CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1315-4 |
1334-4 |
19-0 |
1.4% |
1339-4 |
| High |
1318-0 |
1340-0 |
22-0 |
1.7% |
1340-0 |
| Low |
1308-6 |
1327-0 |
18-2 |
1.4% |
1308-0 |
| Close |
1314-0 |
1339-2 |
25-2 |
1.9% |
1314-0 |
| Range |
9-2 |
13-0 |
3-6 |
40.5% |
32-0 |
| ATR |
18-7 |
19-3 |
0-4 |
2.7% |
0-0 |
| Volume |
61,250 |
67,415 |
6,165 |
10.1% |
390,704 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1374-3 |
1369-7 |
1346-3 |
|
| R3 |
1361-3 |
1356-7 |
1342-7 |
|
| R2 |
1348-3 |
1348-3 |
1341-5 |
|
| R1 |
1343-7 |
1343-7 |
1340-4 |
1346-1 |
| PP |
1335-3 |
1335-3 |
1335-3 |
1336-4 |
| S1 |
1330-7 |
1330-7 |
1338-0 |
1333-1 |
| S2 |
1322-3 |
1322-3 |
1336-7 |
|
| S3 |
1309-3 |
1317-7 |
1335-5 |
|
| S4 |
1296-3 |
1304-7 |
1332-1 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1416-5 |
1397-3 |
1331-5 |
|
| R3 |
1384-5 |
1365-3 |
1322-6 |
|
| R2 |
1352-5 |
1352-5 |
1319-7 |
|
| R1 |
1333-3 |
1333-3 |
1316-7 |
1327-0 |
| PP |
1320-5 |
1320-5 |
1320-5 |
1317-4 |
| S1 |
1301-3 |
1301-3 |
1311-1 |
1295-0 |
| S2 |
1288-5 |
1288-5 |
1308-1 |
|
| S3 |
1256-5 |
1269-3 |
1305-2 |
|
| S4 |
1224-5 |
1237-3 |
1296-3 |
|
|
| 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% |
11-4 |
0.9% |
98% |
True |
False |
73,157 |
| 10 |
1341-0 |
1276-0 |
65-0 |
4.9% |
11-0 |
0.8% |
97% |
False |
False |
71,584 |
| 20 |
1341-0 |
1253-0 |
88-0 |
6.6% |
13-2 |
1.0% |
98% |
False |
False |
62,975 |
| 40 |
1393-0 |
1253-0 |
140-0 |
10.5% |
14-2 |
1.1% |
62% |
False |
False |
60,846 |
| 60 |
1395-0 |
1253-0 |
142-0 |
10.6% |
13-7 |
1.0% |
61% |
False |
False |
54,195 |
| 80 |
1395-0 |
1253-0 |
142-0 |
10.6% |
12-5 |
0.9% |
61% |
False |
False |
47,243 |
| 100 |
1395-0 |
1193-4 |
201-4 |
15.0% |
12-1 |
0.9% |
72% |
False |
False |
40,850 |
| 120 |
1395-0 |
1170-0 |
225-0 |
16.8% |
12-2 |
0.9% |
75% |
False |
False |
35,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1395-2 |
|
2.618 |
1374-0 |
|
1.618 |
1361-0 |
|
1.000 |
1353-0 |
|
0.618 |
1348-0 |
|
HIGH |
1340-0 |
|
0.618 |
1335-0 |
|
0.500 |
1333-4 |
|
0.382 |
1332-0 |
|
LOW |
1327-0 |
|
0.618 |
1319-0 |
|
1.000 |
1314-0 |
|
1.618 |
1306-0 |
|
2.618 |
1293-0 |
|
4.250 |
1271-6 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1337-3 |
1334-1 |
| PP |
1335-3 |
1329-1 |
| S1 |
1333-4 |
1324-0 |
|