CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1285-4 |
1286-2 |
0-6 |
0.1% |
1304-0 |
| High |
1295-0 |
1286-2 |
-8-6 |
-0.7% |
1313-4 |
| Low |
1283-4 |
1266-0 |
-17-4 |
-1.4% |
1253-0 |
| Close |
1293-0 |
1270-2 |
-22-6 |
-1.8% |
1289-2 |
| Range |
11-4 |
20-2 |
8-6 |
76.1% |
60-4 |
| ATR |
20-1 |
20-5 |
0-4 |
2.4% |
0-0 |
| Volume |
42,907 |
52,091 |
9,184 |
21.4% |
271,921 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1334-7 |
1322-7 |
1281-3 |
|
| R3 |
1314-5 |
1302-5 |
1275-7 |
|
| R2 |
1294-3 |
1294-3 |
1274-0 |
|
| R1 |
1282-3 |
1282-3 |
1272-1 |
1278-2 |
| PP |
1274-1 |
1274-1 |
1274-1 |
1272-1 |
| S1 |
1262-1 |
1262-1 |
1268-3 |
1258-0 |
| S2 |
1253-7 |
1253-7 |
1266-4 |
|
| S3 |
1233-5 |
1241-7 |
1264-5 |
|
| S4 |
1213-3 |
1221-5 |
1259-1 |
|
|
| 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 |
1265-0 |
38-0 |
3.0% |
15-0 |
1.2% |
14% |
False |
False |
48,896 |
| 10 |
1317-0 |
1253-0 |
64-0 |
5.0% |
17-3 |
1.4% |
27% |
False |
False |
53,072 |
| 20 |
1370-0 |
1253-0 |
117-0 |
9.2% |
15-6 |
1.2% |
15% |
False |
False |
57,776 |
| 40 |
1393-0 |
1253-0 |
140-0 |
11.0% |
14-4 |
1.1% |
12% |
False |
False |
51,036 |
| 60 |
1395-0 |
1253-0 |
142-0 |
11.2% |
13-2 |
1.0% |
12% |
False |
False |
45,779 |
| 80 |
1395-0 |
1226-4 |
168-4 |
13.3% |
12-4 |
1.0% |
26% |
False |
False |
39,136 |
| 100 |
1395-0 |
1170-0 |
225-0 |
17.7% |
12-2 |
1.0% |
45% |
False |
False |
33,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1372-2 |
|
2.618 |
1339-2 |
|
1.618 |
1319-0 |
|
1.000 |
1306-4 |
|
0.618 |
1298-6 |
|
HIGH |
1286-2 |
|
0.618 |
1278-4 |
|
0.500 |
1276-1 |
|
0.382 |
1273-6 |
|
LOW |
1266-0 |
|
0.618 |
1253-4 |
|
1.000 |
1245-6 |
|
1.618 |
1233-2 |
|
2.618 |
1213-0 |
|
4.250 |
1180-0 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1276-1 |
1284-4 |
| PP |
1274-1 |
1279-6 |
| S1 |
1272-2 |
1275-0 |
|