CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1354-0 |
1323-0 |
-31-0 |
-2.3% |
1360-0 |
| High |
1354-0 |
1339-0 |
-15-0 |
-1.1% |
1393-0 |
| Low |
1335-0 |
1320-0 |
-15-0 |
-1.1% |
1354-0 |
| Close |
1340-4 |
1333-4 |
-7-0 |
-0.5% |
1366-6 |
| Range |
19-0 |
19-0 |
0-0 |
0.0% |
39-0 |
| ATR |
16-4 |
16-6 |
0-2 |
1.7% |
0-0 |
| Volume |
38,523 |
66,293 |
27,770 |
72.1% |
278,039 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1387-7 |
1379-5 |
1344-0 |
|
| R3 |
1368-7 |
1360-5 |
1338-6 |
|
| R2 |
1349-7 |
1349-7 |
1337-0 |
|
| R1 |
1341-5 |
1341-5 |
1335-2 |
1345-6 |
| PP |
1330-7 |
1330-7 |
1330-7 |
1332-7 |
| S1 |
1322-5 |
1322-5 |
1331-6 |
1326-6 |
| S2 |
1311-7 |
1311-7 |
1330-0 |
|
| S3 |
1292-7 |
1303-5 |
1328-2 |
|
| S4 |
1273-7 |
1284-5 |
1323-0 |
|
|
| 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 |
1370-0 |
1320-0 |
50-0 |
3.7% |
13-3 |
1.0% |
27% |
False |
True |
57,846 |
| 10 |
1393-0 |
1320-0 |
73-0 |
5.5% |
15-6 |
1.2% |
18% |
False |
True |
55,387 |
| 20 |
1393-0 |
1320-0 |
73-0 |
5.5% |
13-2 |
1.0% |
18% |
False |
True |
48,300 |
| 40 |
1395-0 |
1300-0 |
95-0 |
7.1% |
12-5 |
0.9% |
35% |
False |
False |
43,230 |
| 60 |
1395-0 |
1252-4 |
142-4 |
10.7% |
11-3 |
0.9% |
57% |
False |
False |
36,418 |
| 80 |
1395-0 |
1180-0 |
215-0 |
16.1% |
11-3 |
0.9% |
71% |
False |
False |
30,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1419-6 |
|
2.618 |
1388-6 |
|
1.618 |
1369-6 |
|
1.000 |
1358-0 |
|
0.618 |
1350-6 |
|
HIGH |
1339-0 |
|
0.618 |
1331-6 |
|
0.500 |
1329-4 |
|
0.382 |
1327-2 |
|
LOW |
1320-0 |
|
0.618 |
1308-2 |
|
1.000 |
1301-0 |
|
1.618 |
1289-2 |
|
2.618 |
1270-2 |
|
4.250 |
1239-2 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1332-1 |
1339-0 |
| PP |
1330-7 |
1337-1 |
| S1 |
1329-4 |
1335-3 |
|