CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1314-4 |
1320-4 |
6-0 |
0.5% |
1263-0 |
| High |
1322-0 |
1320-4 |
-1-4 |
-0.1% |
1341-0 |
| Low |
1314-4 |
1308-0 |
-6-4 |
-0.5% |
1262-0 |
| Close |
1319-6 |
1308-6 |
-11-0 |
-0.8% |
1332-4 |
| Range |
7-4 |
12-4 |
5-0 |
66.7% |
79-0 |
| ATR |
20-1 |
19-5 |
-0-4 |
-2.7% |
0-0 |
| Volume |
89,831 |
78,933 |
-10,898 |
-12.1% |
330,040 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1349-7 |
1341-7 |
1315-5 |
|
| R3 |
1337-3 |
1329-3 |
1312-2 |
|
| R2 |
1324-7 |
1324-7 |
1311-0 |
|
| R1 |
1316-7 |
1316-7 |
1309-7 |
1314-5 |
| PP |
1312-3 |
1312-3 |
1312-3 |
1311-2 |
| S1 |
1304-3 |
1304-3 |
1307-5 |
1302-1 |
| S2 |
1299-7 |
1299-7 |
1306-4 |
|
| S3 |
1287-3 |
1291-7 |
1305-2 |
|
| S4 |
1274-7 |
1279-3 |
1301-7 |
|
|
| 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 |
1340-0 |
1308-0 |
32-0 |
2.4% |
11-3 |
0.9% |
2% |
False |
True |
82,953 |
| 10 |
1341-0 |
1256-4 |
84-4 |
6.5% |
11-0 |
0.8% |
62% |
False |
False |
72,850 |
| 20 |
1341-0 |
1253-0 |
88-0 |
6.7% |
14-2 |
1.1% |
63% |
False |
False |
62,961 |
| 40 |
1393-0 |
1253-0 |
140-0 |
10.7% |
14-4 |
1.1% |
40% |
False |
False |
59,404 |
| 60 |
1395-0 |
1253-0 |
142-0 |
10.9% |
13-6 |
1.1% |
39% |
False |
False |
53,050 |
| 80 |
1395-0 |
1253-0 |
142-0 |
10.9% |
12-4 |
1.0% |
39% |
False |
False |
46,089 |
| 100 |
1395-0 |
1193-4 |
201-4 |
15.4% |
12-2 |
0.9% |
57% |
False |
False |
39,859 |
| 120 |
1395-0 |
1170-0 |
225-0 |
17.2% |
12-1 |
0.9% |
62% |
False |
False |
34,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1373-5 |
|
2.618 |
1353-2 |
|
1.618 |
1340-6 |
|
1.000 |
1333-0 |
|
0.618 |
1328-2 |
|
HIGH |
1320-4 |
|
0.618 |
1315-6 |
|
0.500 |
1314-2 |
|
0.382 |
1312-6 |
|
LOW |
1308-0 |
|
0.618 |
1300-2 |
|
1.000 |
1295-4 |
|
1.618 |
1287-6 |
|
2.618 |
1275-2 |
|
4.250 |
1254-7 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1314-2 |
1324-0 |
| PP |
1312-3 |
1318-7 |
| S1 |
1310-5 |
1313-7 |
|