CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1259-0 |
1275-0 |
16-0 |
1.3% |
1304-4 |
| High |
1270-4 |
1284-4 |
14-0 |
1.1% |
1317-0 |
| Low |
1253-0 |
1265-0 |
12-0 |
1.0% |
1288-0 |
| Close |
1257-6 |
1276-2 |
18-4 |
1.5% |
1288-0 |
| Range |
17-4 |
19-4 |
2-0 |
11.4% |
29-0 |
| ATR |
21-3 |
21-6 |
0-3 |
1.8% |
0-0 |
| Volume |
64,081 |
66,113 |
2,032 |
3.2% |
342,765 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1333-6 |
1324-4 |
1287-0 |
|
| R3 |
1314-2 |
1305-0 |
1281-5 |
|
| R2 |
1294-6 |
1294-6 |
1279-7 |
|
| R1 |
1285-4 |
1285-4 |
1278-0 |
1290-1 |
| PP |
1275-2 |
1275-2 |
1275-2 |
1277-4 |
| S1 |
1266-0 |
1266-0 |
1274-4 |
1270-5 |
| S2 |
1255-6 |
1255-6 |
1272-5 |
|
| S3 |
1236-2 |
1246-4 |
1270-7 |
|
| S4 |
1216-6 |
1227-0 |
1265-4 |
|
|
| 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 |
5.0% |
21-3 |
1.7% |
36% |
False |
False |
56,354 |
| 10 |
1350-0 |
1253-0 |
97-0 |
7.6% |
18-1 |
1.4% |
24% |
False |
False |
63,495 |
| 20 |
1393-0 |
1253-0 |
140-0 |
11.0% |
16-7 |
1.3% |
17% |
False |
False |
58,505 |
| 40 |
1395-0 |
1253-0 |
142-0 |
11.1% |
15-1 |
1.2% |
16% |
False |
False |
52,469 |
| 60 |
1395-0 |
1253-0 |
142-0 |
11.1% |
13-1 |
1.0% |
16% |
False |
False |
44,343 |
| 80 |
1395-0 |
1210-0 |
185-0 |
14.5% |
12-3 |
1.0% |
36% |
False |
False |
37,547 |
| 100 |
1395-0 |
1170-0 |
225-0 |
17.6% |
12-2 |
1.0% |
47% |
False |
False |
32,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1367-3 |
|
2.618 |
1335-4 |
|
1.618 |
1316-0 |
|
1.000 |
1304-0 |
|
0.618 |
1296-4 |
|
HIGH |
1284-4 |
|
0.618 |
1277-0 |
|
0.500 |
1274-6 |
|
0.382 |
1272-4 |
|
LOW |
1265-0 |
|
0.618 |
1253-0 |
|
1.000 |
1245-4 |
|
1.618 |
1233-4 |
|
2.618 |
1214-0 |
|
4.250 |
1182-1 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1275-6 |
1278-6 |
| PP |
1275-2 |
1277-7 |
| S1 |
1274-6 |
1277-1 |
|