CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1298-4 |
1324-4 |
26-0 |
2.0% |
1301-0 |
| High |
1306-0 |
1341-0 |
35-0 |
2.7% |
1303-0 |
| Low |
1296-4 |
1324-4 |
28-0 |
2.2% |
1256-4 |
| Close |
1299-2 |
1341-2 |
42-0 |
3.2% |
1258-0 |
| Range |
9-4 |
16-4 |
7-0 |
73.7% |
46-4 |
| ATR |
19-7 |
21-3 |
1-5 |
7.9% |
0-0 |
| Volume |
55,001 |
68,935 |
13,934 |
25.3% |
199,437 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1385-1 |
1379-5 |
1350-3 |
|
| R3 |
1368-5 |
1363-1 |
1345-6 |
|
| R2 |
1352-1 |
1352-1 |
1344-2 |
|
| R1 |
1346-5 |
1346-5 |
1342-6 |
1349-3 |
| PP |
1335-5 |
1335-5 |
1335-5 |
1337-0 |
| S1 |
1330-1 |
1330-1 |
1339-6 |
1332-7 |
| S2 |
1319-1 |
1319-1 |
1338-2 |
|
| S3 |
1302-5 |
1313-5 |
1336-6 |
|
| S4 |
1286-1 |
1297-1 |
1332-1 |
|
|
| 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 |
1341-0 |
1256-4 |
84-4 |
6.3% |
10-6 |
0.8% |
100% |
True |
False |
62,746 |
| 10 |
1341-0 |
1256-4 |
84-4 |
6.3% |
12-7 |
1.0% |
100% |
True |
False |
55,821 |
| 20 |
1367-4 |
1253-0 |
114-4 |
8.5% |
15-1 |
1.1% |
77% |
False |
False |
59,001 |
| 40 |
1393-0 |
1253-0 |
140-0 |
10.4% |
14-1 |
1.1% |
63% |
False |
False |
53,650 |
| 60 |
1395-0 |
1253-0 |
142-0 |
10.6% |
13-4 |
1.0% |
62% |
False |
False |
48,487 |
| 80 |
1395-0 |
1252-4 |
142-4 |
10.6% |
12-2 |
0.9% |
62% |
False |
False |
42,064 |
| 100 |
1395-0 |
1180-0 |
215-0 |
16.0% |
12-1 |
0.9% |
75% |
False |
False |
36,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1411-1 |
|
2.618 |
1384-2 |
|
1.618 |
1367-6 |
|
1.000 |
1357-4 |
|
0.618 |
1351-2 |
|
HIGH |
1341-0 |
|
0.618 |
1334-6 |
|
0.500 |
1332-6 |
|
0.382 |
1330-6 |
|
LOW |
1324-4 |
|
0.618 |
1314-2 |
|
1.000 |
1308-0 |
|
1.618 |
1297-6 |
|
2.618 |
1281-2 |
|
4.250 |
1254-3 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1338-3 |
1330-3 |
| PP |
1335-5 |
1319-3 |
| S1 |
1332-6 |
1308-4 |
|