CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1427-0 |
1443-0 |
16-0 |
1.1% |
1427-0 |
| High |
1434-0 |
1445-0 |
11-0 |
0.8% |
1436-0 |
| Low |
1410-0 |
1433-0 |
23-0 |
1.6% |
1401-4 |
| Close |
1427-6 |
1438-0 |
10-2 |
0.7% |
1427-6 |
| Range |
24-0 |
12-0 |
-12-0 |
-50.0% |
34-4 |
| ATR |
24-4 |
24-0 |
-0-4 |
-2.1% |
0-0 |
| Volume |
101,726 |
133,307 |
31,581 |
31.0% |
595,681 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1474-5 |
1468-3 |
1444-5 |
|
| R3 |
1462-5 |
1456-3 |
1441-2 |
|
| R2 |
1450-5 |
1450-5 |
1440-2 |
|
| R1 |
1444-3 |
1444-3 |
1439-1 |
1441-4 |
| PP |
1438-5 |
1438-5 |
1438-5 |
1437-2 |
| S1 |
1432-3 |
1432-3 |
1436-7 |
1429-4 |
| S2 |
1426-5 |
1426-5 |
1435-6 |
|
| S3 |
1414-5 |
1420-3 |
1434-6 |
|
| S4 |
1402-5 |
1408-3 |
1431-3 |
|
|
| 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 |
1445-0 |
1401-4 |
43-4 |
3.0% |
21-3 |
1.5% |
84% |
True |
False |
129,209 |
| 10 |
1445-0 |
1371-0 |
74-0 |
5.1% |
19-5 |
1.4% |
91% |
True |
False |
115,896 |
| 20 |
1445-0 |
1276-0 |
169-0 |
11.8% |
15-2 |
1.1% |
96% |
True |
False |
93,740 |
| 40 |
1445-0 |
1253-0 |
192-0 |
13.4% |
15-5 |
1.1% |
96% |
True |
False |
75,938 |
| 60 |
1445-0 |
1253-0 |
192-0 |
13.4% |
14-7 |
1.0% |
96% |
True |
False |
65,651 |
| 80 |
1445-0 |
1253-0 |
192-0 |
13.4% |
13-7 |
1.0% |
96% |
True |
False |
58,896 |
| 100 |
1445-0 |
1226-4 |
218-4 |
15.2% |
13-1 |
0.9% |
97% |
True |
False |
51,152 |
| 120 |
1445-0 |
1170-0 |
275-0 |
19.1% |
12-6 |
0.9% |
97% |
True |
False |
44,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1496-0 |
|
2.618 |
1476-3 |
|
1.618 |
1464-3 |
|
1.000 |
1457-0 |
|
0.618 |
1452-3 |
|
HIGH |
1445-0 |
|
0.618 |
1440-3 |
|
0.500 |
1439-0 |
|
0.382 |
1437-5 |
|
LOW |
1433-0 |
|
0.618 |
1425-5 |
|
1.000 |
1421-0 |
|
1.618 |
1413-5 |
|
2.618 |
1401-5 |
|
4.250 |
1382-0 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1439-0 |
1433-1 |
| PP |
1438-5 |
1428-1 |
| S1 |
1438-3 |
1423-2 |
|