CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1289-6 |
1295-0 |
5-2 |
0.4% |
1300-0 |
| High |
1307-6 |
1302-0 |
-5-6 |
-0.4% |
1314-6 |
| Low |
1285-0 |
1281-2 |
-3-6 |
-0.3% |
1251-2 |
| Close |
1293-4 |
1293-0 |
-0-4 |
0.0% |
1289-2 |
| Range |
22-6 |
20-6 |
-2-0 |
-8.8% |
63-4 |
| ATR |
25-6 |
25-3 |
-0-3 |
-1.4% |
0-0 |
| Volume |
35,430 |
42,907 |
7,477 |
21.1% |
271,921 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1354-3 |
1344-3 |
1304-3 |
|
| R3 |
1333-5 |
1323-5 |
1298-6 |
|
| R2 |
1312-7 |
1312-7 |
1296-6 |
|
| R1 |
1302-7 |
1302-7 |
1294-7 |
1297-4 |
| PP |
1292-1 |
1292-1 |
1292-1 |
1289-3 |
| S1 |
1282-1 |
1282-1 |
1291-1 |
1276-6 |
| S2 |
1271-3 |
1271-3 |
1289-2 |
|
| S3 |
1250-5 |
1261-3 |
1287-2 |
|
| S4 |
1229-7 |
1240-5 |
1281-5 |
|
|
| 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 |
1307-6 |
1251-2 |
56-4 |
4.4% |
23-5 |
1.8% |
74% |
False |
False |
51,294 |
| 10 |
1318-0 |
1251-2 |
66-6 |
5.2% |
25-3 |
2.0% |
63% |
False |
False |
54,264 |
| 20 |
1394-4 |
1251-2 |
143-2 |
11.1% |
26-4 |
2.0% |
29% |
False |
False |
58,060 |
| 40 |
1395-2 |
1251-2 |
144-0 |
11.1% |
23-0 |
1.8% |
29% |
False |
False |
50,773 |
| 60 |
1397-0 |
1251-2 |
145-6 |
11.3% |
21-6 |
1.7% |
29% |
False |
False |
45,604 |
| 80 |
1397-0 |
1225-6 |
171-2 |
13.2% |
19-7 |
1.5% |
39% |
False |
False |
39,004 |
| 100 |
1397-0 |
1163-4 |
233-4 |
18.1% |
20-0 |
1.5% |
55% |
False |
False |
33,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1390-2 |
|
2.618 |
1356-3 |
|
1.618 |
1335-5 |
|
1.000 |
1322-6 |
|
0.618 |
1314-7 |
|
HIGH |
1302-0 |
|
0.618 |
1294-1 |
|
0.500 |
1291-5 |
|
0.382 |
1289-1 |
|
LOW |
1281-2 |
|
0.618 |
1268-3 |
|
1.000 |
1260-4 |
|
1.618 |
1247-5 |
|
2.618 |
1226-7 |
|
4.250 |
1193-0 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1292-4 |
1291-3 |
| PP |
1292-1 |
1289-7 |
| S1 |
1291-5 |
1288-2 |
|