CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1324-4 |
1333-0 |
8-4 |
0.6% |
1263-0 |
| High |
1341-0 |
1335-0 |
-6-0 |
-0.4% |
1341-0 |
| Low |
1324-4 |
1328-0 |
3-4 |
0.3% |
1262-0 |
| Close |
1341-2 |
1332-4 |
-8-6 |
-0.7% |
1332-4 |
| Range |
16-4 |
7-0 |
-9-4 |
-57.6% |
79-0 |
| ATR |
21-3 |
20-6 |
-0-5 |
-2.7% |
0-0 |
| Volume |
68,935 |
85,315 |
16,380 |
23.8% |
330,040 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1352-7 |
1349-5 |
1336-3 |
|
| R3 |
1345-7 |
1342-5 |
1334-3 |
|
| R2 |
1338-7 |
1338-7 |
1333-6 |
|
| R1 |
1335-5 |
1335-5 |
1333-1 |
1333-6 |
| PP |
1331-7 |
1331-7 |
1331-7 |
1330-7 |
| S1 |
1328-5 |
1328-5 |
1331-7 |
1326-6 |
| S2 |
1324-7 |
1324-7 |
1331-2 |
|
| S3 |
1317-7 |
1321-5 |
1330-5 |
|
| S4 |
1310-7 |
1314-5 |
1328-5 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1548-7 |
1519-5 |
1376-0 |
|
| R3 |
1469-7 |
1440-5 |
1354-2 |
|
| R2 |
1390-7 |
1390-7 |
1347-0 |
|
| R1 |
1361-5 |
1361-5 |
1339-6 |
1376-2 |
| PP |
1311-7 |
1311-7 |
1311-7 |
1319-1 |
| S1 |
1282-5 |
1282-5 |
1325-2 |
1297-2 |
| S2 |
1232-7 |
1232-7 |
1318-0 |
|
| S3 |
1153-7 |
1203-5 |
1310-6 |
|
| S4 |
1074-7 |
1124-5 |
1289-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1341-0 |
1262-0 |
79-0 |
5.9% |
9-0 |
0.7% |
89% |
False |
False |
66,008 |
| 10 |
1341-0 |
1256-4 |
84-4 |
6.3% |
11-5 |
0.9% |
90% |
False |
False |
57,741 |
| 20 |
1350-0 |
1253-0 |
97-0 |
7.3% |
14-7 |
1.1% |
82% |
False |
False |
60,618 |
| 40 |
1393-0 |
1253-0 |
140-0 |
10.5% |
14-1 |
1.1% |
57% |
False |
False |
54,713 |
| 60 |
1395-0 |
1253-0 |
142-0 |
10.7% |
13-3 |
1.0% |
56% |
False |
False |
49,371 |
| 80 |
1395-0 |
1252-4 |
142-4 |
10.7% |
12-2 |
0.9% |
56% |
False |
False |
42,896 |
| 100 |
1395-0 |
1180-0 |
215-0 |
16.1% |
12-1 |
0.9% |
71% |
False |
False |
37,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1364-6 |
|
2.618 |
1353-3 |
|
1.618 |
1346-3 |
|
1.000 |
1342-0 |
|
0.618 |
1339-3 |
|
HIGH |
1335-0 |
|
0.618 |
1332-3 |
|
0.500 |
1331-4 |
|
0.382 |
1330-5 |
|
LOW |
1328-0 |
|
0.618 |
1323-5 |
|
1.000 |
1321-0 |
|
1.618 |
1316-5 |
|
2.618 |
1309-5 |
|
4.250 |
1298-2 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1332-1 |
1327-7 |
| PP |
1331-7 |
1323-3 |
| S1 |
1331-4 |
1318-6 |
|