CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 26-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1399-0 |
1433-4 |
34-4 |
2.5% |
1324-2 |
High |
1437-0 |
1438-6 |
1-6 |
0.1% |
1395-6 |
Low |
1398-4 |
1406-2 |
7-6 |
0.6% |
1317-6 |
Close |
1425-4 |
1413-2 |
-12-2 |
-0.9% |
1375-4 |
Range |
38-4 |
32-4 |
-6-0 |
-15.6% |
78-0 |
ATR |
30-4 |
30-5 |
0-1 |
0.5% |
0-0 |
Volume |
82,939 |
154,826 |
71,887 |
86.7% |
497,391 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1516-7 |
1497-5 |
1431-1 |
|
R3 |
1484-3 |
1465-1 |
1422-2 |
|
R2 |
1451-7 |
1451-7 |
1419-2 |
|
R1 |
1432-5 |
1432-5 |
1416-2 |
1426-0 |
PP |
1419-3 |
1419-3 |
1419-3 |
1416-1 |
S1 |
1400-1 |
1400-1 |
1410-2 |
1393-4 |
S2 |
1386-7 |
1386-7 |
1407-2 |
|
S3 |
1354-3 |
1367-5 |
1404-2 |
|
S4 |
1321-7 |
1335-1 |
1395-3 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1597-0 |
1564-2 |
1418-3 |
|
R3 |
1519-0 |
1486-2 |
1397-0 |
|
R2 |
1441-0 |
1441-0 |
1389-6 |
|
R1 |
1408-2 |
1408-2 |
1382-5 |
1424-5 |
PP |
1363-0 |
1363-0 |
1363-0 |
1371-2 |
S1 |
1330-2 |
1330-2 |
1368-3 |
1346-5 |
S2 |
1285-0 |
1285-0 |
1361-2 |
|
S3 |
1207-0 |
1252-2 |
1354-0 |
|
S4 |
1129-0 |
1174-2 |
1332-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1438-6 |
1364-4 |
74-2 |
5.3% |
29-1 |
2.1% |
66% |
True |
False |
116,260 |
10 |
1438-6 |
1302-2 |
136-4 |
9.7% |
28-7 |
2.0% |
81% |
True |
False |
96,517 |
20 |
1438-6 |
1244-6 |
194-0 |
13.7% |
29-1 |
2.1% |
87% |
True |
False |
80,995 |
40 |
1438-6 |
1244-6 |
194-0 |
13.7% |
27-6 |
2.0% |
87% |
True |
False |
69,527 |
60 |
1438-6 |
1244-6 |
194-0 |
13.7% |
25-0 |
1.8% |
87% |
True |
False |
61,426 |
80 |
1438-6 |
1244-6 |
194-0 |
13.7% |
23-4 |
1.7% |
87% |
True |
False |
54,165 |
100 |
1438-6 |
1225-6 |
213-0 |
15.1% |
21-5 |
1.5% |
88% |
True |
False |
47,128 |
120 |
1438-6 |
1163-4 |
275-2 |
19.5% |
21-4 |
1.5% |
91% |
True |
False |
41,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1576-7 |
2.618 |
1523-7 |
1.618 |
1491-3 |
1.000 |
1471-2 |
0.618 |
1458-7 |
HIGH |
1438-6 |
0.618 |
1426-3 |
0.500 |
1422-4 |
0.382 |
1418-5 |
LOW |
1406-2 |
0.618 |
1386-1 |
1.000 |
1373-6 |
1.618 |
1353-5 |
2.618 |
1321-1 |
4.250 |
1268-1 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1422-4 |
1409-3 |
PP |
1419-3 |
1405-4 |
S1 |
1416-3 |
1401-5 |
|