CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1334-4 |
1377-0 |
42-4 |
3.2% |
1339-4 |
| High |
1340-0 |
1395-0 |
55-0 |
4.1% |
1340-0 |
| Low |
1327-0 |
1377-0 |
50-0 |
3.8% |
1308-0 |
| Close |
1339-2 |
1384-4 |
45-2 |
3.4% |
1314-0 |
| Range |
13-0 |
18-0 |
5-0 |
38.5% |
32-0 |
| ATR |
19-3 |
22-0 |
2-5 |
13.4% |
0-0 |
| Volume |
67,415 |
86,437 |
19,022 |
28.2% |
390,704 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1439-4 |
1430-0 |
1394-3 |
|
| R3 |
1421-4 |
1412-0 |
1389-4 |
|
| R2 |
1403-4 |
1403-4 |
1387-6 |
|
| R1 |
1394-0 |
1394-0 |
1386-1 |
1398-6 |
| PP |
1385-4 |
1385-4 |
1385-4 |
1387-7 |
| S1 |
1376-0 |
1376-0 |
1382-7 |
1380-6 |
| S2 |
1367-4 |
1367-4 |
1381-2 |
|
| S3 |
1349-4 |
1358-0 |
1379-4 |
|
| S4 |
1331-4 |
1340-0 |
1374-5 |
|
|
| 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 |
1395-0 |
1308-0 |
87-0 |
6.3% |
12-0 |
0.9% |
88% |
True |
False |
76,773 |
| 10 |
1395-0 |
1296-4 |
98-4 |
7.1% |
12-3 |
0.9% |
89% |
True |
False |
75,380 |
| 20 |
1395-0 |
1253-0 |
142-0 |
10.3% |
13-6 |
1.0% |
93% |
True |
False |
64,661 |
| 40 |
1395-0 |
1253-0 |
142-0 |
10.3% |
14-3 |
1.0% |
93% |
True |
False |
61,605 |
| 60 |
1395-0 |
1253-0 |
142-0 |
10.3% |
14-0 |
1.0% |
93% |
True |
False |
55,200 |
| 80 |
1395-0 |
1253-0 |
142-0 |
10.3% |
12-6 |
0.9% |
93% |
True |
False |
48,065 |
| 100 |
1395-0 |
1193-4 |
201-4 |
14.6% |
12-2 |
0.9% |
95% |
True |
False |
41,589 |
| 120 |
1395-0 |
1170-0 |
225-0 |
16.3% |
12-2 |
0.9% |
95% |
True |
False |
36,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1471-4 |
|
2.618 |
1442-1 |
|
1.618 |
1424-1 |
|
1.000 |
1413-0 |
|
0.618 |
1406-1 |
|
HIGH |
1395-0 |
|
0.618 |
1388-1 |
|
0.500 |
1386-0 |
|
0.382 |
1383-7 |
|
LOW |
1377-0 |
|
0.618 |
1365-7 |
|
1.000 |
1359-0 |
|
1.618 |
1347-7 |
|
2.618 |
1329-7 |
|
4.250 |
1300-4 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1386-0 |
1373-5 |
| PP |
1385-4 |
1362-6 |
| S1 |
1385-0 |
1351-7 |
|