CME Pit-Traded Soybean 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 |
1283-4 |
1301-0 |
17-4 |
1.4% |
1304-0 |
High |
1289-2 |
1303-0 |
13-6 |
1.1% |
1313-4 |
Low |
1281-4 |
1287-0 |
5-4 |
0.4% |
1253-0 |
Close |
1289-2 |
1293-4 |
4-2 |
0.3% |
1289-2 |
Range |
7-6 |
16-0 |
8-2 |
106.5% |
60-4 |
ATR |
21-1 |
20-6 |
-0-3 |
-1.7% |
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 |
1342-4 |
1334-0 |
1302-2 |
|
R3 |
1326-4 |
1318-0 |
1297-7 |
|
R2 |
1310-4 |
1310-4 |
1296-3 |
|
R1 |
1302-0 |
1302-0 |
1295-0 |
1298-2 |
PP |
1294-4 |
1294-4 |
1294-4 |
1292-5 |
S1 |
1286-0 |
1286-0 |
1292-0 |
1282-2 |
S2 |
1278-4 |
1278-4 |
1290-5 |
|
S3 |
1262-4 |
1270-0 |
1289-1 |
|
S4 |
1246-4 |
1254-0 |
1284-6 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1466-6 |
1438-4 |
1322-4 |
|
R3 |
1406-2 |
1378-0 |
1305-7 |
|
R2 |
1345-6 |
1345-6 |
1300-3 |
|
R1 |
1317-4 |
1317-4 |
1294-6 |
1301-3 |
PP |
1285-2 |
1285-2 |
1285-2 |
1277-2 |
S1 |
1257-0 |
1257-0 |
1283-6 |
1240-7 |
S2 |
1224-6 |
1224-6 |
1278-1 |
|
S3 |
1164-2 |
1196-4 |
1272-5 |
|
S4 |
1103-6 |
1136-0 |
1256-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1304-4 |
1253-0 |
51-4 |
4.0% |
18-4 |
1.4% |
79% |
False |
False |
50,924 |
10 |
1317-0 |
1253-0 |
64-0 |
4.9% |
16-1 |
1.2% |
63% |
False |
False |
57,493 |
20 |
1393-0 |
1253-0 |
140-0 |
10.8% |
16-2 |
1.3% |
29% |
False |
False |
58,059 |
40 |
1395-0 |
1253-0 |
142-0 |
11.0% |
14-6 |
1.1% |
29% |
False |
False |
52,705 |
60 |
1395-0 |
1253-0 |
142-0 |
11.0% |
13-1 |
1.0% |
29% |
False |
False |
44,892 |
80 |
1395-0 |
1224-0 |
171-0 |
13.2% |
12-3 |
1.0% |
41% |
False |
False |
38,301 |
100 |
1395-0 |
1170-0 |
225-0 |
17.4% |
12-2 |
0.9% |
55% |
False |
False |
33,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1371-0 |
2.618 |
1344-7 |
1.618 |
1328-7 |
1.000 |
1319-0 |
0.618 |
1312-7 |
HIGH |
1303-0 |
0.618 |
1296-7 |
0.500 |
1295-0 |
0.382 |
1293-1 |
LOW |
1287-0 |
0.618 |
1277-1 |
1.000 |
1271-0 |
1.618 |
1261-1 |
2.618 |
1245-1 |
4.250 |
1219-0 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1295-0 |
1290-3 |
PP |
1294-4 |
1287-1 |
S1 |
1294-0 |
1284-0 |
|