CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1415-4 |
1415-4 |
0-0 |
0.0% |
1324-2 |
| High |
1439-6 |
1422-4 |
-17-2 |
-1.2% |
1395-6 |
| Low |
1408-6 |
1392-6 |
-16-0 |
-1.1% |
1317-6 |
| Close |
1412-0 |
1403-4 |
-8-4 |
-0.6% |
1375-4 |
| Range |
31-0 |
29-6 |
-1-2 |
-4.0% |
78-0 |
| ATR |
30-5 |
30-5 |
-0-1 |
-0.2% |
0-0 |
| Volume |
134,419 |
121,771 |
-12,648 |
-9.4% |
497,391 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1495-4 |
1479-2 |
1419-7 |
|
| R3 |
1465-6 |
1449-4 |
1411-5 |
|
| R2 |
1436-0 |
1436-0 |
1409-0 |
|
| R1 |
1419-6 |
1419-6 |
1406-2 |
1413-0 |
| PP |
1406-2 |
1406-2 |
1406-2 |
1402-7 |
| S1 |
1390-0 |
1390-0 |
1400-6 |
1383-2 |
| S2 |
1376-4 |
1376-4 |
1398-0 |
|
| S3 |
1346-6 |
1360-2 |
1395-3 |
|
| S4 |
1317-0 |
1330-4 |
1387-1 |
|
|
| 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 |
5.4% |
31-4 |
2.2% |
52% |
False |
False |
117,675 |
| 10 |
1439-6 |
1306-6 |
133-0 |
9.5% |
29-7 |
2.1% |
73% |
False |
False |
105,259 |
| 20 |
1439-6 |
1244-6 |
195-0 |
13.9% |
29-4 |
2.1% |
81% |
False |
False |
89,054 |
| 40 |
1439-6 |
1244-6 |
195-0 |
13.9% |
28-0 |
2.0% |
81% |
False |
False |
73,415 |
| 60 |
1439-6 |
1244-6 |
195-0 |
13.9% |
25-4 |
1.8% |
81% |
False |
False |
63,490 |
| 80 |
1439-6 |
1244-6 |
195-0 |
13.9% |
24-0 |
1.7% |
81% |
False |
False |
56,794 |
| 100 |
1439-6 |
1225-6 |
214-0 |
15.2% |
22-0 |
1.6% |
83% |
False |
False |
49,388 |
| 120 |
1439-6 |
1163-4 |
276-2 |
19.7% |
21-4 |
1.5% |
87% |
False |
False |
43,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1549-0 |
|
2.618 |
1500-3 |
|
1.618 |
1470-5 |
|
1.000 |
1452-2 |
|
0.618 |
1440-7 |
|
HIGH |
1422-4 |
|
0.618 |
1411-1 |
|
0.500 |
1407-5 |
|
0.382 |
1404-1 |
|
LOW |
1392-6 |
|
0.618 |
1374-3 |
|
1.000 |
1363-0 |
|
1.618 |
1344-5 |
|
2.618 |
1314-7 |
|
4.250 |
1266-2 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1407-5 |
1416-2 |
| PP |
1406-2 |
1412-0 |
| S1 |
1404-7 |
1407-6 |
|