CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1353-0 |
1354-0 |
1-0 |
0.1% |
1360-0 |
| High |
1358-0 |
1354-0 |
-4-0 |
-0.3% |
1393-0 |
| Low |
1350-0 |
1335-0 |
-15-0 |
-1.1% |
1354-0 |
| Close |
1353-4 |
1340-4 |
-13-0 |
-1.0% |
1366-6 |
| Range |
8-0 |
19-0 |
11-0 |
137.5% |
39-0 |
| ATR |
16-3 |
16-4 |
0-2 |
1.2% |
0-0 |
| Volume |
50,313 |
38,523 |
-11,790 |
-23.4% |
278,039 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1400-1 |
1389-3 |
1351-0 |
|
| R3 |
1381-1 |
1370-3 |
1345-6 |
|
| R2 |
1362-1 |
1362-1 |
1344-0 |
|
| R1 |
1351-3 |
1351-3 |
1342-2 |
1347-2 |
| PP |
1343-1 |
1343-1 |
1343-1 |
1341-1 |
| S1 |
1332-3 |
1332-3 |
1338-6 |
1328-2 |
| S2 |
1324-1 |
1324-1 |
1337-0 |
|
| S3 |
1305-1 |
1313-3 |
1335-2 |
|
| S4 |
1286-1 |
1294-3 |
1330-0 |
|
|
| 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 |
1335-0 |
58-0 |
4.3% |
15-0 |
1.1% |
9% |
False |
True |
56,140 |
| 10 |
1393-0 |
1335-0 |
58-0 |
4.3% |
15-0 |
1.1% |
9% |
False |
True |
54,255 |
| 20 |
1393-0 |
1334-0 |
59-0 |
4.4% |
12-7 |
1.0% |
11% |
False |
False |
47,788 |
| 40 |
1395-0 |
1300-0 |
95-0 |
7.1% |
12-2 |
0.9% |
43% |
False |
False |
42,132 |
| 60 |
1395-0 |
1243-0 |
152-0 |
11.3% |
11-3 |
0.8% |
64% |
False |
False |
35,565 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.8% |
11-3 |
0.8% |
76% |
False |
False |
30,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1434-6 |
|
2.618 |
1403-6 |
|
1.618 |
1384-6 |
|
1.000 |
1373-0 |
|
0.618 |
1365-6 |
|
HIGH |
1354-0 |
|
0.618 |
1346-6 |
|
0.500 |
1344-4 |
|
0.382 |
1342-2 |
|
LOW |
1335-0 |
|
0.618 |
1323-2 |
|
1.000 |
1316-0 |
|
1.618 |
1304-2 |
|
2.618 |
1285-2 |
|
4.250 |
1254-2 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1344-4 |
1351-4 |
| PP |
1343-1 |
1347-7 |
| S1 |
1341-7 |
1344-1 |
|