CME Soybeans 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 |
1404-0 |
1445-2 |
41-2 |
2.9% |
1399-0 |
| High |
1436-0 |
1455-6 |
19-6 |
1.4% |
1439-6 |
| Low |
1401-0 |
1430-4 |
29-4 |
2.1% |
1392-6 |
| Close |
1427-6 |
1438-0 |
10-2 |
0.7% |
1427-6 |
| Range |
35-0 |
25-2 |
-9-6 |
-27.9% |
47-0 |
| ATR |
30-7 |
30-6 |
-0-2 |
-0.7% |
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 |
1517-1 |
1502-7 |
1451-7 |
|
| R3 |
1491-7 |
1477-5 |
1445-0 |
|
| R2 |
1466-5 |
1466-5 |
1442-5 |
|
| R1 |
1452-3 |
1452-3 |
1440-3 |
1446-7 |
| PP |
1441-3 |
1441-3 |
1441-3 |
1438-6 |
| S1 |
1427-1 |
1427-1 |
1435-5 |
1421-5 |
| S2 |
1416-1 |
1416-1 |
1433-3 |
|
| S3 |
1390-7 |
1401-7 |
1431-0 |
|
| S4 |
1365-5 |
1376-5 |
1424-1 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1561-1 |
1541-3 |
1453-5 |
|
| R3 |
1514-1 |
1494-3 |
1440-5 |
|
| R2 |
1467-1 |
1467-1 |
1436-3 |
|
| R1 |
1447-3 |
1447-3 |
1432-0 |
1457-2 |
| PP |
1420-1 |
1420-1 |
1420-1 |
1425-0 |
| S1 |
1400-3 |
1400-3 |
1423-4 |
1410-2 |
| S2 |
1373-1 |
1373-1 |
1419-1 |
|
| S3 |
1326-1 |
1353-3 |
1414-7 |
|
| S4 |
1279-1 |
1306-3 |
1401-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1455-6 |
1392-6 |
63-0 |
4.4% |
30-6 |
2.1% |
72% |
True |
False |
129,209 |
| 10 |
1455-6 |
1343-0 |
112-6 |
7.8% |
31-7 |
2.2% |
84% |
True |
False |
115,896 |
| 20 |
1455-6 |
1263-4 |
192-2 |
13.4% |
29-4 |
2.1% |
91% |
True |
False |
93,740 |
| 40 |
1455-6 |
1244-6 |
211-0 |
14.7% |
28-5 |
2.0% |
92% |
True |
False |
75,938 |
| 60 |
1455-6 |
1244-6 |
211-0 |
14.7% |
26-2 |
1.8% |
92% |
True |
False |
65,651 |
| 80 |
1455-6 |
1244-6 |
211-0 |
14.7% |
24-3 |
1.7% |
92% |
True |
False |
59,055 |
| 100 |
1455-6 |
1225-6 |
230-0 |
16.0% |
22-2 |
1.5% |
92% |
True |
False |
51,425 |
| 120 |
1455-6 |
1163-4 |
292-2 |
20.3% |
21-6 |
1.5% |
94% |
True |
False |
45,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1563-0 |
|
2.618 |
1521-7 |
|
1.618 |
1496-5 |
|
1.000 |
1481-0 |
|
0.618 |
1471-3 |
|
HIGH |
1455-6 |
|
0.618 |
1446-1 |
|
0.500 |
1443-1 |
|
0.382 |
1440-1 |
|
LOW |
1430-4 |
|
0.618 |
1414-7 |
|
1.000 |
1405-2 |
|
1.618 |
1389-5 |
|
2.618 |
1364-3 |
|
4.250 |
1323-2 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1443-1 |
1433-3 |
| PP |
1441-3 |
1428-7 |
| S1 |
1439-6 |
1424-2 |
|