CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1407-0 |
1427-0 |
20-0 |
1.4% |
1427-0 |
| High |
1418-4 |
1434-0 |
15-4 |
1.1% |
1436-0 |
| Low |
1401-4 |
1410-0 |
8-4 |
0.6% |
1401-4 |
| Close |
1403-4 |
1427-6 |
24-2 |
1.7% |
1427-6 |
| Range |
17-0 |
24-0 |
7-0 |
41.2% |
34-4 |
| ATR |
24-0 |
24-4 |
0-4 |
1.9% |
0-0 |
| Volume |
121,771 |
101,726 |
-20,045 |
-16.5% |
595,681 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1495-7 |
1485-7 |
1441-0 |
|
| R3 |
1471-7 |
1461-7 |
1434-3 |
|
| R2 |
1447-7 |
1447-7 |
1432-1 |
|
| R1 |
1437-7 |
1437-7 |
1430-0 |
1442-7 |
| PP |
1423-7 |
1423-7 |
1423-7 |
1426-4 |
| S1 |
1413-7 |
1413-7 |
1425-4 |
1418-7 |
| S2 |
1399-7 |
1399-7 |
1423-3 |
|
| S3 |
1375-7 |
1389-7 |
1421-1 |
|
| S4 |
1351-7 |
1365-7 |
1414-4 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1525-2 |
1511-0 |
1446-6 |
|
| R3 |
1490-6 |
1476-4 |
1437-2 |
|
| R2 |
1456-2 |
1456-2 |
1434-1 |
|
| R1 |
1442-0 |
1442-0 |
1430-7 |
1449-1 |
| PP |
1421-6 |
1421-6 |
1421-6 |
1425-2 |
| S1 |
1407-4 |
1407-4 |
1424-5 |
1414-5 |
| S2 |
1387-2 |
1387-2 |
1421-3 |
|
| S3 |
1352-6 |
1373-0 |
1418-2 |
|
| S4 |
1318-2 |
1338-4 |
1408-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1436-0 |
1401-4 |
34-4 |
2.4% |
22-6 |
1.6% |
76% |
False |
False |
119,136 |
| 10 |
1436-0 |
1327-0 |
109-0 |
7.6% |
19-6 |
1.4% |
92% |
False |
False |
109,307 |
| 20 |
1436-0 |
1262-0 |
174-0 |
12.2% |
15-0 |
1.1% |
95% |
False |
False |
90,690 |
| 40 |
1436-0 |
1253-0 |
183-0 |
12.8% |
15-5 |
1.1% |
95% |
False |
False |
74,105 |
| 60 |
1436-0 |
1253-0 |
183-0 |
12.8% |
14-6 |
1.0% |
95% |
False |
False |
64,493 |
| 80 |
1436-0 |
1253-0 |
183-0 |
12.8% |
13-7 |
1.0% |
95% |
False |
False |
57,546 |
| 100 |
1436-0 |
1226-4 |
209-4 |
14.7% |
13-1 |
0.9% |
96% |
False |
False |
49,990 |
| 120 |
1436-0 |
1170-0 |
266-0 |
18.6% |
12-6 |
0.9% |
97% |
False |
False |
43,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1536-0 |
|
2.618 |
1496-7 |
|
1.618 |
1472-7 |
|
1.000 |
1458-0 |
|
0.618 |
1448-7 |
|
HIGH |
1434-0 |
|
0.618 |
1424-7 |
|
0.500 |
1422-0 |
|
0.382 |
1419-1 |
|
LOW |
1410-0 |
|
0.618 |
1395-1 |
|
1.000 |
1386-0 |
|
1.618 |
1371-1 |
|
2.618 |
1347-1 |
|
4.250 |
1308-0 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1425-7 |
1424-6 |
| PP |
1423-7 |
1421-6 |
| S1 |
1422-0 |
1418-6 |
|