CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1427-0 |
1436-0 |
9-0 |
0.6% |
1334-4 |
| High |
1436-0 |
1436-0 |
0-0 |
0.0% |
1395-4 |
| Low |
1417-0 |
1408-0 |
-9-0 |
-0.6% |
1327-0 |
| Close |
1425-4 |
1413-2 |
-12-2 |
-0.9% |
1375-4 |
| Range |
19-0 |
28-0 |
9-0 |
47.4% |
68-4 |
| ATR |
24-1 |
24-4 |
0-2 |
1.1% |
0-0 |
| Volume |
82,939 |
154,826 |
71,887 |
86.7% |
497,391 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1503-1 |
1486-1 |
1428-5 |
|
| R3 |
1475-1 |
1458-1 |
1421-0 |
|
| R2 |
1447-1 |
1447-1 |
1418-3 |
|
| R1 |
1430-1 |
1430-1 |
1415-7 |
1424-5 |
| PP |
1419-1 |
1419-1 |
1419-1 |
1416-2 |
| S1 |
1402-1 |
1402-1 |
1410-5 |
1396-5 |
| S2 |
1391-1 |
1391-1 |
1408-1 |
|
| S3 |
1363-1 |
1374-1 |
1405-4 |
|
| S4 |
1335-1 |
1346-1 |
1397-7 |
|
|
| 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 |
1436-0 |
1371-0 |
65-0 |
4.6% |
19-6 |
1.4% |
65% |
True |
False |
116,260 |
| 10 |
1436-0 |
1308-0 |
128-0 |
9.1% |
15-7 |
1.1% |
82% |
True |
False |
96,517 |
| 20 |
1436-0 |
1256-4 |
179-4 |
12.7% |
14-1 |
1.0% |
87% |
True |
False |
80,995 |
| 40 |
1436-0 |
1253-0 |
183-0 |
12.9% |
15-1 |
1.1% |
88% |
True |
False |
69,527 |
| 60 |
1436-0 |
1253-0 |
183-0 |
12.9% |
14-4 |
1.0% |
88% |
True |
False |
62,135 |
| 80 |
1436-0 |
1253-0 |
183-0 |
12.9% |
13-3 |
0.9% |
88% |
True |
False |
53,918 |
| 100 |
1436-0 |
1224-0 |
212-0 |
15.0% |
12-6 |
0.9% |
89% |
True |
False |
46,840 |
| 120 |
1436-0 |
1170-0 |
266-0 |
18.8% |
12-5 |
0.9% |
91% |
True |
False |
41,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1555-0 |
|
2.618 |
1509-2 |
|
1.618 |
1481-2 |
|
1.000 |
1464-0 |
|
0.618 |
1453-2 |
|
HIGH |
1436-0 |
|
0.618 |
1425-2 |
|
0.500 |
1422-0 |
|
0.382 |
1418-6 |
|
LOW |
1408-0 |
|
0.618 |
1390-6 |
|
1.000 |
1380-0 |
|
1.618 |
1362-6 |
|
2.618 |
1334-6 |
|
4.250 |
1289-0 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1422-0 |
1410-3 |
| PP |
1419-1 |
1407-3 |
| S1 |
1416-1 |
1404-4 |
|