CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1383-0 |
1393-0 |
10-0 |
0.7% |
1325-0 |
| High |
1395-6 |
1394-2 |
-1-4 |
-0.1% |
1350-0 |
| Low |
1370-4 |
1371-0 |
0-4 |
0.0% |
1302-2 |
| Close |
1395-4 |
1371-2 |
-24-2 |
-1.7% |
1314-0 |
| Range |
25-2 |
23-2 |
-2-0 |
-7.9% |
47-6 |
| ATR |
28-4 |
28-2 |
-0-2 |
-1.0% |
0-0 |
| Volume |
154,690 |
94,429 |
-60,261 |
-39.0% |
390,704 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1448-5 |
1433-1 |
1384-0 |
|
| R3 |
1425-3 |
1409-7 |
1377-5 |
|
| R2 |
1402-1 |
1402-1 |
1375-4 |
|
| R1 |
1386-5 |
1386-5 |
1373-3 |
1382-6 |
| PP |
1378-7 |
1378-7 |
1378-7 |
1376-7 |
| S1 |
1363-3 |
1363-3 |
1369-1 |
1359-4 |
| S2 |
1355-5 |
1355-5 |
1367-0 |
|
| S3 |
1332-3 |
1340-1 |
1364-7 |
|
| S4 |
1309-1 |
1316-7 |
1358-4 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1465-3 |
1437-3 |
1340-2 |
|
| R3 |
1417-5 |
1389-5 |
1327-1 |
|
| R2 |
1369-7 |
1369-7 |
1322-6 |
|
| R1 |
1341-7 |
1341-7 |
1318-3 |
1332-0 |
| PP |
1322-1 |
1322-1 |
1322-1 |
1317-1 |
| S1 |
1294-1 |
1294-1 |
1309-5 |
1284-2 |
| S2 |
1274-3 |
1274-3 |
1305-2 |
|
| S3 |
1226-5 |
1246-3 |
1300-7 |
|
| S4 |
1178-7 |
1198-5 |
1287-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1395-6 |
1306-6 |
89-0 |
6.5% |
28-1 |
2.0% |
72% |
False |
False |
92,844 |
| 10 |
1395-6 |
1302-2 |
93-4 |
6.8% |
27-3 |
2.0% |
74% |
False |
False |
87,899 |
| 20 |
1395-6 |
1244-6 |
151-0 |
11.0% |
27-5 |
2.0% |
84% |
False |
False |
71,860 |
| 40 |
1395-6 |
1244-6 |
151-0 |
11.0% |
26-6 |
2.0% |
84% |
False |
False |
65,322 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.1% |
25-5 |
1.9% |
83% |
False |
False |
58,524 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.1% |
22-7 |
1.7% |
83% |
False |
False |
50,915 |
| 100 |
1397-0 |
1203-2 |
193-6 |
14.1% |
21-1 |
1.5% |
87% |
False |
False |
44,164 |
| 120 |
1397-0 |
1163-4 |
233-4 |
17.0% |
21-1 |
1.5% |
89% |
False |
False |
38,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1493-0 |
|
2.618 |
1455-1 |
|
1.618 |
1431-7 |
|
1.000 |
1417-4 |
|
0.618 |
1408-5 |
|
HIGH |
1394-2 |
|
0.618 |
1385-3 |
|
0.500 |
1382-5 |
|
0.382 |
1379-7 |
|
LOW |
1371-0 |
|
0.618 |
1356-5 |
|
1.000 |
1347-6 |
|
1.618 |
1333-3 |
|
2.618 |
1310-1 |
|
4.250 |
1272-2 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1382-5 |
1370-5 |
| PP |
1378-7 |
1370-0 |
| S1 |
1375-0 |
1369-3 |
|