CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1353-2 |
1340-6 |
-12-4 |
-0.9% |
1360-4 |
| High |
1361-2 |
1346-2 |
-15-0 |
-1.1% |
1394-4 |
| Low |
1333-2 |
1318-4 |
-14-6 |
-1.1% |
1352-0 |
| Close |
1340-4 |
1333-4 |
-7-0 |
-0.5% |
1366-6 |
| Range |
28-0 |
27-6 |
-0-2 |
-0.9% |
42-4 |
| ATR |
21-0 |
21-3 |
0-4 |
2.3% |
0-0 |
| Volume |
38,523 |
66,293 |
27,770 |
72.1% |
278,039 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1416-0 |
1402-4 |
1348-6 |
|
| R3 |
1388-2 |
1374-6 |
1341-1 |
|
| R2 |
1360-4 |
1360-4 |
1338-5 |
|
| R1 |
1347-0 |
1347-0 |
1336-0 |
1339-7 |
| PP |
1332-6 |
1332-6 |
1332-6 |
1329-2 |
| S1 |
1319-2 |
1319-2 |
1331-0 |
1312-1 |
| S2 |
1305-0 |
1305-0 |
1328-3 |
|
| S3 |
1277-2 |
1291-4 |
1325-7 |
|
| S4 |
1249-4 |
1263-6 |
1318-2 |
|
|
| 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 |
1373-6 |
1318-4 |
55-2 |
4.1% |
21-2 |
1.6% |
27% |
False |
True |
57,846 |
| 10 |
1394-4 |
1318-4 |
76-0 |
5.7% |
21-5 |
1.6% |
20% |
False |
True |
55,387 |
| 20 |
1394-4 |
1318-4 |
76-0 |
5.7% |
21-6 |
1.6% |
20% |
False |
True |
48,300 |
| 40 |
1397-0 |
1298-6 |
98-2 |
7.4% |
21-0 |
1.6% |
35% |
False |
False |
43,463 |
| 60 |
1397-0 |
1245-0 |
152-0 |
11.4% |
18-3 |
1.4% |
58% |
False |
False |
36,799 |
| 80 |
1397-0 |
1178-6 |
218-2 |
16.4% |
18-0 |
1.3% |
71% |
False |
False |
30,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1464-2 |
|
2.618 |
1418-7 |
|
1.618 |
1391-1 |
|
1.000 |
1374-0 |
|
0.618 |
1363-3 |
|
HIGH |
1346-2 |
|
0.618 |
1335-5 |
|
0.500 |
1332-3 |
|
0.382 |
1329-1 |
|
LOW |
1318-4 |
|
0.618 |
1301-3 |
|
1.000 |
1290-6 |
|
1.618 |
1273-5 |
|
2.618 |
1245-7 |
|
4.250 |
1200-4 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1333-1 |
1343-2 |
| PP |
1332-6 |
1340-0 |
| S1 |
1332-3 |
1336-6 |
|