CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 21-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1385-0 |
1387-4 |
2-4 |
0.2% |
1339-4 |
High |
1395-4 |
1393-0 |
-2-4 |
-0.2% |
1340-0 |
Low |
1382-4 |
1371-0 |
-11-4 |
-0.8% |
1308-0 |
Close |
1395-4 |
1371-2 |
-24-2 |
-1.7% |
1314-0 |
Range |
13-0 |
22-0 |
9-0 |
69.2% |
32-0 |
ATR |
21-3 |
21-5 |
0-2 |
1.1% |
0-0 |
Volume |
154,690 |
94,429 |
-60,261 |
-39.0% |
390,704 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1444-3 |
1429-7 |
1383-3 |
|
R3 |
1422-3 |
1407-7 |
1377-2 |
|
R2 |
1400-3 |
1400-3 |
1375-2 |
|
R1 |
1385-7 |
1385-7 |
1373-2 |
1382-1 |
PP |
1378-3 |
1378-3 |
1378-3 |
1376-4 |
S1 |
1363-7 |
1363-7 |
1369-2 |
1360-1 |
S2 |
1356-3 |
1356-3 |
1367-2 |
|
S3 |
1334-3 |
1341-7 |
1365-2 |
|
S4 |
1312-3 |
1319-7 |
1359-1 |
|
|
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 |
1395-4 |
1308-6 |
86-6 |
6.3% |
15-0 |
1.1% |
72% |
False |
False |
92,844 |
10 |
1395-4 |
1308-0 |
87-4 |
6.4% |
13-2 |
1.0% |
72% |
False |
False |
87,899 |
20 |
1395-4 |
1256-4 |
139-0 |
10.1% |
13-0 |
1.0% |
83% |
False |
False |
71,860 |
40 |
1395-4 |
1253-0 |
142-4 |
10.4% |
14-6 |
1.1% |
83% |
False |
False |
65,322 |
60 |
1395-4 |
1253-0 |
142-4 |
10.4% |
14-3 |
1.0% |
83% |
False |
False |
58,406 |
80 |
1395-4 |
1253-0 |
142-4 |
10.4% |
12-7 |
0.9% |
83% |
False |
False |
50,674 |
100 |
1395-4 |
1194-4 |
201-0 |
14.7% |
12-3 |
0.9% |
88% |
False |
False |
43,860 |
120 |
1395-4 |
1170-0 |
225-4 |
16.4% |
12-2 |
0.9% |
89% |
False |
False |
38,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1486-4 |
2.618 |
1450-5 |
1.618 |
1428-5 |
1.000 |
1415-0 |
0.618 |
1406-5 |
HIGH |
1393-0 |
0.618 |
1384-5 |
0.500 |
1382-0 |
0.382 |
1379-3 |
LOW |
1371-0 |
0.618 |
1357-3 |
1.000 |
1349-0 |
1.618 |
1335-3 |
2.618 |
1313-3 |
4.250 |
1277-4 |
|
|
Fisher Pivots for day following 21-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1382-0 |
1383-2 |
PP |
1378-3 |
1379-2 |
S1 |
1374-7 |
1375-2 |
|