CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
1360-0 |
1353-2 |
-6-6 |
-0.5% |
1360-4 |
High |
1368-0 |
1361-2 |
-6-6 |
-0.5% |
1394-4 |
Low |
1350-0 |
1333-2 |
-16-6 |
-1.2% |
1352-0 |
Close |
1353-4 |
1340-4 |
-13-0 |
-1.0% |
1366-6 |
Range |
18-0 |
28-0 |
10-0 |
55.6% |
42-4 |
ATR |
20-3 |
21-0 |
0-4 |
2.7% |
0-0 |
Volume |
50,313 |
38,523 |
-11,790 |
-23.4% |
278,039 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1429-0 |
1412-6 |
1355-7 |
|
R3 |
1401-0 |
1384-6 |
1348-2 |
|
R2 |
1373-0 |
1373-0 |
1345-5 |
|
R1 |
1356-6 |
1356-6 |
1343-1 |
1350-7 |
PP |
1345-0 |
1345-0 |
1345-0 |
1342-0 |
S1 |
1328-6 |
1328-6 |
1337-7 |
1322-7 |
S2 |
1317-0 |
1317-0 |
1335-3 |
|
S3 |
1289-0 |
1300-6 |
1332-6 |
|
S4 |
1261-0 |
1272-6 |
1325-1 |
|
|
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 |
1333-2 |
61-2 |
4.6% |
22-1 |
1.7% |
12% |
False |
True |
56,140 |
10 |
1394-4 |
1333-2 |
61-2 |
4.6% |
21-1 |
1.6% |
12% |
False |
True |
54,255 |
20 |
1394-4 |
1332-0 |
62-4 |
4.7% |
21-0 |
1.6% |
14% |
False |
False |
47,788 |
40 |
1397-0 |
1298-6 |
98-2 |
7.3% |
20-5 |
1.5% |
42% |
False |
False |
42,611 |
60 |
1397-0 |
1245-0 |
152-0 |
11.3% |
18-1 |
1.4% |
63% |
False |
False |
36,006 |
80 |
1397-0 |
1174-6 |
222-2 |
16.6% |
17-7 |
1.3% |
75% |
False |
False |
30,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1480-2 |
2.618 |
1434-4 |
1.618 |
1406-4 |
1.000 |
1389-2 |
0.618 |
1378-4 |
HIGH |
1361-2 |
0.618 |
1350-4 |
0.500 |
1347-2 |
0.382 |
1344-0 |
LOW |
1333-2 |
0.618 |
1316-0 |
1.000 |
1305-2 |
1.618 |
1288-0 |
2.618 |
1260-0 |
4.250 |
1214-2 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1347-2 |
1353-1 |
PP |
1345-0 |
1348-7 |
S1 |
1342-6 |
1344-6 |
|