CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
1301-0 |
1285-4 |
-15-4 |
-1.2% |
1304-0 |
High |
1303-0 |
1295-0 |
-8-0 |
-0.6% |
1313-4 |
Low |
1287-0 |
1283-4 |
-3-4 |
-0.3% |
1253-0 |
Close |
1293-4 |
1293-0 |
-0-4 |
0.0% |
1289-2 |
Range |
16-0 |
11-4 |
-4-4 |
-28.1% |
60-4 |
ATR |
20-6 |
20-1 |
-0-5 |
-3.2% |
0-0 |
Volume |
35,430 |
42,907 |
7,477 |
21.1% |
271,921 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1325-0 |
1320-4 |
1299-3 |
|
R3 |
1313-4 |
1309-0 |
1296-1 |
|
R2 |
1302-0 |
1302-0 |
1295-1 |
|
R1 |
1297-4 |
1297-4 |
1294-0 |
1299-6 |
PP |
1290-4 |
1290-4 |
1290-4 |
1291-5 |
S1 |
1286-0 |
1286-0 |
1292-0 |
1288-2 |
S2 |
1279-0 |
1279-0 |
1290-7 |
|
S3 |
1267-4 |
1274-4 |
1289-7 |
|
S4 |
1256-0 |
1263-0 |
1286-5 |
|
|
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 |
1303-0 |
1253-0 |
50-0 |
3.9% |
14-4 |
1.1% |
80% |
False |
False |
51,294 |
10 |
1317-0 |
1253-0 |
64-0 |
4.9% |
16-2 |
1.3% |
63% |
False |
False |
54,264 |
20 |
1393-0 |
1253-0 |
140-0 |
10.8% |
16-1 |
1.2% |
29% |
False |
False |
58,060 |
40 |
1395-0 |
1253-0 |
142-0 |
11.0% |
14-4 |
1.1% |
28% |
False |
False |
51,675 |
60 |
1395-0 |
1253-0 |
142-0 |
11.0% |
13-1 |
1.0% |
28% |
False |
False |
45,243 |
80 |
1395-0 |
1226-4 |
168-4 |
13.0% |
12-3 |
1.0% |
39% |
False |
False |
38,678 |
100 |
1395-0 |
1170-0 |
225-0 |
17.4% |
12-2 |
1.0% |
55% |
False |
False |
33,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1343-7 |
2.618 |
1325-1 |
1.618 |
1313-5 |
1.000 |
1306-4 |
0.618 |
1302-1 |
HIGH |
1295-0 |
0.618 |
1290-5 |
0.500 |
1289-2 |
0.382 |
1287-7 |
LOW |
1283-4 |
0.618 |
1276-3 |
1.000 |
1272-0 |
1.618 |
1264-7 |
2.618 |
1253-3 |
4.250 |
1234-5 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1291-6 |
1292-6 |
PP |
1290-4 |
1292-4 |
S1 |
1289-2 |
1292-2 |
|