CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1300-0 |
1305-4 |
5-4 |
0.4% |
1324-2 |
| High |
1314-6 |
1311-0 |
-3-6 |
-0.3% |
1324-2 |
| Low |
1294-2 |
1271-0 |
-23-2 |
-1.8% |
1282-2 |
| Close |
1306-2 |
1282-2 |
-24-0 |
-1.8% |
1288-0 |
| Range |
20-4 |
40-0 |
19-4 |
95.1% |
42-0 |
| ATR |
24-7 |
25-7 |
1-1 |
4.4% |
0-0 |
| Volume |
52,727 |
41,060 |
-11,667 |
-22.1% |
342,765 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1408-1 |
1385-1 |
1304-2 |
|
| R3 |
1368-1 |
1345-1 |
1293-2 |
|
| R2 |
1328-1 |
1328-1 |
1289-5 |
|
| R1 |
1305-1 |
1305-1 |
1285-7 |
1296-5 |
| PP |
1288-1 |
1288-1 |
1288-1 |
1283-6 |
| S1 |
1265-1 |
1265-1 |
1278-5 |
1256-5 |
| S2 |
1248-1 |
1248-1 |
1274-7 |
|
| S3 |
1208-1 |
1225-1 |
1271-2 |
|
| S4 |
1168-1 |
1185-1 |
1260-2 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1424-1 |
1398-1 |
1311-1 |
|
| R3 |
1382-1 |
1356-1 |
1299-4 |
|
| R2 |
1340-1 |
1340-1 |
1295-6 |
|
| R1 |
1314-1 |
1314-1 |
1291-7 |
1306-1 |
| PP |
1298-1 |
1298-1 |
1298-1 |
1294-2 |
| S1 |
1272-1 |
1272-1 |
1284-1 |
1264-1 |
| S2 |
1256-1 |
1256-1 |
1280-2 |
|
| S3 |
1214-1 |
1230-1 |
1276-4 |
|
| S4 |
1172-1 |
1188-1 |
1264-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1318-0 |
1271-0 |
47-0 |
3.7% |
27-2 |
2.1% |
24% |
False |
True |
57,234 |
| 10 |
1368-0 |
1271-0 |
97-0 |
7.6% |
30-0 |
2.3% |
12% |
False |
True |
62,402 |
| 20 |
1394-4 |
1271-0 |
123-4 |
9.6% |
25-4 |
2.0% |
9% |
False |
True |
58,329 |
| 40 |
1397-0 |
1271-0 |
126-0 |
9.8% |
24-3 |
1.9% |
9% |
False |
True |
51,116 |
| 60 |
1397-0 |
1271-0 |
126-0 |
9.8% |
20-7 |
1.6% |
9% |
False |
True |
43,237 |
| 80 |
1397-0 |
1194-0 |
203-0 |
15.8% |
19-2 |
1.5% |
43% |
False |
False |
36,579 |
| 100 |
1397-0 |
1163-4 |
233-4 |
18.2% |
19-5 |
1.5% |
51% |
False |
False |
31,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1481-0 |
|
2.618 |
1415-6 |
|
1.618 |
1375-6 |
|
1.000 |
1351-0 |
|
0.618 |
1335-6 |
|
HIGH |
1311-0 |
|
0.618 |
1295-6 |
|
0.500 |
1291-0 |
|
0.382 |
1286-2 |
|
LOW |
1271-0 |
|
0.618 |
1246-2 |
|
1.000 |
1231-0 |
|
1.618 |
1206-2 |
|
2.618 |
1166-2 |
|
4.250 |
1101-0 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1291-0 |
1294-2 |
| PP |
1288-1 |
1290-2 |
| S1 |
1285-1 |
1286-2 |
|