CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1431-0 |
1407-0 |
-24-0 |
-1.7% |
1334-4 |
| High |
1436-0 |
1418-4 |
-17-4 |
-1.2% |
1395-4 |
| Low |
1410-0 |
1401-4 |
-8-4 |
-0.6% |
1327-0 |
| Close |
1412-0 |
1403-4 |
-8-4 |
-0.6% |
1375-4 |
| Range |
26-0 |
17-0 |
-9-0 |
-34.6% |
68-4 |
| ATR |
24-4 |
24-0 |
-0-4 |
-2.2% |
0-0 |
| Volume |
134,419 |
121,771 |
-12,648 |
-9.4% |
497,391 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1458-7 |
1448-1 |
1412-7 |
|
| R3 |
1441-7 |
1431-1 |
1408-1 |
|
| R2 |
1424-7 |
1424-7 |
1406-5 |
|
| R1 |
1414-1 |
1414-1 |
1405-0 |
1411-0 |
| PP |
1407-7 |
1407-7 |
1407-7 |
1406-2 |
| S1 |
1397-1 |
1397-1 |
1402-0 |
1394-0 |
| S2 |
1390-7 |
1390-7 |
1400-3 |
|
| S3 |
1373-7 |
1380-1 |
1398-7 |
|
| S4 |
1356-7 |
1363-1 |
1394-1 |
|
|
| 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 |
1373-0 |
63-0 |
4.5% |
21-3 |
1.5% |
48% |
False |
False |
117,675 |
| 10 |
1436-0 |
1308-6 |
127-2 |
9.1% |
18-2 |
1.3% |
74% |
False |
False |
105,259 |
| 20 |
1436-0 |
1256-4 |
179-4 |
12.8% |
14-5 |
1.0% |
82% |
False |
False |
89,054 |
| 40 |
1436-0 |
1253-0 |
183-0 |
13.0% |
15-2 |
1.1% |
82% |
False |
False |
73,415 |
| 60 |
1436-0 |
1253-0 |
183-0 |
13.0% |
14-4 |
1.0% |
82% |
False |
False |
63,709 |
| 80 |
1436-0 |
1253-0 |
183-0 |
13.0% |
13-5 |
1.0% |
82% |
False |
False |
56,598 |
| 100 |
1436-0 |
1226-4 |
209-4 |
14.9% |
12-7 |
0.9% |
84% |
False |
False |
49,120 |
| 120 |
1436-0 |
1170-0 |
266-0 |
19.0% |
12-6 |
0.9% |
88% |
False |
False |
43,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1490-6 |
|
2.618 |
1463-0 |
|
1.618 |
1446-0 |
|
1.000 |
1435-4 |
|
0.618 |
1429-0 |
|
HIGH |
1418-4 |
|
0.618 |
1412-0 |
|
0.500 |
1410-0 |
|
0.382 |
1408-0 |
|
LOW |
1401-4 |
|
0.618 |
1391-0 |
|
1.000 |
1384-4 |
|
1.618 |
1374-0 |
|
2.618 |
1357-0 |
|
4.250 |
1329-2 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1410-0 |
1418-6 |
| PP |
1407-7 |
1413-5 |
| S1 |
1405-5 |
1408-5 |
|