CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1305-0 |
1297-0 |
-8-0 |
-0.6% |
1353-0 |
| High |
1309-4 |
1303-0 |
-6-4 |
-0.5% |
1367-4 |
| Low |
1299-0 |
1294-0 |
-5-0 |
-0.4% |
1320-0 |
| Close |
1305-0 |
1302-2 |
-2-6 |
-0.2% |
1321-2 |
| Range |
10-4 |
9-0 |
-1-4 |
-14.3% |
47-4 |
| ATR |
19-6 |
19-1 |
-0-5 |
-3.2% |
0-0 |
| Volume |
75,193 |
64,008 |
-11,185 |
-14.9% |
276,312 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1326-6 |
1323-4 |
1307-2 |
|
| R3 |
1317-6 |
1314-4 |
1304-6 |
|
| R2 |
1308-6 |
1308-6 |
1303-7 |
|
| R1 |
1305-4 |
1305-4 |
1303-1 |
1307-1 |
| PP |
1299-6 |
1299-6 |
1299-6 |
1300-4 |
| S1 |
1296-4 |
1296-4 |
1301-3 |
1298-1 |
| S2 |
1290-6 |
1290-6 |
1300-5 |
|
| S3 |
1281-6 |
1287-4 |
1299-6 |
|
| S4 |
1272-6 |
1278-4 |
1297-2 |
|
|
| 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 |
5.6% |
15-0 |
1.2% |
11% |
False |
True |
67,114 |
| 10 |
1370-0 |
1294-0 |
76-0 |
5.8% |
14-2 |
1.1% |
11% |
False |
True |
62,480 |
| 20 |
1393-0 |
1294-0 |
99-0 |
7.6% |
14-7 |
1.1% |
8% |
False |
True |
55,846 |
| 40 |
1395-0 |
1294-0 |
101-0 |
7.8% |
13-5 |
1.0% |
8% |
False |
True |
48,094 |
| 60 |
1395-0 |
1254-0 |
141-0 |
10.8% |
12-0 |
0.9% |
34% |
False |
False |
40,465 |
| 80 |
1395-0 |
1193-4 |
201-4 |
15.5% |
11-6 |
0.9% |
54% |
False |
False |
34,083 |
| 100 |
1395-0 |
1170-0 |
225-0 |
17.3% |
11-6 |
0.9% |
59% |
False |
False |
29,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1341-2 |
|
2.618 |
1326-4 |
|
1.618 |
1317-4 |
|
1.000 |
1312-0 |
|
0.618 |
1308-4 |
|
HIGH |
1303-0 |
|
0.618 |
1299-4 |
|
0.500 |
1298-4 |
|
0.382 |
1297-4 |
|
LOW |
1294-0 |
|
0.618 |
1288-4 |
|
1.000 |
1285-0 |
|
1.618 |
1279-4 |
|
2.618 |
1270-4 |
|
4.250 |
1255-6 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1301-0 |
1302-1 |
| PP |
1299-6 |
1301-7 |
| S1 |
1298-4 |
1301-6 |
|