CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1495-0 |
1513-0 |
18-0 |
1.2% |
1443-0 |
| High |
1528-0 |
1522-0 |
-6-0 |
-0.4% |
1528-0 |
| Low |
1494-4 |
1505-0 |
10-4 |
0.7% |
1433-0 |
| Close |
1526-4 |
1505-6 |
-20-6 |
-1.4% |
1505-6 |
| Range |
33-4 |
17-0 |
-16-4 |
-49.3% |
95-0 |
| ATR |
27-0 |
26-5 |
-0-3 |
-1.5% |
0-0 |
| Volume |
111,150 |
157,423 |
46,273 |
41.6% |
515,527 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1561-7 |
1550-7 |
1515-1 |
|
| R3 |
1544-7 |
1533-7 |
1510-3 |
|
| R2 |
1527-7 |
1527-7 |
1508-7 |
|
| R1 |
1516-7 |
1516-7 |
1507-2 |
1513-7 |
| PP |
1510-7 |
1510-7 |
1510-7 |
1509-4 |
| S1 |
1499-7 |
1499-7 |
1504-2 |
1496-7 |
| S2 |
1493-7 |
1493-7 |
1502-5 |
|
| S3 |
1476-7 |
1482-7 |
1501-1 |
|
| S4 |
1459-7 |
1465-7 |
1496-3 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1773-7 |
1734-7 |
1558-0 |
|
| R3 |
1678-7 |
1639-7 |
1531-7 |
|
| R2 |
1583-7 |
1583-7 |
1523-1 |
|
| R1 |
1544-7 |
1544-7 |
1514-4 |
1564-3 |
| PP |
1488-7 |
1488-7 |
1488-7 |
1498-6 |
| S1 |
1449-7 |
1449-7 |
1497-0 |
1469-3 |
| S2 |
1393-7 |
1393-7 |
1488-3 |
|
| S3 |
1298-7 |
1354-7 |
1479-5 |
|
| S4 |
1203-7 |
1259-7 |
1453-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1528-0 |
1410-0 |
118-0 |
7.8% |
22-1 |
1.5% |
81% |
False |
False |
123,450 |
| 10 |
1528-0 |
1373-0 |
155-0 |
10.3% |
21-6 |
1.4% |
86% |
False |
False |
120,562 |
| 20 |
1528-0 |
1308-0 |
220-0 |
14.6% |
17-4 |
1.2% |
90% |
False |
False |
104,230 |
| 40 |
1528-0 |
1253-0 |
275-0 |
18.3% |
16-2 |
1.1% |
92% |
False |
False |
81,616 |
| 60 |
1528-0 |
1253-0 |
275-0 |
18.3% |
15-2 |
1.0% |
92% |
False |
False |
70,510 |
| 80 |
1528-0 |
1253-0 |
275-0 |
18.3% |
14-4 |
1.0% |
92% |
False |
False |
62,423 |
| 100 |
1528-0 |
1252-4 |
275-4 |
18.3% |
13-3 |
0.9% |
92% |
False |
False |
54,497 |
| 120 |
1528-0 |
1180-0 |
348-0 |
23.1% |
13-0 |
0.9% |
94% |
False |
False |
47,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1594-2 |
|
2.618 |
1566-4 |
|
1.618 |
1549-4 |
|
1.000 |
1539-0 |
|
0.618 |
1532-4 |
|
HIGH |
1522-0 |
|
0.618 |
1515-4 |
|
0.500 |
1513-4 |
|
0.382 |
1511-4 |
|
LOW |
1505-0 |
|
0.618 |
1494-4 |
|
1.000 |
1488-0 |
|
1.618 |
1477-4 |
|
2.618 |
1460-4 |
|
4.250 |
1432-6 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1513-4 |
1500-5 |
| PP |
1510-7 |
1495-5 |
| S1 |
1508-3 |
1490-4 |
|