 |
1341-5 |
1351-2 |
|
| S4 |
1329-7 |
1333-5 |
1349-1 |
|
|
| 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 |
1350-0 |
43-0 |
3.2% |
14-2 |
1.0% |
8% |
False |
True |
57,015 |
| 10 |
1393-0 |
1348-0 |
45-0 |
3.3% |
13-6 |
1.0% |
12% |
False |
False |
54,949 |
| 20 |
1393-0 |
1334-0 |
59-0 |
4.4% |
13-3 |
1.0% |
33% |
False |
False |
47,593 |
| 40 |
1395-0 |
1298-0 |
97-0 |
7.2% |
12-0 |
0.9% |
57% |
False |
False |
42,391 |
| 60 |
1395-0 |
1226-4 |
168-4 |
12.4% |
11-2 |
0.8% |
75% |
False |
False |
35,229 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.6% |
11-3 |
0.8% |
82% |
False |
False |
29,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1392-0 |
|
2.618 |
1379-0 |
|
1.618 |
1371-0 |
|
1.000 |
1366-0 |
|
0.618 |
1363-0 |
|
HIGH |
1358-0 |
|
0.618 |
1355-0 |
|
0.500 |
1354-0 |
|
0.382 |
1353-0 |
|
LOW |
1350-0 |
|
0.618 |
1345-0 |
|
1.000 |
1342-0 |
|
1.618 |
1337-0 |
|
2.618 |
1329-0 |
|
4.250 |
1316-0 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1354-0 |
1360-0 |
| PP |
1353-7 |
1357-7 |
| S1 |
1353-5 |
1355-5 |
|