CME Soybeans 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 |
1321-0 |
1310-0 |
-11-0 |
-0.8% |
1325-0 |
| High |
1324-6 |
1323-4 |
-1-2 |
-0.1% |
1350-0 |
| Low |
1302-2 |
1306-6 |
4-4 |
0.3% |
1302-2 |
| Close |
1308-6 |
1314-0 |
5-2 |
0.4% |
1314-0 |
| Range |
22-4 |
16-6 |
-5-6 |
-25.6% |
47-6 |
| ATR |
27-4 |
26-6 |
-0-6 |
-2.8% |
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 |
1365-0 |
1356-2 |
1323-2 |
|
| R3 |
1348-2 |
1339-4 |
1318-5 |
|
| R2 |
1331-4 |
1331-4 |
1317-1 |
|
| R1 |
1322-6 |
1322-6 |
1315-4 |
1327-1 |
| PP |
1314-6 |
1314-6 |
1314-6 |
1317-0 |
| S1 |
1306-0 |
1306-0 |
1312-4 |
1310-3 |
| S2 |
1298-0 |
1298-0 |
1310-7 |
|
| S3 |
1281-2 |
1289-2 |
1309-3 |
|
| S4 |
1264-4 |
1272-4 |
1304-6 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1465-3 |
1437-3 |
1340-2 |
|
| R3 |
1417-5 |
1389-5 |
1327-1 |
|
| R2 |
1369-7 |
1369-7 |
1322-6 |
|
| R1 |
1341-7 |
1341-7 |
1318-3 |
1332-0 |
| PP |
1322-1 |
1322-1 |
1322-1 |
1317-1 |
| S1 |
1294-1 |
1294-1 |
1309-5 |
1284-2 |
| S2 |
1274-3 |
1274-3 |
1305-2 |
|
| S3 |
1226-5 |
1246-3 |
1300-7 |
|
| S4 |
1178-7 |
1198-5 |
1287-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1350-0 |
1302-2 |
47-6 |
3.6% |
24-6 |
1.9% |
25% |
False |
False |
78,140 |
| 10 |
1350-0 |
1244-6 |
105-2 |
8.0% |
27-4 |
2.1% |
66% |
False |
False |
72,074 |
| 20 |
1350-0 |
1244-6 |
105-2 |
8.0% |
27-3 |
2.1% |
66% |
False |
False |
62,494 |
| 40 |
1394-4 |
1244-6 |
149-6 |
11.4% |
25-7 |
2.0% |
46% |
False |
False |
59,984 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.6% |
24-5 |
1.9% |
45% |
False |
False |
53,764 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.6% |
21-7 |
1.7% |
45% |
False |
False |
46,920 |
| 100 |
1397-0 |
1193-0 |
204-0 |
15.5% |
20-5 |
1.6% |
59% |
False |
False |
40,592 |
| 120 |
1397-0 |
1163-4 |
233-4 |
17.8% |
20-6 |
1.6% |
64% |
False |
False |
35,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1394-6 |
|
2.618 |
1367-3 |
|
1.618 |
1350-5 |
|
1.000 |
1340-2 |
|
0.618 |
1333-7 |
|
HIGH |
1323-4 |
|
0.618 |
1317-1 |
|
0.500 |
1315-1 |
|
0.382 |
1313-1 |
|
LOW |
1306-6 |
|
0.618 |
1296-3 |
|
1.000 |
1290-0 |
|
1.618 |
1279-5 |
|
2.618 |
1262-7 |
|
4.250 |
1235-4 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1315-1 |
1320-5 |
| PP |
1314-6 |
1318-3 |
| S1 |
1314-3 |
1316-2 |
|