CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1305-0 |
1304-0 |
-1-0 |
-0.1% |
1304-4 |
| High |
1317-0 |
1313-4 |
-3-4 |
-0.3% |
1317-0 |
| Low |
1288-0 |
1304-0 |
16-0 |
1.2% |
1288-0 |
| Close |
1288-0 |
1306-2 |
18-2 |
1.4% |
1288-0 |
| Range |
29-0 |
9-4 |
-19-4 |
-67.2% |
29-0 |
| ATR |
19-3 |
19-7 |
0-3 |
2.2% |
0-0 |
| Volume |
57,793 |
52,727 |
-5,066 |
-8.8% |
342,765 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1336-3 |
1330-7 |
1311-4 |
|
| R3 |
1326-7 |
1321-3 |
1308-7 |
|
| R2 |
1317-3 |
1317-3 |
1308-0 |
|
| R1 |
1311-7 |
1311-7 |
1307-1 |
1314-5 |
| PP |
1307-7 |
1307-7 |
1307-7 |
1309-2 |
| S1 |
1302-3 |
1302-3 |
1305-3 |
1305-1 |
| S2 |
1298-3 |
1298-3 |
1304-4 |
|
| S3 |
1288-7 |
1292-7 |
1303-5 |
|
| S4 |
1279-3 |
1283-3 |
1301-0 |
|
|
| 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 |
2.2% |
13-6 |
1.1% |
63% |
False |
False |
64,061 |
| 10 |
1367-4 |
1288-0 |
79-4 |
6.1% |
16-2 |
1.2% |
23% |
False |
False |
62,149 |
| 20 |
1393-0 |
1288-0 |
105-0 |
8.0% |
15-0 |
1.1% |
17% |
False |
False |
58,549 |
| 40 |
1395-0 |
1288-0 |
107-0 |
8.2% |
14-2 |
1.1% |
17% |
False |
False |
50,470 |
| 60 |
1395-0 |
1268-0 |
127-0 |
9.7% |
12-4 |
1.0% |
30% |
False |
False |
42,533 |
| 80 |
1395-0 |
1193-4 |
201-4 |
15.4% |
11-7 |
0.9% |
56% |
False |
False |
35,821 |
| 100 |
1395-0 |
1170-0 |
225-0 |
17.2% |
12-0 |
0.9% |
61% |
False |
False |
30,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1353-7 |
|
2.618 |
1338-3 |
|
1.618 |
1328-7 |
|
1.000 |
1323-0 |
|
0.618 |
1319-3 |
|
HIGH |
1313-4 |
|
0.618 |
1309-7 |
|
0.500 |
1308-6 |
|
0.382 |
1307-5 |
|
LOW |
1304-0 |
|
0.618 |
1298-1 |
|
1.000 |
1294-4 |
|
1.618 |
1288-5 |
|
2.618 |
1279-1 |
|
4.250 |
1263-5 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1308-6 |
1305-0 |
| PP |
1307-7 |
1303-6 |
| S1 |
1307-1 |
1302-4 |
|