CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1281-0 |
1263-0 |
-18-0 |
-1.4% |
1324-2 |
| High |
1282-0 |
1285-4 |
3-4 |
0.3% |
1324-2 |
| Low |
1251-2 |
1263-0 |
11-6 |
0.9% |
1282-2 |
| Close |
1257-6 |
1276-2 |
18-4 |
1.5% |
1288-0 |
| Range |
30-6 |
22-4 |
-8-2 |
-26.8% |
42-0 |
| ATR |
26-2 |
26-3 |
0-1 |
0.4% |
0-0 |
| Volume |
64,081 |
66,113 |
2,032 |
3.2% |
342,765 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1342-3 |
1331-7 |
1288-5 |
|
| R3 |
1319-7 |
1309-3 |
1282-4 |
|
| R2 |
1297-3 |
1297-3 |
1280-3 |
|
| R1 |
1286-7 |
1286-7 |
1278-2 |
1292-1 |
| PP |
1274-7 |
1274-7 |
1274-7 |
1277-4 |
| S1 |
1264-3 |
1264-3 |
1274-2 |
1269-5 |
| S2 |
1252-3 |
1252-3 |
1272-1 |
|
| S3 |
1229-7 |
1241-7 |
1270-0 |
|
| S4 |
1207-3 |
1219-3 |
1263-7 |
|
|
| 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 |
1317-4 |
1251-2 |
66-2 |
5.2% |
28-5 |
2.2% |
38% |
False |
False |
56,354 |
| 10 |
1366-4 |
1251-2 |
115-2 |
9.0% |
29-0 |
2.3% |
22% |
False |
False |
63,495 |
| 20 |
1394-4 |
1251-2 |
143-2 |
11.2% |
26-3 |
2.1% |
17% |
False |
False |
58,505 |
| 40 |
1397-0 |
1251-2 |
145-6 |
11.4% |
24-4 |
1.9% |
17% |
False |
False |
52,697 |
| 60 |
1397-0 |
1251-2 |
145-6 |
11.4% |
21-3 |
1.7% |
17% |
False |
False |
44,516 |
| 80 |
1397-0 |
1210-4 |
186-4 |
14.6% |
19-5 |
1.5% |
35% |
False |
False |
37,922 |
| 100 |
1397-0 |
1163-4 |
233-4 |
18.3% |
19-7 |
1.6% |
48% |
False |
False |
32,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1381-1 |
|
2.618 |
1344-3 |
|
1.618 |
1321-7 |
|
1.000 |
1308-0 |
|
0.618 |
1299-3 |
|
HIGH |
1285-4 |
|
0.618 |
1276-7 |
|
0.500 |
1274-2 |
|
0.382 |
1271-5 |
|
LOW |
1263-0 |
|
0.618 |
1249-1 |
|
1.000 |
1240-4 |
|
1.618 |
1226-5 |
|
2.618 |
1204-1 |
|
4.250 |
1167-3 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1275-5 |
1281-1 |
| PP |
1274-7 |
1279-4 |
| S1 |
1274-2 |
1277-7 |
|