CME Soybeans 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 |
1393-0 |
1368-0 |
-25-0 |
-1.8% |
1324-2 |
| High |
1394-2 |
1390-4 |
-3-6 |
-0.3% |
1395-6 |
| Low |
1371-0 |
1364-4 |
-6-4 |
-0.5% |
1317-6 |
| Close |
1371-2 |
1375-4 |
4-2 |
0.3% |
1375-4 |
| Range |
23-2 |
26-0 |
2-6 |
11.8% |
78-0 |
| ATR |
28-2 |
28-1 |
-0-1 |
-0.6% |
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 |
1454-7 |
1441-1 |
1389-6 |
|
| R3 |
1428-7 |
1415-1 |
1382-5 |
|
| R2 |
1402-7 |
1402-7 |
1380-2 |
|
| R1 |
1389-1 |
1389-1 |
1377-7 |
1396-0 |
| PP |
1376-7 |
1376-7 |
1376-7 |
1380-2 |
| S1 |
1363-1 |
1363-1 |
1373-1 |
1370-0 |
| S2 |
1350-7 |
1350-7 |
1370-6 |
|
| S3 |
1324-7 |
1337-1 |
1368-3 |
|
| S4 |
1298-7 |
1311-1 |
1361-2 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1597-0 |
1564-2 |
1418-3 |
|
| R3 |
1519-0 |
1486-2 |
1397-0 |
|
| R2 |
1441-0 |
1441-0 |
1389-6 |
|
| R1 |
1408-2 |
1408-2 |
1382-5 |
1424-5 |
| PP |
1363-0 |
1363-0 |
1363-0 |
1371-2 |
| S1 |
1330-2 |
1330-2 |
1368-3 |
1346-5 |
| S2 |
1285-0 |
1285-0 |
1361-2 |
|
| S3 |
1207-0 |
1252-2 |
1354-0 |
|
| S4 |
1129-0 |
1174-2 |
1332-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1395-6 |
1317-6 |
78-0 |
5.7% |
30-0 |
2.2% |
74% |
False |
False |
99,478 |
| 10 |
1395-6 |
1302-2 |
93-4 |
6.8% |
27-3 |
2.0% |
78% |
False |
False |
88,809 |
| 20 |
1395-6 |
1244-6 |
151-0 |
11.0% |
27-6 |
2.0% |
87% |
False |
False |
73,275 |
| 40 |
1395-6 |
1244-6 |
151-0 |
11.0% |
27-0 |
2.0% |
87% |
False |
False |
65,890 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.1% |
25-5 |
1.9% |
86% |
False |
False |
59,556 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.1% |
22-7 |
1.7% |
86% |
False |
False |
51,706 |
| 100 |
1397-0 |
1210-4 |
186-4 |
13.6% |
21-2 |
1.5% |
88% |
False |
False |
44,993 |
| 120 |
1397-0 |
1163-4 |
233-4 |
17.0% |
21-2 |
1.5% |
91% |
False |
False |
39,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1501-0 |
|
2.618 |
1458-5 |
|
1.618 |
1432-5 |
|
1.000 |
1416-4 |
|
0.618 |
1406-5 |
|
HIGH |
1390-4 |
|
0.618 |
1380-5 |
|
0.500 |
1377-4 |
|
0.382 |
1374-3 |
|
LOW |
1364-4 |
|
0.618 |
1348-3 |
|
1.000 |
1338-4 |
|
1.618 |
1322-3 |
|
2.618 |
1296-3 |
|
4.250 |
1254-0 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1377-4 |
1380-1 |
| PP |
1376-7 |
1378-5 |
| S1 |
1376-1 |
1377-0 |
|