CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1304-0 |
1300-0 |
-4-0 |
-0.3% |
1324-2 |
| High |
1317-4 |
1314-6 |
-2-6 |
-0.2% |
1324-2 |
| Low |
1288-0 |
1294-2 |
6-2 |
0.5% |
1282-2 |
| Close |
1288-0 |
1306-2 |
18-2 |
1.4% |
1288-0 |
| Range |
29-4 |
20-4 |
-9-0 |
-30.5% |
42-0 |
| ATR |
24-6 |
24-7 |
0-1 |
0.6% |
0-0 |
| Volume |
57,793 |
52,727 |
-5,066 |
-8.8% |
342,765 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1366-5 |
1356-7 |
1317-4 |
|
| R3 |
1346-1 |
1336-3 |
1311-7 |
|
| R2 |
1325-5 |
1325-5 |
1310-0 |
|
| R1 |
1315-7 |
1315-7 |
1308-1 |
1320-6 |
| PP |
1305-1 |
1305-1 |
1305-1 |
1307-4 |
| S1 |
1295-3 |
1295-3 |
1304-3 |
1300-2 |
| S2 |
1284-5 |
1284-5 |
1302-4 |
|
| S3 |
1264-1 |
1274-7 |
1300-5 |
|
| S4 |
1243-5 |
1254-3 |
1295-0 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1424-1 |
1398-1 |
1311-1 |
|
| R3 |
1382-1 |
1356-1 |
1299-4 |
|
| R2 |
1340-1 |
1340-1 |
1295-6 |
|
| R1 |
1314-1 |
1314-1 |
1291-7 |
1306-1 |
| PP |
1298-1 |
1298-1 |
1298-1 |
1294-2 |
| S1 |
1272-1 |
1272-1 |
1284-1 |
1264-1 |
| S2 |
1256-1 |
1256-1 |
1280-2 |
|
| S3 |
1214-1 |
1230-1 |
1276-4 |
|
| S4 |
1172-1 |
1188-1 |
1264-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1318-0 |
1282-2 |
35-6 |
2.7% |
23-4 |
1.8% |
67% |
False |
False |
64,061 |
| 10 |
1368-0 |
1282-2 |
85-6 |
6.6% |
28-7 |
2.2% |
28% |
False |
False |
62,149 |
| 20 |
1394-4 |
1282-2 |
112-2 |
8.6% |
24-3 |
1.9% |
21% |
False |
False |
58,549 |
| 40 |
1397-0 |
1282-2 |
114-6 |
8.8% |
23-5 |
1.8% |
21% |
False |
False |
50,876 |
| 60 |
1397-0 |
1278-2 |
118-6 |
9.1% |
20-3 |
1.6% |
24% |
False |
False |
42,874 |
| 80 |
1397-0 |
1193-0 |
204-0 |
15.6% |
19-1 |
1.5% |
56% |
False |
False |
36,241 |
| 100 |
1397-0 |
1163-4 |
233-4 |
17.9% |
19-4 |
1.5% |
61% |
False |
False |
31,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1401-7 |
|
2.618 |
1368-3 |
|
1.618 |
1347-7 |
|
1.000 |
1335-2 |
|
0.618 |
1327-3 |
|
HIGH |
1314-6 |
|
0.618 |
1306-7 |
|
0.500 |
1304-4 |
|
0.382 |
1302-1 |
|
LOW |
1294-2 |
|
0.618 |
1281-5 |
|
1.000 |
1273-6 |
|
1.618 |
1261-1 |
|
2.618 |
1240-5 |
|
4.250 |
1207-1 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1305-5 |
1305-1 |
| PP |
1305-1 |
1304-1 |
| S1 |
1304-4 |
1303-0 |
|