CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1387-4 |
1387-0 |
-0-4 |
0.0% |
1334-4 |
| High |
1393-0 |
1390-0 |
-3-0 |
-0.2% |
1395-4 |
| Low |
1371-0 |
1373-0 |
2-0 |
0.1% |
1327-0 |
| Close |
1371-2 |
1375-4 |
4-2 |
0.3% |
1375-4 |
| Range |
22-0 |
17-0 |
-5-0 |
-22.7% |
68-4 |
| ATR |
21-5 |
21-3 |
-0-2 |
-0.9% |
0-0 |
| Volume |
94,429 |
94,420 |
-9 |
0.0% |
497,391 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1430-4 |
1420-0 |
1384-7 |
|
| R3 |
1413-4 |
1403-0 |
1380-1 |
|
| R2 |
1396-4 |
1396-4 |
1378-5 |
|
| R1 |
1386-0 |
1386-0 |
1377-0 |
1382-6 |
| PP |
1379-4 |
1379-4 |
1379-4 |
1377-7 |
| S1 |
1369-0 |
1369-0 |
1374-0 |
1365-6 |
| S2 |
1362-4 |
1362-4 |
1372-3 |
|
| S3 |
1345-4 |
1352-0 |
1370-7 |
|
| S4 |
1328-4 |
1335-0 |
1366-1 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1571-4 |
1542-0 |
1413-1 |
|
| R3 |
1503-0 |
1473-4 |
1394-3 |
|
| R2 |
1434-4 |
1434-4 |
1388-0 |
|
| R1 |
1405-0 |
1405-0 |
1381-6 |
1419-6 |
| PP |
1366-0 |
1366-0 |
1366-0 |
1373-3 |
| S1 |
1336-4 |
1336-4 |
1369-2 |
1351-2 |
| S2 |
1297-4 |
1297-4 |
1363-0 |
|
| S3 |
1229-0 |
1268-0 |
1356-5 |
|
| S4 |
1160-4 |
1199-4 |
1337-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1395-4 |
1327-0 |
68-4 |
5.0% |
16-5 |
1.2% |
71% |
False |
False |
99,478 |
| 10 |
1395-4 |
1308-0 |
87-4 |
6.4% |
14-2 |
1.0% |
77% |
False |
False |
88,809 |
| 20 |
1395-4 |
1256-4 |
139-0 |
10.1% |
12-7 |
0.9% |
86% |
False |
False |
73,275 |
| 40 |
1395-4 |
1253-0 |
142-4 |
10.4% |
14-7 |
1.1% |
86% |
False |
False |
65,890 |
| 60 |
1395-4 |
1253-0 |
142-4 |
10.4% |
14-3 |
1.0% |
86% |
False |
False |
59,404 |
| 80 |
1395-4 |
1253-0 |
142-4 |
10.4% |
13-0 |
0.9% |
86% |
False |
False |
51,576 |
| 100 |
1395-4 |
1210-0 |
185-4 |
13.5% |
12-4 |
0.9% |
89% |
False |
False |
44,693 |
| 120 |
1395-4 |
1170-0 |
225-4 |
16.4% |
12-3 |
0.9% |
91% |
False |
False |
39,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1462-2 |
|
2.618 |
1434-4 |
|
1.618 |
1417-4 |
|
1.000 |
1407-0 |
|
0.618 |
1400-4 |
|
HIGH |
1390-0 |
|
0.618 |
1383-4 |
|
0.500 |
1381-4 |
|
0.382 |
1379-4 |
|
LOW |
1373-0 |
|
0.618 |
1362-4 |
|
1.000 |
1356-0 |
|
1.618 |
1345-4 |
|
2.618 |
1328-4 |
|
4.250 |
1300-6 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1381-4 |
1383-2 |
| PP |
1379-4 |
1380-5 |
| S1 |
1377-4 |
1378-1 |
|