CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
1309-0 |
1305-0 |
-4-0 |
-0.3% |
1304-4 |
High |
1316-0 |
1317-0 |
1-0 |
0.1% |
1317-0 |
Low |
1305-0 |
1288-0 |
-17-0 |
-1.3% |
1288-0 |
Close |
1306-4 |
1288-0 |
-18-4 |
-1.4% |
1288-0 |
Range |
11-0 |
29-0 |
18-0 |
163.6% |
29-0 |
ATR |
18-6 |
19-3 |
0-6 |
3.9% |
0-0 |
Volume |
70,585 |
57,793 |
-12,792 |
-18.1% |
342,765 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1384-5 |
1365-3 |
1304-0 |
|
R3 |
1355-5 |
1336-3 |
1296-0 |
|
R2 |
1326-5 |
1326-5 |
1293-3 |
|
R1 |
1307-3 |
1307-3 |
1290-5 |
1302-4 |
PP |
1297-5 |
1297-5 |
1297-5 |
1295-2 |
S1 |
1278-3 |
1278-3 |
1285-3 |
1273-4 |
S2 |
1268-5 |
1268-5 |
1282-5 |
|
S3 |
1239-5 |
1249-3 |
1280-0 |
|
S4 |
1210-5 |
1220-3 |
1272-0 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1384-5 |
1365-3 |
1304-0 |
|
R3 |
1355-5 |
1336-3 |
1296-0 |
|
R2 |
1326-5 |
1326-5 |
1293-3 |
|
R1 |
1307-3 |
1307-3 |
1290-5 |
1302-4 |
PP |
1297-5 |
1297-5 |
1297-5 |
1295-2 |
S1 |
1278-3 |
1278-3 |
1285-3 |
1273-4 |
S2 |
1268-5 |
1268-5 |
1282-5 |
|
S3 |
1239-5 |
1249-3 |
1280-0 |
|
S4 |
1210-5 |
1220-3 |
1272-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1317-0 |
1288-0 |
29-0 |
2.3% |
14-6 |
1.1% |
0% |
True |
True |
68,553 |
10 |
1367-4 |
1288-0 |
79-4 |
6.2% |
16-1 |
1.3% |
0% |
False |
True |
61,907 |
20 |
1393-0 |
1288-0 |
105-0 |
8.2% |
15-1 |
1.2% |
0% |
False |
True |
58,716 |
40 |
1395-0 |
1288-0 |
107-0 |
8.3% |
14-1 |
1.1% |
0% |
False |
True |
49,804 |
60 |
1395-0 |
1268-0 |
127-0 |
9.9% |
12-3 |
1.0% |
16% |
False |
False |
41,999 |
80 |
1395-0 |
1193-4 |
201-4 |
15.6% |
11-7 |
0.9% |
47% |
False |
False |
35,319 |
100 |
1395-0 |
1170-0 |
225-0 |
17.5% |
12-0 |
0.9% |
52% |
False |
False |
30,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1440-2 |
2.618 |
1392-7 |
1.618 |
1363-7 |
1.000 |
1346-0 |
0.618 |
1334-7 |
HIGH |
1317-0 |
0.618 |
1305-7 |
0.500 |
1302-4 |
0.382 |
1299-1 |
LOW |
1288-0 |
0.618 |
1270-1 |
1.000 |
1259-0 |
1.618 |
1241-1 |
2.618 |
1212-1 |
4.250 |
1164-6 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1302-4 |
1302-4 |
PP |
1297-5 |
1297-5 |
S1 |
1292-7 |
1292-7 |
|