CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1387-0 |
1427-0 |
40-0 |
2.9% |
1334-4 |
| High |
1390-0 |
1436-0 |
46-0 |
3.3% |
1395-4 |
| Low |
1373-0 |
1417-0 |
44-0 |
3.2% |
1327-0 |
| Close |
1375-4 |
1425-4 |
50-0 |
3.6% |
1375-4 |
| Range |
17-0 |
19-0 |
2-0 |
11.8% |
68-4 |
| ATR |
21-3 |
24-1 |
2-6 |
13.1% |
0-0 |
| Volume |
94,420 |
82,939 |
-11,481 |
-12.2% |
497,391 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1483-1 |
1473-3 |
1436-0 |
|
| R3 |
1464-1 |
1454-3 |
1430-6 |
|
| R2 |
1445-1 |
1445-1 |
1429-0 |
|
| R1 |
1435-3 |
1435-3 |
1427-2 |
1430-6 |
| PP |
1426-1 |
1426-1 |
1426-1 |
1423-7 |
| S1 |
1416-3 |
1416-3 |
1423-6 |
1411-6 |
| S2 |
1407-1 |
1407-1 |
1422-0 |
|
| S3 |
1388-1 |
1397-3 |
1420-2 |
|
| S4 |
1369-1 |
1378-3 |
1415-0 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1571-4 |
1542-0 |
1413-1 |
|
| R3 |
1503-0 |
1473-4 |
1394-3 |
|
| R2 |
1434-4 |
1434-4 |
1388-0 |
|
| R1 |
1405-0 |
1405-0 |
1381-6 |
1419-6 |
| PP |
1366-0 |
1366-0 |
1366-0 |
1373-3 |
| S1 |
1336-4 |
1336-4 |
1369-2 |
1351-2 |
| S2 |
1297-4 |
1297-4 |
1363-0 |
|
| S3 |
1229-0 |
1268-0 |
1356-5 |
|
| S4 |
1160-4 |
1199-4 |
1337-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1436-0 |
1371-0 |
65-0 |
4.6% |
17-6 |
1.2% |
84% |
True |
False |
102,583 |
| 10 |
1436-0 |
1308-0 |
128-0 |
9.0% |
14-5 |
1.0% |
92% |
True |
False |
87,870 |
| 20 |
1436-0 |
1256-4 |
179-4 |
12.6% |
13-4 |
0.9% |
94% |
True |
False |
75,025 |
| 40 |
1436-0 |
1253-0 |
183-0 |
12.8% |
15-0 |
1.1% |
94% |
True |
False |
66,738 |
| 60 |
1436-0 |
1253-0 |
183-0 |
12.8% |
14-3 |
1.0% |
94% |
True |
False |
60,246 |
| 80 |
1436-0 |
1253-0 |
183-0 |
12.8% |
13-1 |
0.9% |
94% |
True |
False |
52,223 |
| 100 |
1436-0 |
1210-4 |
225-4 |
15.8% |
12-5 |
0.9% |
95% |
True |
False |
45,406 |
| 120 |
1436-0 |
1170-0 |
266-0 |
18.7% |
12-3 |
0.9% |
96% |
True |
False |
39,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1516-6 |
|
2.618 |
1485-6 |
|
1.618 |
1466-6 |
|
1.000 |
1455-0 |
|
0.618 |
1447-6 |
|
HIGH |
1436-0 |
|
0.618 |
1428-6 |
|
0.500 |
1426-4 |
|
0.382 |
1424-2 |
|
LOW |
1417-0 |
|
0.618 |
1405-2 |
|
1.000 |
1398-0 |
|
1.618 |
1386-2 |
|
2.618 |
1367-2 |
|
4.250 |
1336-2 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1426-4 |
1418-1 |
| PP |
1426-1 |
1410-7 |
| S1 |
1425-7 |
1403-4 |
|