CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1339-4 |
1324-4 |
-15-0 |
-1.1% |
1263-0 |
| High |
1339-4 |
1340-0 |
0-4 |
0.0% |
1341-0 |
| Low |
1325-0 |
1324-4 |
-0-4 |
0.0% |
1262-0 |
| Close |
1331-2 |
1337-0 |
5-6 |
0.4% |
1332-4 |
| Range |
14-4 |
15-4 |
1-0 |
6.9% |
79-0 |
| ATR |
20-3 |
20-0 |
-0-3 |
-1.7% |
0-0 |
| Volume |
92,331 |
68,359 |
-23,972 |
-26.0% |
330,040 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1380-3 |
1374-1 |
1345-4 |
|
| R3 |
1364-7 |
1358-5 |
1341-2 |
|
| R2 |
1349-3 |
1349-3 |
1339-7 |
|
| R1 |
1343-1 |
1343-1 |
1338-3 |
1346-2 |
| PP |
1333-7 |
1333-7 |
1333-7 |
1335-3 |
| S1 |
1327-5 |
1327-5 |
1335-5 |
1330-6 |
| S2 |
1318-3 |
1318-3 |
1334-1 |
|
| S3 |
1302-7 |
1312-1 |
1332-6 |
|
| S4 |
1287-3 |
1296-5 |
1328-4 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1548-7 |
1519-5 |
1376-0 |
|
| R3 |
1469-7 |
1440-5 |
1354-2 |
|
| R2 |
1390-7 |
1390-7 |
1347-0 |
|
| R1 |
1361-5 |
1361-5 |
1339-6 |
1376-2 |
| PP |
1311-7 |
1311-7 |
1311-7 |
1319-1 |
| S1 |
1282-5 |
1282-5 |
1325-2 |
1297-2 |
| S2 |
1232-7 |
1232-7 |
1318-0 |
|
| S3 |
1153-7 |
1203-5 |
1310-6 |
|
| S4 |
1074-7 |
1124-5 |
1289-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1341-0 |
1296-4 |
44-4 |
3.3% |
12-5 |
0.9% |
91% |
False |
False |
73,988 |
| 10 |
1341-0 |
1256-4 |
84-4 |
6.3% |
12-2 |
0.9% |
95% |
False |
False |
65,473 |
| 20 |
1341-0 |
1253-0 |
88-0 |
6.6% |
14-1 |
1.1% |
95% |
False |
False |
61,483 |
| 40 |
1393-0 |
1253-0 |
140-0 |
10.5% |
14-4 |
1.1% |
60% |
False |
False |
56,711 |
| 60 |
1395-0 |
1253-0 |
142-0 |
10.6% |
13-5 |
1.0% |
59% |
False |
False |
51,094 |
| 80 |
1395-0 |
1253-0 |
142-0 |
10.6% |
12-4 |
0.9% |
59% |
False |
False |
44,394 |
| 100 |
1395-0 |
1180-0 |
215-0 |
16.1% |
12-2 |
0.9% |
73% |
False |
False |
38,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1405-7 |
|
2.618 |
1380-5 |
|
1.618 |
1365-1 |
|
1.000 |
1355-4 |
|
0.618 |
1349-5 |
|
HIGH |
1340-0 |
|
0.618 |
1334-1 |
|
0.500 |
1332-2 |
|
0.382 |
1330-3 |
|
LOW |
1324-4 |
|
0.618 |
1314-7 |
|
1.000 |
1309-0 |
|
1.618 |
1299-3 |
|
2.618 |
1283-7 |
|
4.250 |
1258-5 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1335-3 |
1335-3 |
| PP |
1333-7 |
1333-7 |
| S1 |
1332-2 |
1332-2 |
|