CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1454-6 |
1495-0 |
40-2 |
2.8% |
1399-0 |
| High |
1478-0 |
1529-0 |
51-0 |
3.5% |
1439-6 |
| Low |
1441-2 |
1493-0 |
51-6 |
3.6% |
1392-6 |
| Close |
1474-6 |
1526-4 |
51-6 |
3.5% |
1427-6 |
| Range |
36-6 |
36-0 |
-0-6 |
-2.0% |
47-0 |
| ATR |
31-3 |
33-0 |
1-5 |
5.2% |
0-0 |
| Volume |
113,647 |
111,150 |
-2,497 |
-2.2% |
595,681 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1624-1 |
1611-3 |
1546-2 |
|
| R3 |
1588-1 |
1575-3 |
1536-3 |
|
| R2 |
1552-1 |
1552-1 |
1533-1 |
|
| R1 |
1539-3 |
1539-3 |
1529-6 |
1545-6 |
| PP |
1516-1 |
1516-1 |
1516-1 |
1519-3 |
| S1 |
1503-3 |
1503-3 |
1523-2 |
1509-6 |
| S2 |
1480-1 |
1480-1 |
1519-7 |
|
| S3 |
1444-1 |
1467-3 |
1516-5 |
|
| S4 |
1408-1 |
1431-3 |
1506-6 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1561-1 |
1541-3 |
1453-5 |
|
| R3 |
1514-1 |
1494-3 |
1440-5 |
|
| R2 |
1467-1 |
1467-1 |
1436-3 |
|
| R1 |
1447-3 |
1447-3 |
1432-0 |
1457-2 |
| PP |
1420-1 |
1420-1 |
1420-1 |
1425-0 |
| S1 |
1400-3 |
1400-3 |
1423-4 |
1410-2 |
| S2 |
1373-1 |
1373-1 |
1419-1 |
|
| S3 |
1326-1 |
1353-3 |
1414-7 |
|
| S4 |
1279-1 |
1306-3 |
1401-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1529-0 |
1392-6 |
136-2 |
8.9% |
32-4 |
2.1% |
98% |
True |
False |
116,320 |
| 10 |
1529-0 |
1364-4 |
164-4 |
10.8% |
31-3 |
2.1% |
98% |
True |
False |
114,263 |
| 20 |
1529-0 |
1296-6 |
232-2 |
15.2% |
30-5 |
2.0% |
99% |
True |
False |
99,806 |
| 40 |
1529-0 |
1244-6 |
284-2 |
18.6% |
29-3 |
1.9% |
99% |
True |
False |
79,337 |
| 60 |
1529-0 |
1244-6 |
284-2 |
18.6% |
26-5 |
1.7% |
99% |
True |
False |
68,821 |
| 80 |
1529-0 |
1244-6 |
284-2 |
18.6% |
25-0 |
1.6% |
99% |
True |
False |
60,974 |
| 100 |
1529-0 |
1244-6 |
284-2 |
18.6% |
22-5 |
1.5% |
99% |
True |
False |
53,339 |
| 120 |
1529-0 |
1174-6 |
354-2 |
23.2% |
21-6 |
1.4% |
99% |
True |
False |
46,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1682-0 |
|
2.618 |
1623-2 |
|
1.618 |
1587-2 |
|
1.000 |
1565-0 |
|
0.618 |
1551-2 |
|
HIGH |
1529-0 |
|
0.618 |
1515-2 |
|
0.500 |
1511-0 |
|
0.382 |
1506-6 |
|
LOW |
1493-0 |
|
0.618 |
1470-6 |
|
1.000 |
1457-0 |
|
1.618 |
1434-6 |
|
2.618 |
1398-6 |
|
4.250 |
1340-0 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1521-3 |
1510-7 |
| PP |
1516-1 |
1495-3 |
| S1 |
1511-0 |
1479-6 |
|