CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1297-0 |
1309-0 |
12-0 |
0.9% |
1353-0 |
| High |
1303-0 |
1316-0 |
13-0 |
1.0% |
1367-4 |
| Low |
1294-0 |
1305-0 |
11-0 |
0.9% |
1320-0 |
| Close |
1302-2 |
1306-4 |
4-2 |
0.3% |
1321-2 |
| Range |
9-0 |
11-0 |
2-0 |
22.2% |
47-4 |
| ATR |
19-1 |
18-6 |
-0-3 |
-2.0% |
0-0 |
| Volume |
64,008 |
70,585 |
6,577 |
10.3% |
276,312 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1342-1 |
1335-3 |
1312-4 |
|
| R3 |
1331-1 |
1324-3 |
1309-4 |
|
| R2 |
1320-1 |
1320-1 |
1308-4 |
|
| R1 |
1313-3 |
1313-3 |
1307-4 |
1311-2 |
| PP |
1309-1 |
1309-1 |
1309-1 |
1308-1 |
| S1 |
1302-3 |
1302-3 |
1305-4 |
1300-2 |
| S2 |
1298-1 |
1298-1 |
1304-4 |
|
| S3 |
1287-1 |
1291-3 |
1303-4 |
|
| S4 |
1276-1 |
1280-3 |
1300-4 |
|
|
| 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 |
1350-0 |
1294-0 |
56-0 |
4.3% |
14-7 |
1.1% |
22% |
False |
False |
70,637 |
| 10 |
1368-0 |
1294-0 |
74-0 |
5.7% |
14-5 |
1.1% |
17% |
False |
False |
62,124 |
| 20 |
1393-0 |
1294-0 |
99-0 |
7.6% |
14-5 |
1.1% |
13% |
False |
False |
57,474 |
| 40 |
1395-0 |
1294-0 |
101-0 |
7.7% |
13-5 |
1.0% |
12% |
False |
False |
49,064 |
| 60 |
1395-0 |
1261-4 |
133-4 |
10.2% |
12-0 |
0.9% |
34% |
False |
False |
41,325 |
| 80 |
1395-0 |
1193-4 |
201-4 |
15.4% |
11-5 |
0.9% |
56% |
False |
False |
34,802 |
| 100 |
1395-0 |
1170-0 |
225-0 |
17.2% |
11-6 |
0.9% |
61% |
False |
False |
29,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1362-6 |
|
2.618 |
1344-6 |
|
1.618 |
1333-6 |
|
1.000 |
1327-0 |
|
0.618 |
1322-6 |
|
HIGH |
1316-0 |
|
0.618 |
1311-6 |
|
0.500 |
1310-4 |
|
0.382 |
1309-2 |
|
LOW |
1305-0 |
|
0.618 |
1298-2 |
|
1.000 |
1294-0 |
|
1.618 |
1287-2 |
|
2.618 |
1276-2 |
|
4.250 |
1258-2 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1310-4 |
1306-0 |
| PP |
1309-1 |
1305-4 |
| S1 |
1307-7 |
1305-0 |
|