CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1436-0 |
1431-0 |
-5-0 |
-0.3% |
1334-4 |
| High |
1436-0 |
1436-0 |
0-0 |
0.0% |
1395-4 |
| Low |
1408-0 |
1410-0 |
2-0 |
0.1% |
1327-0 |
| Close |
1413-2 |
1412-0 |
-1-2 |
-0.1% |
1375-4 |
| Range |
28-0 |
26-0 |
-2-0 |
-7.1% |
68-4 |
| ATR |
24-4 |
24-4 |
0-1 |
0.5% |
0-0 |
| Volume |
154,826 |
134,419 |
-20,407 |
-13.2% |
497,391 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1497-3 |
1480-5 |
1426-2 |
|
| R3 |
1471-3 |
1454-5 |
1419-1 |
|
| R2 |
1445-3 |
1445-3 |
1416-6 |
|
| R1 |
1428-5 |
1428-5 |
1414-3 |
1424-0 |
| PP |
1419-3 |
1419-3 |
1419-3 |
1417-0 |
| S1 |
1402-5 |
1402-5 |
1409-5 |
1398-0 |
| S2 |
1393-3 |
1393-3 |
1407-2 |
|
| S3 |
1367-3 |
1376-5 |
1404-7 |
|
| S4 |
1341-3 |
1350-5 |
1397-6 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1571-4 |
1542-0 |
1413-1 |
|
| R3 |
1503-0 |
1473-4 |
1394-3 |
|
| R2 |
1434-4 |
1434-4 |
1388-0 |
|
| R1 |
1405-0 |
1405-0 |
1381-6 |
1419-6 |
| PP |
1366-0 |
1366-0 |
1366-0 |
1373-3 |
| S1 |
1336-4 |
1336-4 |
1369-2 |
1351-2 |
| S2 |
1297-4 |
1297-4 |
1363-0 |
|
| S3 |
1229-0 |
1268-0 |
1356-5 |
|
| S4 |
1160-4 |
1199-4 |
1337-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1436-0 |
1371-0 |
65-0 |
4.6% |
22-3 |
1.6% |
63% |
True |
False |
112,206 |
| 10 |
1436-0 |
1308-0 |
128-0 |
9.1% |
17-6 |
1.3% |
81% |
True |
False |
100,975 |
| 20 |
1436-0 |
1256-4 |
179-4 |
12.7% |
14-6 |
1.0% |
87% |
True |
False |
85,570 |
| 40 |
1436-0 |
1253-0 |
183-0 |
13.0% |
15-4 |
1.1% |
87% |
True |
False |
71,815 |
| 60 |
1436-0 |
1253-0 |
183-0 |
13.0% |
14-5 |
1.0% |
87% |
True |
False |
62,973 |
| 80 |
1436-0 |
1253-0 |
183-0 |
13.0% |
13-5 |
1.0% |
87% |
True |
False |
55,325 |
| 100 |
1436-0 |
1226-4 |
209-4 |
14.8% |
12-7 |
0.9% |
89% |
True |
False |
48,056 |
| 120 |
1436-0 |
1170-0 |
266-0 |
18.8% |
12-6 |
0.9% |
91% |
True |
False |
42,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1546-4 |
|
2.618 |
1504-1 |
|
1.618 |
1478-1 |
|
1.000 |
1462-0 |
|
0.618 |
1452-1 |
|
HIGH |
1436-0 |
|
0.618 |
1426-1 |
|
0.500 |
1423-0 |
|
0.382 |
1419-7 |
|
LOW |
1410-0 |
|
0.618 |
1393-7 |
|
1.000 |
1384-0 |
|
1.618 |
1367-7 |
|
2.618 |
1341-7 |
|
4.250 |
1299-4 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1423-0 |
1422-0 |
| PP |
1419-3 |
1418-5 |
| S1 |
1415-5 |
1415-3 |
|