CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1324-2 |
1295-4 |
-28-6 |
-2.2% |
1360-0 |
| High |
1324-2 |
1312-2 |
-12-0 |
-0.9% |
1368-0 |
| Low |
1293-4 |
1290-4 |
-3-0 |
-0.2% |
1318-4 |
| Close |
1294-6 |
1305-0 |
10-2 |
0.8% |
1321-2 |
| Range |
30-6 |
21-6 |
-9-0 |
-29.3% |
49-4 |
| ATR |
24-6 |
24-4 |
-0-2 |
-0.9% |
0-0 |
| Volume |
75,186 |
75,193 |
7 |
0.0% |
276,312 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1367-7 |
1358-1 |
1317-0 |
|
| R3 |
1346-1 |
1336-3 |
1311-0 |
|
| R2 |
1324-3 |
1324-3 |
1309-0 |
|
| R1 |
1314-5 |
1314-5 |
1307-0 |
1319-4 |
| PP |
1302-5 |
1302-5 |
1302-5 |
1305-0 |
| S1 |
1292-7 |
1292-7 |
1303-0 |
1297-6 |
| S2 |
1280-7 |
1280-7 |
1301-0 |
|
| S3 |
1259-1 |
1271-1 |
1299-0 |
|
| S4 |
1237-3 |
1249-3 |
1293-0 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1484-3 |
1452-3 |
1348-4 |
|
| R3 |
1434-7 |
1402-7 |
1334-7 |
|
| R2 |
1385-3 |
1385-3 |
1330-3 |
|
| R1 |
1353-3 |
1353-3 |
1325-6 |
1344-5 |
| PP |
1335-7 |
1335-7 |
1335-7 |
1331-4 |
| S1 |
1303-7 |
1303-7 |
1316-6 |
1295-1 |
| S2 |
1286-3 |
1286-3 |
1312-1 |
|
| S3 |
1236-7 |
1254-3 |
1307-5 |
|
| S4 |
1187-3 |
1204-7 |
1294-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1368-0 |
1290-4 |
77-4 |
5.9% |
32-7 |
2.5% |
19% |
False |
True |
67,571 |
| 10 |
1394-4 |
1290-4 |
104-0 |
8.0% |
27-4 |
2.1% |
14% |
False |
True |
61,855 |
| 20 |
1394-4 |
1290-4 |
104-0 |
8.0% |
24-5 |
1.9% |
14% |
False |
True |
53,952 |
| 40 |
1397-0 |
1290-4 |
106-4 |
8.2% |
22-7 |
1.8% |
14% |
False |
True |
47,533 |
| 60 |
1397-0 |
1252-2 |
144-6 |
11.1% |
19-5 |
1.5% |
36% |
False |
False |
40,091 |
| 80 |
1397-0 |
1193-0 |
204-0 |
15.6% |
18-6 |
1.4% |
55% |
False |
False |
33,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1404-6 |
|
2.618 |
1369-2 |
|
1.618 |
1347-4 |
|
1.000 |
1334-0 |
|
0.618 |
1325-6 |
|
HIGH |
1312-2 |
|
0.618 |
1304-0 |
|
0.500 |
1301-3 |
|
0.382 |
1298-6 |
|
LOW |
1290-4 |
|
0.618 |
1277-0 |
|
1.000 |
1268-6 |
|
1.618 |
1255-2 |
|
2.618 |
1233-4 |
|
4.250 |
1198-0 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1303-6 |
1328-4 |
| PP |
1302-5 |
1320-5 |
| S1 |
1301-3 |
1312-7 |
|