CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1263-0 |
1278-0 |
15-0 |
1.2% |
1300-0 |
| High |
1285-4 |
1290-0 |
4-4 |
0.4% |
1314-6 |
| Low |
1263-0 |
1268-6 |
5-6 |
0.5% |
1251-2 |
| Close |
1276-2 |
1289-2 |
13-0 |
1.0% |
1289-2 |
| Range |
22-4 |
21-2 |
-1-2 |
-5.6% |
63-4 |
| ATR |
26-3 |
26-0 |
-0-3 |
-1.4% |
0-0 |
| Volume |
66,113 |
47,940 |
-18,173 |
-27.5% |
271,921 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1346-3 |
1339-1 |
1301-0 |
|
| R3 |
1325-1 |
1317-7 |
1295-1 |
|
| R2 |
1303-7 |
1303-7 |
1293-1 |
|
| R1 |
1296-5 |
1296-5 |
1291-2 |
1300-2 |
| PP |
1282-5 |
1282-5 |
1282-5 |
1284-4 |
| S1 |
1275-3 |
1275-3 |
1287-2 |
1279-0 |
| S2 |
1261-3 |
1261-3 |
1285-3 |
|
| S3 |
1240-1 |
1254-1 |
1283-3 |
|
| S4 |
1218-7 |
1232-7 |
1277-4 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1475-5 |
1445-7 |
1324-1 |
|
| R3 |
1412-1 |
1382-3 |
1306-6 |
|
| R2 |
1348-5 |
1348-5 |
1300-7 |
|
| R1 |
1318-7 |
1318-7 |
1295-1 |
1302-0 |
| PP |
1285-1 |
1285-1 |
1285-1 |
1276-5 |
| S1 |
1255-3 |
1255-3 |
1283-3 |
1238-4 |
| S2 |
1221-5 |
1221-5 |
1277-5 |
|
| S3 |
1158-1 |
1191-7 |
1271-6 |
|
| S4 |
1094-5 |
1128-3 |
1254-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1314-6 |
1251-2 |
63-4 |
4.9% |
27-0 |
2.1% |
60% |
False |
False |
54,384 |
| 10 |
1324-2 |
1251-2 |
73-0 |
5.7% |
26-2 |
2.0% |
52% |
False |
False |
61,468 |
| 20 |
1394-4 |
1251-2 |
143-2 |
11.1% |
26-4 |
2.1% |
27% |
False |
False |
58,451 |
| 40 |
1397-0 |
1251-2 |
145-6 |
11.3% |
23-3 |
1.8% |
26% |
False |
False |
52,858 |
| 60 |
1397-0 |
1251-2 |
145-6 |
11.3% |
21-4 |
1.7% |
26% |
False |
False |
44,994 |
| 80 |
1397-0 |
1220-0 |
177-0 |
13.7% |
19-6 |
1.5% |
39% |
False |
False |
38,377 |
| 100 |
1397-0 |
1163-4 |
233-4 |
18.1% |
20-0 |
1.6% |
54% |
False |
False |
33,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1380-2 |
|
2.618 |
1345-5 |
|
1.618 |
1324-3 |
|
1.000 |
1311-2 |
|
0.618 |
1303-1 |
|
HIGH |
1290-0 |
|
0.618 |
1281-7 |
|
0.500 |
1279-3 |
|
0.382 |
1276-7 |
|
LOW |
1268-6 |
|
0.618 |
1255-5 |
|
1.000 |
1247-4 |
|
1.618 |
1234-3 |
|
2.618 |
1213-1 |
|
4.250 |
1178-4 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1286-0 |
1283-0 |
| PP |
1282-5 |
1276-7 |
| S1 |
1279-3 |
1270-5 |
|