CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1263-0 |
1277-0 |
14-0 |
1.1% |
1301-0 |
| High |
1269-0 |
1281-0 |
12-0 |
0.9% |
1303-0 |
| Low |
1262-0 |
1276-0 |
14-0 |
1.1% |
1256-4 |
| Close |
1268-2 |
1277-0 |
8-6 |
0.7% |
1258-0 |
| Range |
7-0 |
5-0 |
-2-0 |
-28.6% |
46-4 |
| ATR |
19-5 |
19-1 |
-0-4 |
-2.5% |
0-0 |
| Volume |
72,315 |
48,474 |
-23,841 |
-33.0% |
199,437 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1293-0 |
1290-0 |
1279-6 |
|
| R3 |
1288-0 |
1285-0 |
1278-3 |
|
| R2 |
1283-0 |
1283-0 |
1277-7 |
|
| R1 |
1280-0 |
1280-0 |
1277-4 |
1279-4 |
| PP |
1278-0 |
1278-0 |
1278-0 |
1277-6 |
| S1 |
1275-0 |
1275-0 |
1276-4 |
1274-4 |
| S2 |
1273-0 |
1273-0 |
1276-1 |
|
| S3 |
1268-0 |
1270-0 |
1275-5 |
|
| S4 |
1263-0 |
1265-0 |
1274-2 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1412-0 |
1381-4 |
1283-5 |
|
| R3 |
1365-4 |
1335-0 |
1270-6 |
|
| R2 |
1319-0 |
1319-0 |
1266-4 |
|
| R1 |
1288-4 |
1288-4 |
1262-2 |
1280-4 |
| PP |
1272-4 |
1272-4 |
1272-4 |
1268-4 |
| S1 |
1242-0 |
1242-0 |
1253-6 |
1234-0 |
| S2 |
1226-0 |
1226-0 |
1249-4 |
|
| S3 |
1179-4 |
1195-4 |
1245-2 |
|
| S4 |
1133-0 |
1149-0 |
1232-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1295-0 |
1256-4 |
38-4 |
3.0% |
11-7 |
0.9% |
53% |
False |
False |
56,959 |
| 10 |
1304-4 |
1253-0 |
51-4 |
4.0% |
15-1 |
1.2% |
47% |
False |
False |
53,942 |
| 20 |
1367-4 |
1253-0 |
114-4 |
9.0% |
15-6 |
1.2% |
21% |
False |
False |
58,045 |
| 40 |
1393-0 |
1253-0 |
140-0 |
11.0% |
14-4 |
1.1% |
17% |
False |
False |
52,819 |
| 60 |
1395-0 |
1253-0 |
142-0 |
11.1% |
13-2 |
1.0% |
17% |
False |
False |
47,609 |
| 80 |
1395-0 |
1226-4 |
168-4 |
13.2% |
12-3 |
1.0% |
30% |
False |
False |
40,933 |
| 100 |
1395-0 |
1170-0 |
225-0 |
17.6% |
12-2 |
1.0% |
48% |
False |
False |
35,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1302-2 |
|
2.618 |
1294-1 |
|
1.618 |
1289-1 |
|
1.000 |
1286-0 |
|
0.618 |
1284-1 |
|
HIGH |
1281-0 |
|
0.618 |
1279-1 |
|
0.500 |
1278-4 |
|
0.382 |
1277-7 |
|
LOW |
1276-0 |
|
0.618 |
1272-7 |
|
1.000 |
1271-0 |
|
1.618 |
1267-7 |
|
2.618 |
1262-7 |
|
4.250 |
1254-6 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1278-4 |
1274-2 |
| PP |
1278-0 |
1271-4 |
| S1 |
1277-4 |
1268-6 |
|