CME Soybeans 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 |
1526-0 |
31-0 |
2.1% |
1445-2 |
High |
1529-0 |
1526-0 |
-3-0 |
-0.2% |
1529-0 |
Low |
1493-0 |
1504-4 |
11-4 |
0.8% |
1430-4 |
Close |
1526-4 |
1505-6 |
-20-6 |
-1.4% |
1505-6 |
Range |
36-0 |
21-4 |
-14-4 |
-40.3% |
98-4 |
ATR |
33-0 |
32-2 |
-0-6 |
-2.4% |
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 |
1576-5 |
1562-5 |
1517-5 |
|
R3 |
1555-1 |
1541-1 |
1511-5 |
|
R2 |
1533-5 |
1533-5 |
1509-6 |
|
R1 |
1519-5 |
1519-5 |
1507-6 |
1515-7 |
PP |
1512-1 |
1512-1 |
1512-1 |
1510-2 |
S1 |
1498-1 |
1498-1 |
1503-6 |
1494-3 |
S2 |
1490-5 |
1490-5 |
1501-6 |
|
S3 |
1469-1 |
1476-5 |
1499-7 |
|
S4 |
1447-5 |
1455-1 |
1493-7 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1783-7 |
1743-3 |
1559-7 |
|
R3 |
1685-3 |
1644-7 |
1532-7 |
|
R2 |
1586-7 |
1586-7 |
1523-6 |
|
R1 |
1546-3 |
1546-3 |
1514-6 |
1566-5 |
PP |
1488-3 |
1488-3 |
1488-3 |
1498-4 |
S1 |
1447-7 |
1447-7 |
1496-6 |
1468-1 |
S2 |
1389-7 |
1389-7 |
1487-6 |
|
S3 |
1291-3 |
1349-3 |
1478-5 |
|
S4 |
1192-7 |
1250-7 |
1451-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1529-0 |
1401-0 |
128-0 |
8.5% |
30-7 |
2.1% |
82% |
False |
False |
123,450 |
10 |
1529-0 |
1364-4 |
164-4 |
10.9% |
31-2 |
2.1% |
86% |
False |
False |
120,562 |
20 |
1529-0 |
1302-2 |
226-6 |
15.1% |
29-2 |
1.9% |
90% |
False |
False |
104,230 |
40 |
1529-0 |
1244-6 |
284-2 |
18.9% |
29-1 |
1.9% |
92% |
False |
False |
81,616 |
60 |
1529-0 |
1244-6 |
284-2 |
18.9% |
26-6 |
1.8% |
92% |
False |
False |
70,510 |
80 |
1529-0 |
1244-6 |
284-2 |
18.9% |
25-1 |
1.7% |
92% |
False |
False |
62,539 |
100 |
1529-0 |
1244-6 |
284-2 |
18.9% |
22-6 |
1.5% |
92% |
False |
False |
54,726 |
120 |
1529-0 |
1178-6 |
350-2 |
23.3% |
21-6 |
1.4% |
93% |
False |
False |
47,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1617-3 |
2.618 |
1582-2 |
1.618 |
1560-6 |
1.000 |
1547-4 |
0.618 |
1539-2 |
HIGH |
1526-0 |
0.618 |
1517-6 |
0.500 |
1515-2 |
0.382 |
1512-6 |
LOW |
1504-4 |
0.618 |
1491-2 |
1.000 |
1483-0 |
1.618 |
1469-6 |
2.618 |
1448-2 |
4.250 |
1413-1 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1515-2 |
1498-7 |
PP |
1512-1 |
1492-0 |
S1 |
1508-7 |
1485-1 |
|