CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1295-0 |
1296-0 |
1-0 |
0.1% |
1300-0 |
| High |
1302-0 |
1297-2 |
-4-6 |
-0.4% |
1314-6 |
| Low |
1281-2 |
1265-0 |
-16-2 |
-1.3% |
1251-2 |
| Close |
1293-0 |
1270-2 |
-22-6 |
-1.8% |
1289-2 |
| Range |
20-6 |
32-2 |
11-4 |
55.4% |
63-4 |
| ATR |
25-3 |
25-7 |
0-4 |
1.9% |
0-0 |
| Volume |
42,907 |
52,091 |
9,184 |
21.4% |
271,921 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1374-2 |
1354-4 |
1288-0 |
|
| R3 |
1342-0 |
1322-2 |
1279-1 |
|
| R2 |
1309-6 |
1309-6 |
1276-1 |
|
| R1 |
1290-0 |
1290-0 |
1273-2 |
1283-6 |
| PP |
1277-4 |
1277-4 |
1277-4 |
1274-3 |
| S1 |
1257-6 |
1257-6 |
1267-2 |
1251-4 |
| S2 |
1245-2 |
1245-2 |
1264-3 |
|
| S3 |
1213-0 |
1225-4 |
1261-3 |
|
| S4 |
1180-6 |
1193-2 |
1252-4 |
|
|
| 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 |
1307-6 |
1263-0 |
44-6 |
3.5% |
23-7 |
1.9% |
16% |
False |
False |
48,896 |
| 10 |
1318-0 |
1251-2 |
66-6 |
5.3% |
25-7 |
2.0% |
28% |
False |
False |
53,072 |
| 20 |
1373-6 |
1251-2 |
122-4 |
9.6% |
26-4 |
2.1% |
16% |
False |
False |
57,776 |
| 40 |
1395-2 |
1251-2 |
144-0 |
11.3% |
23-4 |
1.8% |
13% |
False |
False |
50,708 |
| 60 |
1397-0 |
1251-2 |
145-6 |
11.5% |
22-1 |
1.7% |
13% |
False |
False |
46,041 |
| 80 |
1397-0 |
1225-6 |
171-2 |
13.5% |
20-1 |
1.6% |
26% |
False |
False |
39,472 |
| 100 |
1397-0 |
1163-4 |
233-4 |
18.4% |
20-0 |
1.6% |
46% |
False |
False |
34,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1434-2 |
|
2.618 |
1381-5 |
|
1.618 |
1349-3 |
|
1.000 |
1329-4 |
|
0.618 |
1317-1 |
|
HIGH |
1297-2 |
|
0.618 |
1284-7 |
|
0.500 |
1281-1 |
|
0.382 |
1277-3 |
|
LOW |
1265-0 |
|
0.618 |
1245-1 |
|
1.000 |
1232-6 |
|
1.618 |
1212-7 |
|
2.618 |
1180-5 |
|
4.250 |
1128-0 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1281-1 |
1286-3 |
| PP |
1277-4 |
1281-0 |
| S1 |
1273-7 |
1275-5 |
|