CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1415-4 |
1404-0 |
-11-4 |
-0.8% |
1399-0 |
High |
1422-4 |
1436-0 |
13-4 |
0.9% |
1439-6 |
Low |
1392-6 |
1401-0 |
8-2 |
0.6% |
1392-6 |
Close |
1403-4 |
1427-6 |
24-2 |
1.7% |
1427-6 |
Range |
29-6 |
35-0 |
5-2 |
17.6% |
47-0 |
ATR |
30-5 |
30-7 |
0-3 |
1.0% |
0-0 |
Volume |
121,771 |
101,726 |
-20,045 |
-16.5% |
595,681 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1526-5 |
1512-1 |
1447-0 |
|
R3 |
1491-5 |
1477-1 |
1437-3 |
|
R2 |
1456-5 |
1456-5 |
1434-1 |
|
R1 |
1442-1 |
1442-1 |
1431-0 |
1449-3 |
PP |
1421-5 |
1421-5 |
1421-5 |
1425-2 |
S1 |
1407-1 |
1407-1 |
1424-4 |
1414-3 |
S2 |
1386-5 |
1386-5 |
1421-3 |
|
S3 |
1351-5 |
1372-1 |
1418-1 |
|
S4 |
1316-5 |
1337-1 |
1408-4 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1561-1 |
1541-3 |
1453-5 |
|
R3 |
1514-1 |
1494-3 |
1440-5 |
|
R2 |
1467-1 |
1467-1 |
1436-3 |
|
R1 |
1447-3 |
1447-3 |
1432-0 |
1457-2 |
PP |
1420-1 |
1420-1 |
1420-1 |
1425-0 |
S1 |
1400-3 |
1400-3 |
1423-4 |
1410-2 |
S2 |
1373-1 |
1373-1 |
1419-1 |
|
S3 |
1326-1 |
1353-3 |
1414-7 |
|
S4 |
1279-1 |
1306-3 |
1401-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1439-6 |
1392-6 |
47-0 |
3.3% |
33-3 |
2.3% |
74% |
False |
False |
119,136 |
10 |
1439-6 |
1317-6 |
122-0 |
8.5% |
31-5 |
2.2% |
90% |
False |
False |
109,307 |
20 |
1439-6 |
1244-6 |
195-0 |
13.7% |
29-5 |
2.1% |
94% |
False |
False |
90,690 |
40 |
1439-6 |
1244-6 |
195-0 |
13.7% |
28-4 |
2.0% |
94% |
False |
False |
74,105 |
60 |
1439-6 |
1244-6 |
195-0 |
13.7% |
25-6 |
1.8% |
94% |
False |
False |
64,122 |
80 |
1439-6 |
1244-6 |
195-0 |
13.7% |
24-3 |
1.7% |
94% |
False |
False |
57,750 |
100 |
1439-6 |
1225-6 |
214-0 |
15.0% |
22-1 |
1.6% |
94% |
False |
False |
50,235 |
120 |
1439-6 |
1163-4 |
276-2 |
19.3% |
21-6 |
1.5% |
96% |
False |
False |
44,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1584-6 |
2.618 |
1527-5 |
1.618 |
1492-5 |
1.000 |
1471-0 |
0.618 |
1457-5 |
HIGH |
1436-0 |
0.618 |
1422-5 |
0.500 |
1418-4 |
0.382 |
1414-3 |
LOW |
1401-0 |
0.618 |
1379-3 |
1.000 |
1366-0 |
1.618 |
1344-3 |
2.618 |
1309-3 |
4.250 |
1252-2 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1424-5 |
1423-7 |
PP |
1421-5 |
1420-1 |
S1 |
1418-4 |
1416-2 |
|