CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1305-4 |
1281-0 |
-24-4 |
-1.9% |
1324-2 |
| High |
1311-0 |
1282-0 |
-29-0 |
-2.2% |
1324-2 |
| Low |
1271-0 |
1251-2 |
-19-6 |
-1.6% |
1282-2 |
| Close |
1282-2 |
1257-6 |
-24-4 |
-1.9% |
1288-0 |
| Range |
40-0 |
30-6 |
-9-2 |
-23.1% |
42-0 |
| ATR |
25-7 |
26-2 |
0-3 |
1.4% |
0-0 |
| Volume |
41,060 |
64,081 |
23,021 |
56.1% |
342,765 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1355-7 |
1337-5 |
1274-5 |
|
| R3 |
1325-1 |
1306-7 |
1266-2 |
|
| R2 |
1294-3 |
1294-3 |
1263-3 |
|
| R1 |
1276-1 |
1276-1 |
1260-5 |
1269-7 |
| PP |
1263-5 |
1263-5 |
1263-5 |
1260-4 |
| S1 |
1245-3 |
1245-3 |
1254-7 |
1239-1 |
| S2 |
1232-7 |
1232-7 |
1252-1 |
|
| S3 |
1202-1 |
1214-5 |
1249-2 |
|
| S4 |
1171-3 |
1183-7 |
1240-7 |
|
|
| 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 |
1251-2 |
66-6 |
5.3% |
27-6 |
2.2% |
10% |
False |
True |
57,249 |
| 10 |
1368-0 |
1251-2 |
116-6 |
9.3% |
30-3 |
2.4% |
6% |
False |
True |
62,181 |
| 20 |
1394-4 |
1251-2 |
143-2 |
11.4% |
26-0 |
2.1% |
5% |
False |
True |
58,784 |
| 40 |
1397-0 |
1251-2 |
145-6 |
11.6% |
24-5 |
2.0% |
4% |
False |
True |
51,855 |
| 60 |
1397-0 |
1251-2 |
145-6 |
11.6% |
21-2 |
1.7% |
4% |
False |
True |
43,934 |
| 80 |
1397-0 |
1203-2 |
193-6 |
15.4% |
19-5 |
1.6% |
28% |
False |
False |
37,240 |
| 100 |
1397-0 |
1163-4 |
233-4 |
18.6% |
19-7 |
1.6% |
40% |
False |
False |
32,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1412-6 |
|
2.618 |
1362-4 |
|
1.618 |
1331-6 |
|
1.000 |
1312-6 |
|
0.618 |
1301-0 |
|
HIGH |
1282-0 |
|
0.618 |
1270-2 |
|
0.500 |
1266-5 |
|
0.382 |
1263-0 |
|
LOW |
1251-2 |
|
0.618 |
1232-2 |
|
1.000 |
1220-4 |
|
1.618 |
1201-4 |
|
2.618 |
1170-6 |
|
4.250 |
1120-4 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1266-5 |
1283-0 |
| PP |
1263-5 |
1274-5 |
| S1 |
1260-6 |
1266-1 |
|