CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1365-2 |
1368-0 |
2-6 |
0.2% |
1360-4 |
| High |
1373-6 |
1373-0 |
-0-6 |
-0.1% |
1394-4 |
| Low |
1362-0 |
1352-0 |
-10-0 |
-0.7% |
1352-0 |
| Close |
1367-6 |
1366-6 |
-1-0 |
-0.1% |
1366-6 |
| Range |
11-6 |
21-0 |
9-2 |
78.7% |
42-4 |
| ATR |
20-4 |
20-5 |
0-0 |
0.2% |
0-0 |
| Volume |
74,142 |
59,962 |
-14,180 |
-19.1% |
278,039 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1426-7 |
1417-7 |
1378-2 |
|
| R3 |
1405-7 |
1396-7 |
1372-4 |
|
| R2 |
1384-7 |
1384-7 |
1370-5 |
|
| R1 |
1375-7 |
1375-7 |
1368-5 |
1369-7 |
| PP |
1363-7 |
1363-7 |
1363-7 |
1361-0 |
| S1 |
1354-7 |
1354-7 |
1364-7 |
1348-7 |
| S2 |
1342-7 |
1342-7 |
1362-7 |
|
| S3 |
1321-7 |
1333-7 |
1361-0 |
|
| S4 |
1300-7 |
1312-7 |
1355-2 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1498-5 |
1475-1 |
1390-1 |
|
| R3 |
1456-1 |
1432-5 |
1378-4 |
|
| R2 |
1413-5 |
1413-5 |
1374-4 |
|
| R1 |
1390-1 |
1390-1 |
1370-5 |
1401-7 |
| PP |
1371-1 |
1371-1 |
1371-1 |
1377-0 |
| S1 |
1347-5 |
1347-5 |
1362-7 |
1359-3 |
| S2 |
1328-5 |
1328-5 |
1359-0 |
|
| S3 |
1286-1 |
1305-1 |
1355-0 |
|
| S4 |
1243-5 |
1262-5 |
1343-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1394-4 |
1352-0 |
42-4 |
3.1% |
21-6 |
1.6% |
35% |
False |
True |
55,607 |
| 10 |
1394-4 |
1340-0 |
54-4 |
4.0% |
20-4 |
1.5% |
49% |
False |
False |
55,524 |
| 20 |
1395-2 |
1332-0 |
63-2 |
4.6% |
21-3 |
1.6% |
55% |
False |
False |
45,077 |
| 40 |
1397-0 |
1297-0 |
100-0 |
7.3% |
20-1 |
1.5% |
70% |
False |
False |
42,172 |
| 60 |
1397-0 |
1225-6 |
171-2 |
12.5% |
17-7 |
1.3% |
82% |
False |
False |
35,083 |
| 80 |
1397-0 |
1163-4 |
233-4 |
17.1% |
18-3 |
1.3% |
87% |
False |
False |
29,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1462-2 |
|
2.618 |
1428-0 |
|
1.618 |
1407-0 |
|
1.000 |
1394-0 |
|
0.618 |
1386-0 |
|
HIGH |
1373-0 |
|
0.618 |
1365-0 |
|
0.500 |
1362-4 |
|
0.382 |
1360-0 |
|
LOW |
1352-0 |
|
0.618 |
1339-0 |
|
1.000 |
1331-0 |
|
1.618 |
1318-0 |
|
2.618 |
1297-0 |
|
4.250 |
1262-6 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1365-3 |
1373-2 |
| PP |
1363-7 |
1371-1 |
| S1 |
1362-4 |
1368-7 |
|