CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
1307-2 |
1302-4 |
-4-6 |
-0.4% |
1360-0 |
High |
1310-0 |
1318-0 |
8-0 |
0.6% |
1368-0 |
Low |
1282-2 |
1299-6 |
17-4 |
1.4% |
1318-4 |
Close |
1302-2 |
1306-4 |
4-2 |
0.3% |
1321-2 |
Range |
27-6 |
18-2 |
-9-4 |
-34.2% |
49-4 |
ATR |
24-6 |
24-3 |
-0-4 |
-1.9% |
0-0 |
Volume |
64,008 |
70,585 |
6,577 |
10.3% |
276,312 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1362-7 |
1352-7 |
1316-4 |
|
R3 |
1344-5 |
1334-5 |
1311-4 |
|
R2 |
1326-3 |
1326-3 |
1309-7 |
|
R1 |
1316-3 |
1316-3 |
1308-1 |
1321-3 |
PP |
1308-1 |
1308-1 |
1308-1 |
1310-4 |
S1 |
1298-1 |
1298-1 |
1304-7 |
1303-1 |
S2 |
1289-7 |
1289-7 |
1303-1 |
|
S3 |
1271-5 |
1279-7 |
1301-4 |
|
S4 |
1253-3 |
1261-5 |
1296-4 |
|
|
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 |
1366-4 |
1282-2 |
84-2 |
6.4% |
29-2 |
2.2% |
29% |
False |
False |
70,637 |
10 |
1373-0 |
1282-2 |
90-6 |
6.9% |
27-6 |
2.1% |
27% |
False |
False |
62,124 |
20 |
1394-4 |
1282-2 |
112-2 |
8.6% |
24-2 |
1.9% |
22% |
False |
False |
57,474 |
40 |
1397-0 |
1282-2 |
114-6 |
8.8% |
23-2 |
1.8% |
21% |
False |
False |
49,399 |
60 |
1397-0 |
1265-2 |
131-6 |
10.1% |
20-0 |
1.5% |
31% |
False |
False |
41,729 |
80 |
1397-0 |
1193-0 |
204-0 |
15.6% |
18-7 |
1.4% |
56% |
False |
False |
35,116 |
100 |
1397-0 |
1163-4 |
233-4 |
17.9% |
19-4 |
1.5% |
61% |
False |
False |
30,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1395-4 |
2.618 |
1365-6 |
1.618 |
1347-4 |
1.000 |
1336-2 |
0.618 |
1329-2 |
HIGH |
1318-0 |
0.618 |
1311-0 |
0.500 |
1308-7 |
0.382 |
1306-6 |
LOW |
1299-6 |
0.618 |
1288-4 |
1.000 |
1281-4 |
1.618 |
1270-2 |
2.618 |
1252-0 |
4.250 |
1222-2 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1308-7 |
1304-3 |
PP |
1308-1 |
1302-2 |
S1 |
1307-2 |
1300-1 |
|