CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1295-4 |
1307-2 |
11-6 |
0.9% |
1360-0 |
| High |
1312-2 |
1310-0 |
-2-2 |
-0.2% |
1368-0 |
| Low |
1290-4 |
1282-2 |
-8-2 |
-0.6% |
1318-4 |
| Close |
1305-0 |
1302-2 |
-2-6 |
-0.2% |
1321-2 |
| Range |
21-6 |
27-6 |
6-0 |
27.6% |
49-4 |
| ATR |
24-4 |
24-6 |
0-2 |
0.9% |
0-0 |
| Volume |
75,193 |
64,008 |
-11,185 |
-14.9% |
276,312 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1381-3 |
1369-5 |
1317-4 |
|
| R3 |
1353-5 |
1341-7 |
1309-7 |
|
| R2 |
1325-7 |
1325-7 |
1307-3 |
|
| R1 |
1314-1 |
1314-1 |
1304-6 |
1306-1 |
| PP |
1298-1 |
1298-1 |
1298-1 |
1294-2 |
| S1 |
1286-3 |
1286-3 |
1299-6 |
1278-3 |
| S2 |
1270-3 |
1270-3 |
1297-1 |
|
| S3 |
1242-5 |
1258-5 |
1294-5 |
|
| S4 |
1214-7 |
1230-7 |
1287-0 |
|
|
| 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 |
1282-2 |
85-6 |
6.6% |
32-7 |
2.5% |
23% |
False |
True |
67,114 |
| 10 |
1373-6 |
1282-2 |
91-4 |
7.0% |
27-1 |
2.1% |
22% |
False |
True |
62,480 |
| 20 |
1394-4 |
1282-2 |
112-2 |
8.6% |
24-4 |
1.9% |
18% |
False |
True |
55,846 |
| 40 |
1397-0 |
1282-2 |
114-6 |
8.8% |
23-2 |
1.8% |
17% |
False |
True |
48,339 |
| 60 |
1397-0 |
1257-4 |
139-4 |
10.7% |
19-7 |
1.5% |
32% |
False |
False |
40,841 |
| 80 |
1397-0 |
1193-0 |
204-0 |
15.7% |
18-6 |
1.4% |
54% |
False |
False |
34,440 |
| 100 |
1397-0 |
1163-4 |
233-4 |
17.9% |
19-3 |
1.5% |
59% |
False |
False |
29,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1428-0 |
|
2.618 |
1382-5 |
|
1.618 |
1354-7 |
|
1.000 |
1337-6 |
|
0.618 |
1327-1 |
|
HIGH |
1310-0 |
|
0.618 |
1299-3 |
|
0.500 |
1296-1 |
|
0.382 |
1292-7 |
|
LOW |
1282-2 |
|
0.618 |
1265-1 |
|
1.000 |
1254-4 |
|
1.618 |
1237-3 |
|
2.618 |
1209-5 |
|
4.250 |
1164-2 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1300-2 |
1303-2 |
| PP |
1298-1 |
1302-7 |
| S1 |
1296-1 |
1302-5 |
|