CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1333-0 |
1339-4 |
6-4 |
0.5% |
1263-0 |
| High |
1335-0 |
1339-4 |
4-4 |
0.3% |
1341-0 |
| Low |
1328-0 |
1325-0 |
-3-0 |
-0.2% |
1262-0 |
| Close |
1332-4 |
1331-2 |
-1-2 |
-0.1% |
1332-4 |
| Range |
7-0 |
14-4 |
7-4 |
107.1% |
79-0 |
| ATR |
20-6 |
20-3 |
-0-4 |
-2.2% |
0-0 |
| Volume |
85,315 |
92,331 |
7,016 |
8.2% |
330,040 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1375-3 |
1367-7 |
1339-2 |
|
| R3 |
1360-7 |
1353-3 |
1335-2 |
|
| R2 |
1346-3 |
1346-3 |
1333-7 |
|
| R1 |
1338-7 |
1338-7 |
1332-5 |
1335-3 |
| PP |
1331-7 |
1331-7 |
1331-7 |
1330-2 |
| S1 |
1324-3 |
1324-3 |
1329-7 |
1320-7 |
| S2 |
1317-3 |
1317-3 |
1328-5 |
|
| S3 |
1302-7 |
1309-7 |
1327-2 |
|
| S4 |
1288-3 |
1295-3 |
1323-2 |
|
|
| 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 |
1276-0 |
65-0 |
4.9% |
10-4 |
0.8% |
85% |
False |
False |
70,011 |
| 10 |
1341-0 |
1256-4 |
84-4 |
6.3% |
12-2 |
0.9% |
88% |
False |
False |
62,180 |
| 20 |
1341-0 |
1253-0 |
88-0 |
6.6% |
14-1 |
1.1% |
89% |
False |
False |
61,824 |
| 40 |
1393-0 |
1253-0 |
140-0 |
10.5% |
14-2 |
1.1% |
56% |
False |
False |
56,014 |
| 60 |
1395-0 |
1253-0 |
142-0 |
10.7% |
13-4 |
1.0% |
55% |
False |
False |
50,422 |
| 80 |
1395-0 |
1252-4 |
142-4 |
10.7% |
12-3 |
0.9% |
55% |
False |
False |
43,803 |
| 100 |
1395-0 |
1180-0 |
215-0 |
16.2% |
12-1 |
0.9% |
70% |
False |
False |
37,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1401-1 |
|
2.618 |
1377-4 |
|
1.618 |
1363-0 |
|
1.000 |
1354-0 |
|
0.618 |
1348-4 |
|
HIGH |
1339-4 |
|
0.618 |
1334-0 |
|
0.500 |
1332-2 |
|
0.382 |
1330-4 |
|
LOW |
1325-0 |
|
0.618 |
1316-0 |
|
1.000 |
1310-4 |
|
1.618 |
1301-4 |
|
2.618 |
1287-0 |
|
4.250 |
1263-3 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1332-2 |
1332-6 |
| PP |
1331-7 |
1332-2 |
| S1 |
1331-5 |
1331-6 |
|