CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1320-4 |
1315-4 |
-5-0 |
-0.4% |
1339-4 |
| High |
1320-4 |
1318-0 |
-2-4 |
-0.2% |
1340-0 |
| Low |
1308-0 |
1308-6 |
0-6 |
0.1% |
1308-0 |
| Close |
1308-6 |
1314-0 |
5-2 |
0.4% |
1314-0 |
| Range |
12-4 |
9-2 |
-3-2 |
-26.0% |
32-0 |
| ATR |
19-5 |
18-7 |
-0-6 |
-3.8% |
0-0 |
| Volume |
78,933 |
61,250 |
-17,683 |
-22.4% |
390,704 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1341-3 |
1336-7 |
1319-1 |
|
| R3 |
1332-1 |
1327-5 |
1316-4 |
|
| R2 |
1322-7 |
1322-7 |
1315-6 |
|
| R1 |
1318-3 |
1318-3 |
1314-7 |
1316-0 |
| PP |
1313-5 |
1313-5 |
1313-5 |
1312-3 |
| S1 |
1309-1 |
1309-1 |
1313-1 |
1306-6 |
| S2 |
1304-3 |
1304-3 |
1312-2 |
|
| S3 |
1295-1 |
1299-7 |
1311-4 |
|
| S4 |
1285-7 |
1290-5 |
1308-7 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1416-5 |
1397-3 |
1331-5 |
|
| R3 |
1384-5 |
1365-3 |
1322-6 |
|
| R2 |
1352-5 |
1352-5 |
1319-7 |
|
| R1 |
1333-3 |
1333-3 |
1316-7 |
1327-0 |
| PP |
1320-5 |
1320-5 |
1320-5 |
1317-4 |
| S1 |
1301-3 |
1301-3 |
1311-1 |
1295-0 |
| S2 |
1288-5 |
1288-5 |
1308-1 |
|
| S3 |
1256-5 |
1269-3 |
1305-2 |
|
| S4 |
1224-5 |
1237-3 |
1296-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1340-0 |
1308-0 |
32-0 |
2.4% |
11-7 |
0.9% |
19% |
False |
False |
78,140 |
| 10 |
1341-0 |
1262-0 |
79-0 |
6.0% |
10-3 |
0.8% |
66% |
False |
False |
72,074 |
| 20 |
1341-0 |
1253-0 |
88-0 |
6.7% |
14-1 |
1.1% |
69% |
False |
False |
62,494 |
| 40 |
1393-0 |
1253-0 |
140-0 |
10.7% |
14-3 |
1.1% |
44% |
False |
False |
59,984 |
| 60 |
1395-0 |
1253-0 |
142-0 |
10.8% |
13-6 |
1.0% |
43% |
False |
False |
53,541 |
| 80 |
1395-0 |
1253-0 |
142-0 |
10.8% |
12-4 |
1.0% |
43% |
False |
False |
46,617 |
| 100 |
1395-0 |
1193-4 |
201-4 |
15.3% |
12-1 |
0.9% |
60% |
False |
False |
40,341 |
| 120 |
1395-0 |
1170-0 |
225-0 |
17.1% |
12-1 |
0.9% |
64% |
False |
False |
35,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1357-2 |
|
2.618 |
1342-2 |
|
1.618 |
1333-0 |
|
1.000 |
1327-2 |
|
0.618 |
1323-6 |
|
HIGH |
1318-0 |
|
0.618 |
1314-4 |
|
0.500 |
1313-3 |
|
0.382 |
1312-2 |
|
LOW |
1308-6 |
|
0.618 |
1303-0 |
|
1.000 |
1299-4 |
|
1.618 |
1293-6 |
|
2.618 |
1284-4 |
|
4.250 |
1269-4 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1313-6 |
1315-0 |
| PP |
1313-5 |
1314-5 |
| S1 |
1313-3 |
1314-3 |
|