CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1360-4 |
1378-0 |
17-4 |
1.3% |
1356-0 |
| High |
1382-0 |
1393-4 |
11-4 |
0.8% |
1375-0 |
| Low |
1355-6 |
1375-6 |
20-0 |
1.5% |
1340-0 |
| Close |
1381-0 |
1392-4 |
11-4 |
0.8% |
1362-0 |
| Range |
26-2 |
17-6 |
-8-4 |
-32.4% |
35-0 |
| ATR |
20-5 |
20-3 |
-0-2 |
-1.0% |
0-0 |
| Volume |
43,274 |
42,898 |
-376 |
-0.9% |
277,210 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1440-4 |
1434-2 |
1402-2 |
|
| R3 |
1422-6 |
1416-4 |
1397-3 |
|
| R2 |
1405-0 |
1405-0 |
1395-6 |
|
| R1 |
1398-6 |
1398-6 |
1394-1 |
1401-7 |
| PP |
1387-2 |
1387-2 |
1387-2 |
1388-6 |
| S1 |
1381-0 |
1381-0 |
1390-7 |
1384-1 |
| S2 |
1369-4 |
1369-4 |
1389-2 |
|
| S3 |
1351-6 |
1363-2 |
1387-5 |
|
| S4 |
1334-0 |
1345-4 |
1382-6 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1464-0 |
1448-0 |
1381-2 |
|
| R3 |
1429-0 |
1413-0 |
1371-5 |
|
| R2 |
1394-0 |
1394-0 |
1368-3 |
|
| R1 |
1378-0 |
1378-0 |
1365-2 |
1386-0 |
| PP |
1359-0 |
1359-0 |
1359-0 |
1363-0 |
| S1 |
1343-0 |
1343-0 |
1358-6 |
1351-0 |
| S2 |
1324-0 |
1324-0 |
1355-5 |
|
| S3 |
1289-0 |
1308-0 |
1352-3 |
|
| S4 |
1254-0 |
1273-0 |
1342-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1393-4 |
1350-0 |
43-4 |
3.1% |
20-0 |
1.4% |
98% |
True |
False |
52,371 |
| 10 |
1393-4 |
1332-0 |
61-4 |
4.4% |
21-6 |
1.6% |
98% |
True |
False |
46,049 |
| 20 |
1395-2 |
1332-0 |
63-2 |
4.5% |
19-4 |
1.4% |
96% |
False |
False |
43,487 |
| 40 |
1397-0 |
1286-4 |
110-4 |
7.9% |
19-4 |
1.4% |
96% |
False |
False |
39,376 |
| 60 |
1397-0 |
1225-6 |
171-2 |
12.3% |
17-5 |
1.3% |
97% |
False |
False |
32,653 |
| 80 |
1397-0 |
1163-4 |
233-4 |
16.8% |
18-3 |
1.3% |
98% |
False |
False |
27,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1469-0 |
|
2.618 |
1440-0 |
|
1.618 |
1422-2 |
|
1.000 |
1411-2 |
|
0.618 |
1404-4 |
|
HIGH |
1393-4 |
|
0.618 |
1386-6 |
|
0.500 |
1384-5 |
|
0.382 |
1382-4 |
|
LOW |
1375-6 |
|
0.618 |
1364-6 |
|
1.000 |
1358-0 |
|
1.618 |
1347-0 |
|
2.618 |
1329-2 |
|
4.250 |
1300-2 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1389-7 |
1386-4 |
| PP |
1387-2 |
1380-5 |
| S1 |
1384-5 |
1374-5 |
|