CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1389-4 |
1365-2 |
-24-2 |
-1.7% |
1356-0 |
| High |
1394-4 |
1373-6 |
-20-6 |
-1.5% |
1375-0 |
| Low |
1362-4 |
1362-0 |
-0-4 |
0.0% |
1340-0 |
| Close |
1368-2 |
1367-6 |
-0-4 |
0.0% |
1362-0 |
| Range |
32-0 |
11-6 |
-20-2 |
-63.3% |
35-0 |
| ATR |
21-2 |
20-4 |
-0-5 |
-3.2% |
0-0 |
| Volume |
57,763 |
74,142 |
16,379 |
28.4% |
277,210 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1403-1 |
1397-1 |
1374-2 |
|
| R3 |
1391-3 |
1385-3 |
1371-0 |
|
| R2 |
1379-5 |
1379-5 |
1369-7 |
|
| R1 |
1373-5 |
1373-5 |
1368-7 |
1376-5 |
| PP |
1367-7 |
1367-7 |
1367-7 |
1369-2 |
| S1 |
1361-7 |
1361-7 |
1366-5 |
1364-7 |
| S2 |
1356-1 |
1356-1 |
1365-5 |
|
| S3 |
1344-3 |
1350-1 |
1364-4 |
|
| S4 |
1332-5 |
1338-3 |
1361-2 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1464-0 |
1448-0 |
1381-2 |
|
| R3 |
1429-0 |
1413-0 |
1371-5 |
|
| R2 |
1394-0 |
1394-0 |
1368-3 |
|
| R1 |
1378-0 |
1378-0 |
1365-2 |
1386-0 |
| PP |
1359-0 |
1359-0 |
1359-0 |
1363-0 |
| S1 |
1343-0 |
1343-0 |
1358-6 |
1351-0 |
| S2 |
1324-0 |
1324-0 |
1355-5 |
|
| S3 |
1289-0 |
1308-0 |
1352-3 |
|
| S4 |
1254-0 |
1273-0 |
1342-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1394-4 |
1355-6 |
38-6 |
2.8% |
21-2 |
1.6% |
31% |
False |
False |
53,417 |
| 10 |
1394-4 |
1340-0 |
54-4 |
4.0% |
20-7 |
1.5% |
51% |
False |
False |
52,824 |
| 20 |
1395-2 |
1332-0 |
63-2 |
4.6% |
20-2 |
1.5% |
57% |
False |
False |
44,158 |
| 40 |
1397-0 |
1295-2 |
101-6 |
7.4% |
20-1 |
1.5% |
71% |
False |
False |
41,395 |
| 60 |
1397-0 |
1225-6 |
171-2 |
12.5% |
17-7 |
1.3% |
83% |
False |
False |
34,321 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.1% |
18-2 |
1.3% |
87% |
False |
False |
29,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1423-6 |
|
2.618 |
1404-4 |
|
1.618 |
1392-6 |
|
1.000 |
1385-4 |
|
0.618 |
1381-0 |
|
HIGH |
1373-6 |
|
0.618 |
1369-2 |
|
0.500 |
1367-7 |
|
0.382 |
1366-4 |
|
LOW |
1362-0 |
|
0.618 |
1354-6 |
|
1.000 |
1350-2 |
|
1.618 |
1343-0 |
|
2.618 |
1331-2 |
|
4.250 |
1312-0 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1367-7 |
1378-2 |
| PP |
1367-7 |
1374-6 |
| S1 |
1367-6 |
1371-2 |
|