CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1360-0 |
1378-0 |
18-0 |
1.3% |
1350-0 |
| High |
1381-0 |
1393-0 |
12-0 |
0.9% |
1374-0 |
| Low |
1359-0 |
1378-0 |
19-0 |
1.4% |
1340-4 |
| Close |
1381-0 |
1392-4 |
11-4 |
0.8% |
1362-0 |
| Range |
22-0 |
15-0 |
-7-0 |
-31.8% |
33-4 |
| ATR |
16-4 |
16-3 |
-0-1 |
-0.7% |
0-0 |
| Volume |
43,274 |
42,898 |
-376 |
-0.9% |
277,210 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1432-7 |
1427-5 |
1400-6 |
|
| R3 |
1417-7 |
1412-5 |
1396-5 |
|
| R2 |
1402-7 |
1402-7 |
1395-2 |
|
| R1 |
1397-5 |
1397-5 |
1393-7 |
1400-2 |
| PP |
1387-7 |
1387-7 |
1387-7 |
1389-1 |
| S1 |
1382-5 |
1382-5 |
1391-1 |
1385-2 |
| S2 |
1372-7 |
1372-7 |
1389-6 |
|
| S3 |
1357-7 |
1367-5 |
1388-3 |
|
| S4 |
1342-7 |
1352-5 |
1384-2 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1459-3 |
1444-1 |
1380-3 |
|
| R3 |
1425-7 |
1410-5 |
1371-2 |
|
| R2 |
1392-3 |
1392-3 |
1368-1 |
|
| R1 |
1377-1 |
1377-1 |
1365-1 |
1384-6 |
| PP |
1358-7 |
1358-7 |
1358-7 |
1362-5 |
| S1 |
1343-5 |
1343-5 |
1358-7 |
1351-2 |
| S2 |
1325-3 |
1325-3 |
1355-7 |
|
| S3 |
1291-7 |
1310-1 |
1352-6 |
|
| S4 |
1258-3 |
1276-5 |
1343-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1393-0 |
1355-0 |
38-0 |
2.7% |
15-1 |
1.1% |
99% |
True |
False |
52,371 |
| 10 |
1393-0 |
1334-0 |
59-0 |
4.2% |
14-0 |
1.0% |
99% |
True |
False |
46,049 |
| 20 |
1395-0 |
1334-0 |
61-0 |
4.4% |
12-7 |
0.9% |
96% |
False |
False |
45,290 |
| 40 |
1395-0 |
1281-0 |
114-0 |
8.2% |
11-6 |
0.8% |
98% |
False |
False |
38,835 |
| 60 |
1395-0 |
1226-4 |
168-4 |
12.1% |
11-1 |
0.8% |
99% |
False |
False |
32,217 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.2% |
11-3 |
0.8% |
99% |
False |
False |
27,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1456-6 |
|
2.618 |
1432-2 |
|
1.618 |
1417-2 |
|
1.000 |
1408-0 |
|
0.618 |
1402-2 |
|
HIGH |
1393-0 |
|
0.618 |
1387-2 |
|
0.500 |
1385-4 |
|
0.382 |
1383-6 |
|
LOW |
1378-0 |
|
0.618 |
1368-6 |
|
1.000 |
1363-0 |
|
1.618 |
1353-6 |
|
2.618 |
1338-6 |
|
4.250 |
1314-2 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1390-1 |
1387-0 |
| PP |
1387-7 |
1381-4 |
| S1 |
1385-4 |
1376-0 |
|