CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
1361-6 |
1324-2 |
-37-4 |
-2.8% |
1360-0 |
High |
1366-4 |
1324-2 |
-42-2 |
-3.1% |
1368-0 |
Low |
1318-6 |
1293-4 |
-25-2 |
-1.9% |
1318-4 |
Close |
1321-2 |
1294-6 |
-26-4 |
-2.0% |
1321-2 |
Range |
47-6 |
30-6 |
-17-0 |
-35.6% |
49-4 |
ATR |
24-3 |
24-6 |
0-4 |
1.9% |
0-0 |
Volume |
68,213 |
75,186 |
6,973 |
10.2% |
276,312 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1396-3 |
1376-3 |
1311-5 |
|
R3 |
1365-5 |
1345-5 |
1303-2 |
|
R2 |
1334-7 |
1334-7 |
1300-3 |
|
R1 |
1314-7 |
1314-7 |
1297-5 |
1309-4 |
PP |
1304-1 |
1304-1 |
1304-1 |
1301-4 |
S1 |
1284-1 |
1284-1 |
1291-7 |
1278-6 |
S2 |
1273-3 |
1273-3 |
1289-1 |
|
S3 |
1242-5 |
1253-3 |
1286-2 |
|
S4 |
1211-7 |
1222-5 |
1277-7 |
|
|
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 |
1293-4 |
74-4 |
5.8% |
34-1 |
2.6% |
2% |
False |
True |
60,237 |
10 |
1394-4 |
1293-4 |
101-0 |
7.8% |
27-1 |
2.1% |
1% |
False |
True |
58,626 |
20 |
1394-4 |
1293-4 |
101-0 |
7.8% |
24-4 |
1.9% |
1% |
False |
True |
51,939 |
40 |
1397-0 |
1293-4 |
103-4 |
8.0% |
22-7 |
1.8% |
1% |
False |
True |
46,296 |
60 |
1397-0 |
1251-0 |
146-0 |
11.3% |
19-4 |
1.5% |
30% |
False |
False |
39,087 |
80 |
1397-0 |
1187-4 |
209-4 |
16.2% |
18-6 |
1.5% |
51% |
False |
False |
32,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1455-0 |
2.618 |
1404-6 |
1.618 |
1374-0 |
1.000 |
1355-0 |
0.618 |
1343-2 |
HIGH |
1324-2 |
0.618 |
1312-4 |
0.500 |
1308-7 |
0.382 |
1305-2 |
LOW |
1293-4 |
0.618 |
1274-4 |
1.000 |
1262-6 |
1.618 |
1243-6 |
2.618 |
1213-0 |
4.250 |
1162-6 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1308-7 |
1330-6 |
PP |
1304-1 |
1318-6 |
S1 |
1299-4 |
1306-6 |
|