CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1362-0 |
1344-4 |
-17-4 |
-1.3% |
1353-0 |
| High |
1367-4 |
1350-0 |
-17-4 |
-1.3% |
1367-4 |
| Low |
1356-0 |
1320-0 |
-36-0 |
-2.7% |
1320-0 |
| Close |
1359-0 |
1321-2 |
-37-6 |
-2.8% |
1321-2 |
| Range |
11-4 |
30-0 |
18-4 |
160.9% |
47-4 |
| ATR |
18-0 |
19-4 |
1-4 |
8.3% |
0-0 |
| Volume |
52,970 |
68,213 |
15,243 |
28.8% |
276,312 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1420-3 |
1400-7 |
1337-6 |
|
| R3 |
1390-3 |
1370-7 |
1329-4 |
|
| R2 |
1360-3 |
1360-3 |
1326-6 |
|
| R1 |
1340-7 |
1340-7 |
1324-0 |
1335-5 |
| PP |
1330-3 |
1330-3 |
1330-3 |
1327-6 |
| S1 |
1310-7 |
1310-7 |
1318-4 |
1305-5 |
| S2 |
1300-3 |
1300-3 |
1315-6 |
|
| S3 |
1270-3 |
1280-7 |
1313-0 |
|
| S4 |
1240-3 |
1250-7 |
1304-6 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1478-6 |
1447-4 |
1347-3 |
|
| R3 |
1431-2 |
1400-0 |
1334-2 |
|
| R2 |
1383-6 |
1383-6 |
1330-0 |
|
| R1 |
1352-4 |
1352-4 |
1325-5 |
1344-3 |
| PP |
1336-2 |
1336-2 |
1336-2 |
1332-2 |
| S1 |
1305-0 |
1305-0 |
1316-7 |
1296-7 |
| S2 |
1288-6 |
1288-6 |
1312-4 |
|
| S3 |
1241-2 |
1257-4 |
1308-2 |
|
| S4 |
1193-6 |
1210-0 |
1295-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1367-4 |
1320-0 |
47-4 |
3.6% |
17-4 |
1.3% |
3% |
False |
True |
55,262 |
| 10 |
1393-0 |
1320-0 |
73-0 |
5.5% |
17-2 |
1.3% |
2% |
False |
True |
55,435 |
| 20 |
1393-0 |
1320-0 |
73-0 |
5.5% |
14-4 |
1.1% |
2% |
False |
True |
50,204 |
| 40 |
1395-0 |
1300-0 |
95-0 |
7.2% |
13-2 |
1.0% |
22% |
False |
False |
44,722 |
| 60 |
1395-0 |
1252-4 |
142-4 |
10.8% |
11-6 |
0.9% |
48% |
False |
False |
37,795 |
| 80 |
1395-0 |
1180-0 |
215-0 |
16.3% |
11-5 |
0.9% |
66% |
False |
False |
31,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1477-4 |
|
2.618 |
1428-4 |
|
1.618 |
1398-4 |
|
1.000 |
1380-0 |
|
0.618 |
1368-4 |
|
HIGH |
1350-0 |
|
0.618 |
1338-4 |
|
0.500 |
1335-0 |
|
0.382 |
1331-4 |
|
LOW |
1320-0 |
|
0.618 |
1301-4 |
|
1.000 |
1290-0 |
|
1.618 |
1271-4 |
|
2.618 |
1241-4 |
|
4.250 |
1192-4 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1335-0 |
1343-6 |
| PP |
1330-3 |
1336-2 |
| S1 |
1325-7 |
1328-6 |
|