CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
1332-0 |
1361-6 |
29-6 |
2.2% |
1360-0 |
High |
1368-0 |
1366-4 |
-1-4 |
-0.1% |
1368-0 |
Low |
1331-4 |
1318-6 |
-12-6 |
-1.0% |
1318-4 |
Close |
1359-0 |
1321-2 |
-37-6 |
-2.8% |
1321-2 |
Range |
36-4 |
47-6 |
11-2 |
30.8% |
49-4 |
ATR |
22-4 |
24-3 |
1-6 |
8.0% |
0-0 |
Volume |
52,970 |
68,213 |
15,243 |
28.8% |
276,312 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1478-6 |
1447-6 |
1347-4 |
|
R3 |
1431-0 |
1400-0 |
1334-3 |
|
R2 |
1383-2 |
1383-2 |
1330-0 |
|
R1 |
1352-2 |
1352-2 |
1325-5 |
1343-7 |
PP |
1335-4 |
1335-4 |
1335-4 |
1331-2 |
S1 |
1304-4 |
1304-4 |
1316-7 |
1296-1 |
S2 |
1287-6 |
1287-6 |
1312-4 |
|
S3 |
1240-0 |
1256-6 |
1308-1 |
|
S4 |
1192-2 |
1209-0 |
1295-0 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1484-3 |
1452-3 |
1348-4 |
|
R3 |
1434-7 |
1402-7 |
1334-7 |
|
R2 |
1385-3 |
1385-3 |
1330-3 |
|
R1 |
1353-3 |
1353-3 |
1325-6 |
1344-5 |
PP |
1335-7 |
1335-7 |
1335-7 |
1331-4 |
S1 |
1303-7 |
1303-7 |
1316-6 |
1295-1 |
S2 |
1286-3 |
1286-3 |
1312-1 |
|
S3 |
1236-7 |
1254-3 |
1307-5 |
|
S4 |
1187-3 |
1204-7 |
1294-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1368-0 |
1318-4 |
49-4 |
3.7% |
31-5 |
2.4% |
6% |
False |
False |
55,262 |
10 |
1394-4 |
1318-4 |
76-0 |
5.8% |
26-5 |
2.0% |
4% |
False |
False |
55,435 |
20 |
1394-4 |
1318-4 |
76-0 |
5.8% |
23-6 |
1.8% |
4% |
False |
False |
50,204 |
40 |
1397-0 |
1298-6 |
98-2 |
7.4% |
22-4 |
1.7% |
23% |
False |
False |
45,060 |
60 |
1397-0 |
1251-0 |
146-0 |
11.1% |
19-2 |
1.5% |
48% |
False |
False |
38,137 |
80 |
1397-0 |
1179-4 |
217-4 |
16.5% |
18-5 |
1.4% |
65% |
False |
False |
32,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1569-4 |
2.618 |
1491-4 |
1.618 |
1443-6 |
1.000 |
1414-2 |
0.618 |
1396-0 |
HIGH |
1366-4 |
0.618 |
1348-2 |
0.500 |
1342-5 |
0.382 |
1337-0 |
LOW |
1318-6 |
0.618 |
1289-2 |
1.000 |
1271-0 |
1.618 |
1241-4 |
2.618 |
1193-6 |
4.250 |
1115-6 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1342-5 |
1343-2 |
PP |
1335-4 |
1335-7 |
S1 |
1328-3 |
1328-5 |
|