CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1277-0 |
1298-4 |
21-4 |
1.7% |
1301-0 |
| High |
1281-0 |
1306-0 |
25-0 |
2.0% |
1303-0 |
| Low |
1276-0 |
1296-4 |
20-4 |
1.6% |
1256-4 |
| Close |
1277-0 |
1299-2 |
22-2 |
1.7% |
1258-0 |
| Range |
5-0 |
9-4 |
4-4 |
90.0% |
46-4 |
| ATR |
19-1 |
19-7 |
0-6 |
3.7% |
0-0 |
| Volume |
48,474 |
55,001 |
6,527 |
13.5% |
199,437 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1329-1 |
1323-5 |
1304-4 |
|
| R3 |
1319-5 |
1314-1 |
1301-7 |
|
| R2 |
1310-1 |
1310-1 |
1301-0 |
|
| R1 |
1304-5 |
1304-5 |
1300-1 |
1307-3 |
| PP |
1300-5 |
1300-5 |
1300-5 |
1302-0 |
| S1 |
1295-1 |
1295-1 |
1298-3 |
1297-7 |
| S2 |
1291-1 |
1291-1 |
1297-4 |
|
| S3 |
1281-5 |
1285-5 |
1296-5 |
|
| S4 |
1272-1 |
1276-1 |
1294-0 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1412-0 |
1381-4 |
1283-5 |
|
| R3 |
1365-4 |
1335-0 |
1270-6 |
|
| R2 |
1319-0 |
1319-0 |
1266-4 |
|
| R1 |
1288-4 |
1288-4 |
1262-2 |
1280-4 |
| PP |
1272-4 |
1272-4 |
1272-4 |
1268-4 |
| S1 |
1242-0 |
1242-0 |
1253-6 |
1234-0 |
| S2 |
1226-0 |
1226-0 |
1249-4 |
|
| S3 |
1179-4 |
1195-4 |
1245-2 |
|
| S4 |
1133-0 |
1149-0 |
1232-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1306-0 |
1256-4 |
49-4 |
3.8% |
11-4 |
0.9% |
86% |
True |
False |
59,378 |
| 10 |
1306-0 |
1253-0 |
53-0 |
4.1% |
13-0 |
1.0% |
87% |
True |
False |
55,336 |
| 20 |
1367-4 |
1253-0 |
114-4 |
8.8% |
15-2 |
1.2% |
40% |
False |
False |
58,869 |
| 40 |
1393-0 |
1253-0 |
140-0 |
10.8% |
14-0 |
1.1% |
33% |
False |
False |
53,328 |
| 60 |
1395-0 |
1253-0 |
142-0 |
10.9% |
13-2 |
1.0% |
33% |
False |
False |
47,711 |
| 80 |
1395-0 |
1243-0 |
152-0 |
11.7% |
12-2 |
0.9% |
37% |
False |
False |
41,391 |
| 100 |
1395-0 |
1170-0 |
225-0 |
17.3% |
12-1 |
0.9% |
57% |
False |
False |
35,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1346-3 |
|
2.618 |
1330-7 |
|
1.618 |
1321-3 |
|
1.000 |
1315-4 |
|
0.618 |
1311-7 |
|
HIGH |
1306-0 |
|
0.618 |
1302-3 |
|
0.500 |
1301-2 |
|
0.382 |
1300-1 |
|
LOW |
1296-4 |
|
0.618 |
1290-5 |
|
1.000 |
1287-0 |
|
1.618 |
1281-1 |
|
2.618 |
1271-5 |
|
4.250 |
1256-1 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1301-2 |
1294-1 |
| PP |
1300-5 |
1289-1 |
| S1 |
1299-7 |
1284-0 |
|