CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1304-4 |
1259-0 |
-45-4 |
-3.5% |
1304-4 |
| High |
1304-4 |
1270-4 |
-34-0 |
-2.6% |
1317-0 |
| Low |
1273-0 |
1253-0 |
-20-0 |
-1.6% |
1288-0 |
| Close |
1282-2 |
1257-6 |
-24-4 |
-1.9% |
1288-0 |
| Range |
31-4 |
17-4 |
-14-0 |
-44.4% |
29-0 |
| ATR |
20-7 |
21-3 |
0-5 |
2.9% |
0-0 |
| Volume |
41,060 |
64,081 |
23,021 |
56.1% |
342,765 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1312-7 |
1302-7 |
1267-3 |
|
| R3 |
1295-3 |
1285-3 |
1262-4 |
|
| R2 |
1277-7 |
1277-7 |
1261-0 |
|
| R1 |
1267-7 |
1267-7 |
1259-3 |
1264-1 |
| PP |
1260-3 |
1260-3 |
1260-3 |
1258-4 |
| S1 |
1250-3 |
1250-3 |
1256-1 |
1246-5 |
| S2 |
1242-7 |
1242-7 |
1254-4 |
|
| S3 |
1225-3 |
1232-7 |
1253-0 |
|
| S4 |
1207-7 |
1215-3 |
1248-1 |
|
|
| 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 |
1253-0 |
64-0 |
5.1% |
19-6 |
1.6% |
7% |
False |
True |
57,249 |
| 10 |
1367-4 |
1253-0 |
114-4 |
9.1% |
17-3 |
1.4% |
4% |
False |
True |
62,181 |
| 20 |
1393-0 |
1253-0 |
140-0 |
11.1% |
16-4 |
1.3% |
3% |
False |
True |
58,784 |
| 40 |
1395-0 |
1253-0 |
142-0 |
11.3% |
15-0 |
1.2% |
3% |
False |
True |
51,679 |
| 60 |
1395-0 |
1253-0 |
142-0 |
11.3% |
12-7 |
1.0% |
3% |
False |
True |
43,612 |
| 80 |
1395-0 |
1194-4 |
200-4 |
15.9% |
12-2 |
1.0% |
32% |
False |
False |
36,860 |
| 100 |
1395-0 |
1170-0 |
225-0 |
17.9% |
12-1 |
1.0% |
39% |
False |
False |
31,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1344-7 |
|
2.618 |
1316-3 |
|
1.618 |
1298-7 |
|
1.000 |
1288-0 |
|
0.618 |
1281-3 |
|
HIGH |
1270-4 |
|
0.618 |
1263-7 |
|
0.500 |
1261-6 |
|
0.382 |
1259-5 |
|
LOW |
1253-0 |
|
0.618 |
1242-1 |
|
1.000 |
1235-4 |
|
1.618 |
1224-5 |
|
2.618 |
1207-1 |
|
4.250 |
1178-5 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1261-6 |
1283-2 |
| PP |
1260-3 |
1274-6 |
| S1 |
1259-1 |
1266-2 |
|