CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
1275-0 |
1283-4 |
8-4 |
0.7% |
1304-0 |
High |
1284-4 |
1289-2 |
4-6 |
0.4% |
1313-4 |
Low |
1265-0 |
1281-4 |
16-4 |
1.3% |
1253-0 |
Close |
1276-2 |
1289-2 |
13-0 |
1.0% |
1289-2 |
Range |
19-4 |
7-6 |
-11-6 |
-60.3% |
60-4 |
ATR |
21-6 |
21-1 |
-0-5 |
-2.9% |
0-0 |
Volume |
66,113 |
47,940 |
-18,173 |
-27.5% |
271,921 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1309-7 |
1307-3 |
1293-4 |
|
R3 |
1302-1 |
1299-5 |
1291-3 |
|
R2 |
1294-3 |
1294-3 |
1290-5 |
|
R1 |
1291-7 |
1291-7 |
1290-0 |
1293-1 |
PP |
1286-5 |
1286-5 |
1286-5 |
1287-2 |
S1 |
1284-1 |
1284-1 |
1288-4 |
1285-3 |
S2 |
1278-7 |
1278-7 |
1287-7 |
|
S3 |
1271-1 |
1276-3 |
1287-1 |
|
S4 |
1263-3 |
1268-5 |
1285-0 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1466-6 |
1438-4 |
1322-4 |
|
R3 |
1406-2 |
1378-0 |
1305-7 |
|
R2 |
1345-6 |
1345-6 |
1300-3 |
|
R1 |
1317-4 |
1317-4 |
1294-6 |
1301-3 |
PP |
1285-2 |
1285-2 |
1285-2 |
1277-2 |
S1 |
1257-0 |
1257-0 |
1283-6 |
1240-7 |
S2 |
1224-6 |
1224-6 |
1278-1 |
|
S3 |
1164-2 |
1196-4 |
1272-5 |
|
S4 |
1103-6 |
1136-0 |
1256-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1313-4 |
1253-0 |
60-4 |
4.7% |
17-1 |
1.3% |
60% |
False |
False |
54,384 |
10 |
1317-0 |
1253-0 |
64-0 |
5.0% |
15-7 |
1.2% |
57% |
False |
False |
61,468 |
20 |
1393-0 |
1253-0 |
140-0 |
10.9% |
16-5 |
1.3% |
26% |
False |
False |
58,451 |
40 |
1395-0 |
1253-0 |
142-0 |
11.0% |
14-6 |
1.1% |
26% |
False |
False |
52,856 |
60 |
1395-0 |
1253-0 |
142-0 |
11.0% |
13-1 |
1.0% |
26% |
False |
False |
44,622 |
80 |
1395-0 |
1210-4 |
184-4 |
14.3% |
12-3 |
1.0% |
43% |
False |
False |
38,002 |
100 |
1395-0 |
1170-0 |
225-0 |
17.5% |
12-2 |
0.9% |
53% |
False |
False |
32,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1322-2 |
2.618 |
1309-4 |
1.618 |
1301-6 |
1.000 |
1297-0 |
0.618 |
1294-0 |
HIGH |
1289-2 |
0.618 |
1286-2 |
0.500 |
1285-3 |
0.382 |
1284-4 |
LOW |
1281-4 |
0.618 |
1276-6 |
1.000 |
1273-6 |
1.618 |
1269-0 |
2.618 |
1261-2 |
4.250 |
1248-4 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1288-0 |
1283-2 |
PP |
1286-5 |
1277-1 |
S1 |
1285-3 |
1271-1 |
|