CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1344-4 |
1304-4 |
-40-0 |
-3.0% |
1353-0 |
| High |
1350-0 |
1308-0 |
-42-0 |
-3.1% |
1367-4 |
| Low |
1320-0 |
1294-0 |
-26-0 |
-2.0% |
1320-0 |
| Close |
1321-2 |
1294-6 |
-26-4 |
-2.0% |
1321-2 |
| Range |
30-0 |
14-0 |
-16-0 |
-53.3% |
47-4 |
| ATR |
19-4 |
20-1 |
0-4 |
2.8% |
0-0 |
| Volume |
68,213 |
75,186 |
6,973 |
10.2% |
276,312 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1340-7 |
1331-7 |
1302-4 |
|
| R3 |
1326-7 |
1317-7 |
1298-5 |
|
| R2 |
1312-7 |
1312-7 |
1297-3 |
|
| R1 |
1303-7 |
1303-7 |
1296-0 |
1301-3 |
| PP |
1298-7 |
1298-7 |
1298-7 |
1297-6 |
| S1 |
1289-7 |
1289-7 |
1293-4 |
1287-3 |
| S2 |
1284-7 |
1284-7 |
1292-1 |
|
| S3 |
1270-7 |
1275-7 |
1290-7 |
|
| S4 |
1256-7 |
1261-7 |
1287-0 |
|
|
| 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 |
1294-0 |
73-4 |
5.7% |
18-6 |
1.4% |
1% |
False |
True |
60,237 |
| 10 |
1393-0 |
1294-0 |
99-0 |
7.6% |
16-4 |
1.3% |
1% |
False |
True |
58,626 |
| 20 |
1393-0 |
1294-0 |
99-0 |
7.6% |
14-6 |
1.1% |
1% |
False |
True |
51,939 |
| 40 |
1395-0 |
1294-0 |
101-0 |
7.8% |
13-3 |
1.0% |
1% |
False |
True |
45,900 |
| 60 |
1395-0 |
1254-0 |
141-0 |
10.9% |
11-7 |
0.9% |
29% |
False |
False |
38,697 |
| 80 |
1395-0 |
1180-0 |
215-0 |
16.6% |
11-6 |
0.9% |
53% |
False |
False |
32,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1367-4 |
|
2.618 |
1344-5 |
|
1.618 |
1330-5 |
|
1.000 |
1322-0 |
|
0.618 |
1316-5 |
|
HIGH |
1308-0 |
|
0.618 |
1302-5 |
|
0.500 |
1301-0 |
|
0.382 |
1299-3 |
|
LOW |
1294-0 |
|
0.618 |
1285-3 |
|
1.000 |
1280-0 |
|
1.618 |
1271-3 |
|
2.618 |
1257-3 |
|
4.250 |
1234-4 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1301-0 |
1330-6 |
| PP |
1298-7 |
1318-6 |
| S1 |
1296-7 |
1306-6 |
|