CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1324-4 |
1314-4 |
-10-0 |
-0.8% |
1263-0 |
High |
1340-0 |
1322-0 |
-18-0 |
-1.3% |
1341-0 |
Low |
1324-4 |
1314-4 |
-10-0 |
-0.8% |
1262-0 |
Close |
1337-0 |
1319-6 |
-17-2 |
-1.3% |
1332-4 |
Range |
15-4 |
7-4 |
-8-0 |
-51.6% |
79-0 |
ATR |
20-0 |
20-1 |
0-1 |
0.9% |
0-0 |
Volume |
68,359 |
89,831 |
21,472 |
31.4% |
330,040 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1341-2 |
1338-0 |
1323-7 |
|
R3 |
1333-6 |
1330-4 |
1321-6 |
|
R2 |
1326-2 |
1326-2 |
1321-1 |
|
R1 |
1323-0 |
1323-0 |
1320-4 |
1324-5 |
PP |
1318-6 |
1318-6 |
1318-6 |
1319-4 |
S1 |
1315-4 |
1315-4 |
1319-0 |
1317-1 |
S2 |
1311-2 |
1311-2 |
1318-3 |
|
S3 |
1303-6 |
1308-0 |
1317-6 |
|
S4 |
1296-2 |
1300-4 |
1315-5 |
|
|
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 |
1314-4 |
26-4 |
2.0% |
12-2 |
0.9% |
20% |
False |
True |
80,954 |
10 |
1341-0 |
1256-4 |
84-4 |
6.4% |
11-7 |
0.9% |
75% |
False |
False |
70,166 |
20 |
1341-0 |
1253-0 |
88-0 |
6.7% |
14-0 |
1.1% |
76% |
False |
False |
62,215 |
40 |
1393-0 |
1253-0 |
140-0 |
10.6% |
14-4 |
1.1% |
48% |
False |
False |
58,084 |
60 |
1395-0 |
1253-0 |
142-0 |
10.8% |
13-6 |
1.0% |
47% |
False |
False |
52,163 |
80 |
1395-0 |
1253-0 |
142-0 |
10.8% |
12-4 |
0.9% |
47% |
False |
False |
45,290 |
100 |
1395-0 |
1193-4 |
201-4 |
15.3% |
12-2 |
0.9% |
63% |
False |
False |
39,173 |
120 |
1395-0 |
1162-0 |
233-0 |
17.7% |
12-1 |
0.9% |
68% |
False |
False |
34,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1353-7 |
2.618 |
1341-5 |
1.618 |
1334-1 |
1.000 |
1329-4 |
0.618 |
1326-5 |
HIGH |
1322-0 |
0.618 |
1319-1 |
0.500 |
1318-2 |
0.382 |
1317-3 |
LOW |
1314-4 |
0.618 |
1309-7 |
1.000 |
1307-0 |
1.618 |
1302-3 |
2.618 |
1294-7 |
4.250 |
1282-5 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1319-2 |
1327-2 |
PP |
1318-6 |
1324-6 |
S1 |
1318-2 |
1322-2 |
|