CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1304-0 |
1304-4 |
0-4 |
0.0% |
1304-4 |
| High |
1313-4 |
1304-4 |
-9-0 |
-0.7% |
1317-0 |
| Low |
1304-0 |
1273-0 |
-31-0 |
-2.4% |
1288-0 |
| Close |
1306-2 |
1282-2 |
-24-0 |
-1.8% |
1288-0 |
| Range |
9-4 |
31-4 |
22-0 |
231.6% |
29-0 |
| ATR |
19-7 |
20-7 |
1-0 |
4.8% |
0-0 |
| Volume |
52,727 |
41,060 |
-11,667 |
-22.1% |
342,765 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1381-1 |
1363-1 |
1299-5 |
|
| R3 |
1349-5 |
1331-5 |
1290-7 |
|
| R2 |
1318-1 |
1318-1 |
1288-0 |
|
| R1 |
1300-1 |
1300-1 |
1285-1 |
1293-3 |
| PP |
1286-5 |
1286-5 |
1286-5 |
1283-2 |
| S1 |
1268-5 |
1268-5 |
1279-3 |
1261-7 |
| S2 |
1255-1 |
1255-1 |
1276-4 |
|
| S3 |
1223-5 |
1237-1 |
1273-5 |
|
| S4 |
1192-1 |
1205-5 |
1264-7 |
|
|
| 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 |
1273-0 |
44-0 |
3.4% |
18-0 |
1.4% |
21% |
False |
True |
57,234 |
| 10 |
1367-4 |
1273-0 |
94-4 |
7.4% |
17-4 |
1.4% |
10% |
False |
True |
62,402 |
| 20 |
1393-0 |
1273-0 |
120-0 |
9.4% |
16-2 |
1.3% |
8% |
False |
True |
58,329 |
| 40 |
1395-0 |
1273-0 |
122-0 |
9.5% |
14-6 |
1.1% |
8% |
False |
True |
50,864 |
| 60 |
1395-0 |
1273-0 |
122-0 |
9.5% |
12-6 |
1.0% |
8% |
False |
True |
42,865 |
| 80 |
1395-0 |
1193-4 |
201-4 |
15.7% |
12-2 |
1.0% |
44% |
False |
False |
36,234 |
| 100 |
1395-0 |
1170-0 |
225-0 |
17.5% |
12-1 |
0.9% |
50% |
False |
False |
31,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1438-3 |
|
2.618 |
1387-0 |
|
1.618 |
1355-4 |
|
1.000 |
1336-0 |
|
0.618 |
1324-0 |
|
HIGH |
1304-4 |
|
0.618 |
1292-4 |
|
0.500 |
1288-6 |
|
0.382 |
1285-0 |
|
LOW |
1273-0 |
|
0.618 |
1253-4 |
|
1.000 |
1241-4 |
|
1.618 |
1222-0 |
|
2.618 |
1190-4 |
|
4.250 |
1139-1 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1288-6 |
1295-0 |
| PP |
1286-5 |
1290-6 |
| S1 |
1284-3 |
1286-4 |
|