CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1377-0 |
1385-0 |
8-0 |
0.6% |
1339-4 |
| High |
1395-0 |
1395-4 |
0-4 |
0.0% |
1340-0 |
| Low |
1377-0 |
1382-4 |
5-4 |
0.4% |
1308-0 |
| Close |
1384-4 |
1395-4 |
11-0 |
0.8% |
1314-0 |
| Range |
18-0 |
13-0 |
-5-0 |
-27.8% |
32-0 |
| ATR |
22-0 |
21-3 |
-0-5 |
-2.9% |
0-0 |
| Volume |
86,437 |
154,690 |
68,253 |
79.0% |
390,704 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1430-1 |
1425-7 |
1402-5 |
|
| R3 |
1417-1 |
1412-7 |
1399-1 |
|
| R2 |
1404-1 |
1404-1 |
1397-7 |
|
| R1 |
1399-7 |
1399-7 |
1396-6 |
1402-0 |
| PP |
1391-1 |
1391-1 |
1391-1 |
1392-2 |
| S1 |
1386-7 |
1386-7 |
1394-2 |
1389-0 |
| S2 |
1378-1 |
1378-1 |
1393-1 |
|
| S3 |
1365-1 |
1373-7 |
1391-7 |
|
| S4 |
1352-1 |
1360-7 |
1388-3 |
|
|
| 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 |
1395-4 |
1308-0 |
87-4 |
6.3% |
13-1 |
0.9% |
100% |
True |
False |
89,745 |
| 10 |
1395-4 |
1308-0 |
87-4 |
6.3% |
12-5 |
0.9% |
100% |
True |
False |
85,349 |
| 20 |
1395-4 |
1253-0 |
142-4 |
10.2% |
12-6 |
0.9% |
100% |
True |
False |
70,342 |
| 40 |
1395-4 |
1253-0 |
142-4 |
10.2% |
14-4 |
1.0% |
100% |
True |
False |
64,336 |
| 60 |
1395-4 |
1253-0 |
142-4 |
10.2% |
14-1 |
1.0% |
100% |
True |
False |
57,357 |
| 80 |
1395-4 |
1253-0 |
142-4 |
10.2% |
12-6 |
0.9% |
100% |
True |
False |
49,734 |
| 100 |
1395-4 |
1193-4 |
202-0 |
14.5% |
12-3 |
0.9% |
100% |
True |
False |
43,056 |
| 120 |
1395-4 |
1170-0 |
225-4 |
16.2% |
12-2 |
0.9% |
100% |
True |
False |
37,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1450-6 |
|
2.618 |
1429-4 |
|
1.618 |
1416-4 |
|
1.000 |
1408-4 |
|
0.618 |
1403-4 |
|
HIGH |
1395-4 |
|
0.618 |
1390-4 |
|
0.500 |
1389-0 |
|
0.382 |
1387-4 |
|
LOW |
1382-4 |
|
0.618 |
1374-4 |
|
1.000 |
1369-4 |
|
1.618 |
1361-4 |
|
2.618 |
1348-4 |
|
4.250 |
1327-2 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1393-3 |
1384-1 |
| PP |
1391-1 |
1372-5 |
| S1 |
1389-0 |
1361-2 |
|