CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1433-4 |
1415-4 |
-18-0 |
-1.3% |
1324-2 |
| High |
1438-6 |
1439-6 |
1-0 |
0.1% |
1395-6 |
| Low |
1406-2 |
1408-6 |
2-4 |
0.2% |
1317-6 |
| Close |
1413-2 |
1412-0 |
-1-2 |
-0.1% |
1375-4 |
| Range |
32-4 |
31-0 |
-1-4 |
-4.6% |
78-0 |
| ATR |
30-5 |
30-5 |
0-0 |
0.1% |
0-0 |
| Volume |
154,826 |
134,419 |
-20,407 |
-13.2% |
497,391 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1513-1 |
1493-5 |
1429-0 |
|
| R3 |
1482-1 |
1462-5 |
1420-4 |
|
| R2 |
1451-1 |
1451-1 |
1417-5 |
|
| R1 |
1431-5 |
1431-5 |
1414-7 |
1425-7 |
| PP |
1420-1 |
1420-1 |
1420-1 |
1417-2 |
| S1 |
1400-5 |
1400-5 |
1409-1 |
1394-7 |
| S2 |
1389-1 |
1389-1 |
1406-3 |
|
| S3 |
1358-1 |
1369-5 |
1403-4 |
|
| S4 |
1327-1 |
1338-5 |
1395-0 |
|
|
| 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 |
1439-6 |
1364-4 |
75-2 |
5.3% |
30-2 |
2.1% |
63% |
True |
False |
112,206 |
| 10 |
1439-6 |
1302-2 |
137-4 |
9.7% |
29-1 |
2.1% |
80% |
True |
False |
100,975 |
| 20 |
1439-6 |
1244-6 |
195-0 |
13.8% |
29-5 |
2.1% |
86% |
True |
False |
85,570 |
| 40 |
1439-6 |
1244-6 |
195-0 |
13.8% |
28-0 |
2.0% |
86% |
True |
False |
71,815 |
| 60 |
1439-6 |
1244-6 |
195-0 |
13.8% |
25-2 |
1.8% |
86% |
True |
False |
62,372 |
| 80 |
1439-6 |
1244-6 |
195-0 |
13.8% |
23-6 |
1.7% |
86% |
True |
False |
55,596 |
| 100 |
1439-6 |
1225-6 |
214-0 |
15.2% |
21-7 |
1.5% |
87% |
True |
False |
48,318 |
| 120 |
1439-6 |
1163-4 |
276-2 |
19.6% |
21-5 |
1.5% |
90% |
True |
False |
42,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1571-4 |
|
2.618 |
1520-7 |
|
1.618 |
1489-7 |
|
1.000 |
1470-6 |
|
0.618 |
1458-7 |
|
HIGH |
1439-6 |
|
0.618 |
1427-7 |
|
0.500 |
1424-2 |
|
0.382 |
1420-5 |
|
LOW |
1408-6 |
|
0.618 |
1389-5 |
|
1.000 |
1377-6 |
|
1.618 |
1358-5 |
|
2.618 |
1327-5 |
|
4.250 |
1277-0 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1424-2 |
1419-1 |
| PP |
1420-1 |
1416-6 |
| S1 |
1416-1 |
1414-3 |
|