CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1368-0 |
1360-0 |
-8-0 |
-0.6% |
1360-4 |
| High |
1373-0 |
1368-0 |
-5-0 |
-0.4% |
1394-4 |
| Low |
1352-0 |
1350-0 |
-2-0 |
-0.1% |
1352-0 |
| Close |
1366-6 |
1353-4 |
-13-2 |
-1.0% |
1366-6 |
| Range |
21-0 |
18-0 |
-3-0 |
-14.3% |
42-4 |
| ATR |
20-5 |
20-3 |
-0-1 |
-0.9% |
0-0 |
| Volume |
59,962 |
50,313 |
-9,649 |
-16.1% |
278,039 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1411-1 |
1400-3 |
1363-3 |
|
| R3 |
1393-1 |
1382-3 |
1358-4 |
|
| R2 |
1375-1 |
1375-1 |
1356-6 |
|
| R1 |
1364-3 |
1364-3 |
1355-1 |
1360-6 |
| PP |
1357-1 |
1357-1 |
1357-1 |
1355-3 |
| S1 |
1346-3 |
1346-3 |
1351-7 |
1342-6 |
| S2 |
1339-1 |
1339-1 |
1350-2 |
|
| S3 |
1321-1 |
1328-3 |
1348-4 |
|
| S4 |
1303-1 |
1310-3 |
1343-5 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1498-5 |
1475-1 |
1390-1 |
|
| R3 |
1456-1 |
1432-5 |
1378-4 |
|
| R2 |
1413-5 |
1413-5 |
1374-4 |
|
| R1 |
1390-1 |
1390-1 |
1370-5 |
1401-7 |
| PP |
1371-1 |
1371-1 |
1371-1 |
1377-0 |
| S1 |
1347-5 |
1347-5 |
1362-7 |
1359-3 |
| S2 |
1328-5 |
1328-5 |
1359-0 |
|
| S3 |
1286-1 |
1305-1 |
1355-0 |
|
| S4 |
1243-5 |
1262-5 |
1343-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1394-4 |
1350-0 |
44-4 |
3.3% |
20-1 |
1.5% |
8% |
False |
True |
57,015 |
| 10 |
1394-4 |
1340-0 |
54-4 |
4.0% |
19-7 |
1.5% |
25% |
False |
False |
54,949 |
| 20 |
1394-4 |
1332-0 |
62-4 |
4.6% |
21-2 |
1.6% |
34% |
False |
False |
47,593 |
| 40 |
1397-0 |
1297-0 |
100-0 |
7.4% |
20-2 |
1.5% |
57% |
False |
False |
42,208 |
| 60 |
1397-0 |
1242-4 |
154-4 |
11.4% |
18-0 |
1.3% |
72% |
False |
False |
35,616 |
| 80 |
1397-0 |
1168-4 |
228-4 |
16.9% |
17-7 |
1.3% |
81% |
False |
False |
30,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1444-4 |
|
2.618 |
1415-1 |
|
1.618 |
1397-1 |
|
1.000 |
1386-0 |
|
0.618 |
1379-1 |
|
HIGH |
1368-0 |
|
0.618 |
1361-1 |
|
0.500 |
1359-0 |
|
0.382 |
1356-7 |
|
LOW |
1350-0 |
|
0.618 |
1338-7 |
|
1.000 |
1332-0 |
|
1.618 |
1320-7 |
|
2.618 |
1302-7 |
|
4.250 |
1273-4 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1359-0 |
1361-7 |
| PP |
1357-1 |
1359-1 |
| S1 |
1355-3 |
1356-2 |
|