CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1340-6 |
1332-0 |
-8-6 |
-0.7% |
1360-4 |
| High |
1346-2 |
1368-0 |
21-6 |
1.6% |
1394-4 |
| Low |
1318-4 |
1331-4 |
13-0 |
1.0% |
1352-0 |
| Close |
1333-4 |
1359-0 |
25-4 |
1.9% |
1366-6 |
| Range |
27-6 |
36-4 |
8-6 |
31.5% |
42-4 |
| ATR |
21-3 |
22-4 |
1-1 |
5.0% |
0-0 |
| Volume |
66,293 |
52,970 |
-13,323 |
-20.1% |
278,039 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1462-3 |
1447-1 |
1379-1 |
|
| R3 |
1425-7 |
1410-5 |
1369-0 |
|
| R2 |
1389-3 |
1389-3 |
1365-6 |
|
| R1 |
1374-1 |
1374-1 |
1362-3 |
1381-6 |
| PP |
1352-7 |
1352-7 |
1352-7 |
1356-5 |
| S1 |
1337-5 |
1337-5 |
1355-5 |
1345-2 |
| S2 |
1316-3 |
1316-3 |
1352-2 |
|
| S3 |
1279-7 |
1301-1 |
1349-0 |
|
| S4 |
1243-3 |
1264-5 |
1338-7 |
|
|
| 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 |
1373-0 |
1318-4 |
54-4 |
4.0% |
26-2 |
1.9% |
74% |
False |
False |
53,612 |
| 10 |
1394-4 |
1318-4 |
76-0 |
5.6% |
23-6 |
1.7% |
53% |
False |
False |
53,515 |
| 20 |
1394-4 |
1318-4 |
76-0 |
5.6% |
22-4 |
1.7% |
53% |
False |
False |
48,807 |
| 40 |
1397-0 |
1298-6 |
98-2 |
7.2% |
21-4 |
1.6% |
61% |
False |
False |
44,056 |
| 60 |
1397-0 |
1245-0 |
152-0 |
11.2% |
18-6 |
1.4% |
75% |
False |
False |
37,351 |
| 80 |
1397-0 |
1179-4 |
217-4 |
16.0% |
18-2 |
1.3% |
83% |
False |
False |
31,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1523-1 |
|
2.618 |
1463-4 |
|
1.618 |
1427-0 |
|
1.000 |
1404-4 |
|
0.618 |
1390-4 |
|
HIGH |
1368-0 |
|
0.618 |
1354-0 |
|
0.500 |
1349-6 |
|
0.382 |
1345-4 |
|
LOW |
1331-4 |
|
0.618 |
1309-0 |
|
1.000 |
1295-0 |
|
1.618 |
1272-4 |
|
2.618 |
1236-0 |
|
4.250 |
1176-3 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1355-7 |
1353-6 |
| PP |
1352-7 |
1348-4 |
| S1 |
1349-6 |
1343-2 |
|