CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1323-0 |
1362-0 |
39-0 |
2.9% |
1360-0 |
| High |
1339-0 |
1367-4 |
28-4 |
2.1% |
1393-0 |
| Low |
1320-0 |
1356-0 |
36-0 |
2.7% |
1354-0 |
| Close |
1333-4 |
1359-0 |
25-4 |
1.9% |
1366-6 |
| Range |
19-0 |
11-4 |
-7-4 |
-39.5% |
39-0 |
| ATR |
16-6 |
18-0 |
1-2 |
7.3% |
0-0 |
| Volume |
66,293 |
52,970 |
-13,323 |
-20.1% |
278,039 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1395-3 |
1388-5 |
1365-3 |
|
| R3 |
1383-7 |
1377-1 |
1362-1 |
|
| R2 |
1372-3 |
1372-3 |
1361-1 |
|
| R1 |
1365-5 |
1365-5 |
1360-0 |
1363-2 |
| PP |
1360-7 |
1360-7 |
1360-7 |
1359-5 |
| S1 |
1354-1 |
1354-1 |
1358-0 |
1351-6 |
| S2 |
1349-3 |
1349-3 |
1356-7 |
|
| S3 |
1337-7 |
1342-5 |
1355-7 |
|
| S4 |
1326-3 |
1331-1 |
1352-5 |
|
|
| 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 |
1368-0 |
1320-0 |
48-0 |
3.5% |
14-2 |
1.1% |
81% |
False |
False |
53,612 |
| 10 |
1393-0 |
1320-0 |
73-0 |
5.4% |
15-5 |
1.2% |
53% |
False |
False |
53,515 |
| 20 |
1393-0 |
1320-0 |
73-0 |
5.4% |
13-3 |
1.0% |
53% |
False |
False |
48,807 |
| 40 |
1395-0 |
1300-0 |
95-0 |
7.0% |
12-6 |
0.9% |
62% |
False |
False |
43,748 |
| 60 |
1395-0 |
1252-4 |
142-4 |
10.5% |
11-3 |
0.8% |
75% |
False |
False |
36,989 |
| 80 |
1395-0 |
1180-0 |
215-0 |
15.8% |
11-3 |
0.8% |
83% |
False |
False |
31,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1416-3 |
|
2.618 |
1397-5 |
|
1.618 |
1386-1 |
|
1.000 |
1379-0 |
|
0.618 |
1374-5 |
|
HIGH |
1367-4 |
|
0.618 |
1363-1 |
|
0.500 |
1361-6 |
|
0.382 |
1360-3 |
|
LOW |
1356-0 |
|
0.618 |
1348-7 |
|
1.000 |
1344-4 |
|
1.618 |
1337-3 |
|
2.618 |
1325-7 |
|
4.250 |
1307-1 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1361-6 |
1353-7 |
| PP |
1360-7 |
1348-7 |
| S1 |
1359-7 |
1343-6 |
|