CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
1278-0 |
1289-6 |
11-6 |
0.9% |
1300-0 |
High |
1290-0 |
1307-6 |
17-6 |
1.4% |
1314-6 |
Low |
1268-6 |
1285-0 |
16-2 |
1.3% |
1251-2 |
Close |
1289-2 |
1293-4 |
4-2 |
0.3% |
1289-2 |
Range |
21-2 |
22-6 |
1-4 |
7.1% |
63-4 |
ATR |
26-0 |
25-6 |
-0-2 |
-0.9% |
0-0 |
Volume |
47,940 |
35,430 |
-12,510 |
-26.1% |
271,921 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1363-5 |
1351-3 |
1306-0 |
|
R3 |
1340-7 |
1328-5 |
1299-6 |
|
R2 |
1318-1 |
1318-1 |
1297-5 |
|
R1 |
1305-7 |
1305-7 |
1295-5 |
1312-0 |
PP |
1295-3 |
1295-3 |
1295-3 |
1298-4 |
S1 |
1283-1 |
1283-1 |
1291-3 |
1289-2 |
S2 |
1272-5 |
1272-5 |
1289-3 |
|
S3 |
1249-7 |
1260-3 |
1287-2 |
|
S4 |
1227-1 |
1237-5 |
1281-0 |
|
|
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 |
1311-0 |
1251-2 |
59-6 |
4.6% |
27-4 |
2.1% |
71% |
False |
False |
50,924 |
10 |
1318-0 |
1251-2 |
66-6 |
5.2% |
25-4 |
2.0% |
63% |
False |
False |
57,493 |
20 |
1394-4 |
1251-2 |
143-2 |
11.1% |
26-2 |
2.0% |
29% |
False |
False |
58,059 |
40 |
1397-0 |
1251-2 |
145-6 |
11.3% |
23-0 |
1.8% |
29% |
False |
False |
51,641 |
60 |
1397-0 |
1251-2 |
145-6 |
11.3% |
21-5 |
1.7% |
29% |
False |
False |
45,221 |
80 |
1397-0 |
1225-6 |
171-2 |
13.2% |
19-6 |
1.5% |
40% |
False |
False |
38,661 |
100 |
1397-0 |
1163-4 |
233-4 |
18.1% |
20-0 |
1.5% |
56% |
False |
False |
33,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1404-4 |
2.618 |
1367-2 |
1.618 |
1344-4 |
1.000 |
1330-4 |
0.618 |
1321-6 |
HIGH |
1307-6 |
0.618 |
1299-0 |
0.500 |
1296-3 |
0.382 |
1293-6 |
LOW |
1285-0 |
0.618 |
1271-0 |
1.000 |
1262-2 |
1.618 |
1248-2 |
2.618 |
1225-4 |
4.250 |
1188-2 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1296-3 |
1290-6 |
PP |
1295-3 |
1288-1 |
S1 |
1294-4 |
1285-3 |
|