CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1443-0 |
1458-0 |
15-0 |
1.0% |
1427-0 |
| High |
1445-0 |
1477-0 |
32-0 |
2.2% |
1436-0 |
| Low |
1433-0 |
1453-0 |
20-0 |
1.4% |
1401-4 |
| Close |
1438-0 |
1474-6 |
36-6 |
2.6% |
1427-6 |
| Range |
12-0 |
24-0 |
12-0 |
100.0% |
34-4 |
| ATR |
24-0 |
25-0 |
1-1 |
4.5% |
0-0 |
| Volume |
133,307 |
113,647 |
-19,660 |
-14.7% |
595,681 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1540-2 |
1531-4 |
1488-0 |
|
| R3 |
1516-2 |
1507-4 |
1481-3 |
|
| R2 |
1492-2 |
1492-2 |
1479-1 |
|
| R1 |
1483-4 |
1483-4 |
1477-0 |
1487-7 |
| PP |
1468-2 |
1468-2 |
1468-2 |
1470-4 |
| S1 |
1459-4 |
1459-4 |
1472-4 |
1463-7 |
| S2 |
1444-2 |
1444-2 |
1470-3 |
|
| S3 |
1420-2 |
1435-4 |
1468-1 |
|
| S4 |
1396-2 |
1411-4 |
1461-4 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1525-2 |
1511-0 |
1446-6 |
|
| R3 |
1490-6 |
1476-4 |
1437-2 |
|
| R2 |
1456-2 |
1456-2 |
1434-1 |
|
| R1 |
1442-0 |
1442-0 |
1430-7 |
1449-1 |
| PP |
1421-6 |
1421-6 |
1421-6 |
1425-2 |
| S1 |
1407-4 |
1407-4 |
1424-5 |
1414-5 |
| S2 |
1387-2 |
1387-2 |
1421-3 |
|
| S3 |
1352-6 |
1373-0 |
1418-2 |
|
| S4 |
1318-2 |
1338-4 |
1408-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1477-0 |
1401-4 |
75-4 |
5.1% |
20-5 |
1.4% |
97% |
True |
False |
120,974 |
| 10 |
1477-0 |
1371-0 |
106-0 |
7.2% |
20-2 |
1.4% |
98% |
True |
False |
118,617 |
| 20 |
1477-0 |
1296-4 |
180-4 |
12.2% |
16-2 |
1.1% |
99% |
True |
False |
96,999 |
| 40 |
1477-0 |
1253-0 |
224-0 |
15.2% |
16-0 |
1.1% |
99% |
True |
False |
77,522 |
| 60 |
1477-0 |
1253-0 |
224-0 |
15.2% |
15-1 |
1.0% |
99% |
True |
False |
67,546 |
| 80 |
1477-0 |
1253-0 |
224-0 |
15.2% |
14-0 |
0.9% |
99% |
True |
False |
59,956 |
| 100 |
1477-0 |
1226-4 |
250-4 |
17.0% |
13-1 |
0.9% |
99% |
True |
False |
52,146 |
| 120 |
1477-0 |
1170-0 |
307-0 |
20.8% |
12-7 |
0.9% |
99% |
True |
False |
45,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1579-0 |
|
2.618 |
1539-7 |
|
1.618 |
1515-7 |
|
1.000 |
1501-0 |
|
0.618 |
1491-7 |
|
HIGH |
1477-0 |
|
0.618 |
1467-7 |
|
0.500 |
1465-0 |
|
0.382 |
1462-1 |
|
LOW |
1453-0 |
|
0.618 |
1438-1 |
|
1.000 |
1429-0 |
|
1.618 |
1414-1 |
|
2.618 |
1390-1 |
|
4.250 |
1351-0 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1471-4 |
1464-3 |
| PP |
1468-2 |
1453-7 |
| S1 |
1465-0 |
1443-4 |
|