CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1378-0 |
1389-4 |
11-4 |
0.8% |
1356-0 |
| High |
1393-4 |
1394-4 |
1-0 |
0.1% |
1375-0 |
| Low |
1375-6 |
1362-4 |
-13-2 |
-1.0% |
1340-0 |
| Close |
1392-4 |
1368-2 |
-24-2 |
-1.7% |
1362-0 |
| Range |
17-6 |
32-0 |
14-2 |
80.3% |
35-0 |
| ATR |
20-3 |
21-2 |
0-7 |
4.1% |
0-0 |
| Volume |
42,898 |
57,763 |
14,865 |
34.7% |
277,210 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1471-1 |
1451-5 |
1385-7 |
|
| R3 |
1439-1 |
1419-5 |
1377-0 |
|
| R2 |
1407-1 |
1407-1 |
1374-1 |
|
| R1 |
1387-5 |
1387-5 |
1371-1 |
1381-3 |
| PP |
1375-1 |
1375-1 |
1375-1 |
1372-0 |
| S1 |
1355-5 |
1355-5 |
1365-3 |
1349-3 |
| S2 |
1343-1 |
1343-1 |
1362-3 |
|
| S3 |
1311-1 |
1323-5 |
1359-4 |
|
| S4 |
1279-1 |
1291-5 |
1350-5 |
|
|
| 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 |
1394-4 |
1354-2 |
40-2 |
2.9% |
22-0 |
1.6% |
35% |
True |
False |
52,927 |
| 10 |
1394-4 |
1334-4 |
60-0 |
4.4% |
21-7 |
1.6% |
56% |
True |
False |
49,213 |
| 20 |
1395-2 |
1332-0 |
63-2 |
4.6% |
20-3 |
1.5% |
57% |
False |
False |
43,641 |
| 40 |
1397-0 |
1290-4 |
106-4 |
7.8% |
20-0 |
1.5% |
73% |
False |
False |
40,173 |
| 60 |
1397-0 |
1225-6 |
171-2 |
12.5% |
18-0 |
1.3% |
83% |
False |
False |
33,370 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.1% |
18-3 |
1.3% |
88% |
False |
False |
28,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1530-4 |
|
2.618 |
1478-2 |
|
1.618 |
1446-2 |
|
1.000 |
1426-4 |
|
0.618 |
1414-2 |
|
HIGH |
1394-4 |
|
0.618 |
1382-2 |
|
0.500 |
1378-4 |
|
0.382 |
1374-6 |
|
LOW |
1362-4 |
|
0.618 |
1342-6 |
|
1.000 |
1330-4 |
|
1.618 |
1310-6 |
|
2.618 |
1278-6 |
|
4.250 |
1226-4 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1378-4 |
1375-1 |
| PP |
1375-1 |
1372-7 |
| S1 |
1371-5 |
1370-4 |
|