CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1324-2 |
1345-0 |
20-6 |
1.6% |
1325-0 |
| High |
1341-0 |
1395-0 |
54-0 |
4.0% |
1350-0 |
| Low |
1317-6 |
1343-0 |
25-2 |
1.9% |
1302-2 |
| Close |
1339-2 |
1384-4 |
45-2 |
3.4% |
1314-0 |
| Range |
23-2 |
52-0 |
28-6 |
123.7% |
47-6 |
| ATR |
26-6 |
28-6 |
2-1 |
7.8% |
0-0 |
| Volume |
67,415 |
86,437 |
19,022 |
28.2% |
390,704 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1530-1 |
1509-3 |
1413-1 |
|
| R3 |
1478-1 |
1457-3 |
1398-6 |
|
| R2 |
1426-1 |
1426-1 |
1394-0 |
|
| R1 |
1405-3 |
1405-3 |
1389-2 |
1415-6 |
| PP |
1374-1 |
1374-1 |
1374-1 |
1379-3 |
| S1 |
1353-3 |
1353-3 |
1379-6 |
1363-6 |
| S2 |
1322-1 |
1322-1 |
1375-0 |
|
| S3 |
1270-1 |
1301-3 |
1370-2 |
|
| S4 |
1218-1 |
1249-3 |
1355-7 |
|
|
| 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 |
1395-0 |
1302-2 |
92-6 |
6.7% |
28-6 |
2.1% |
89% |
True |
False |
76,773 |
| 10 |
1395-0 |
1275-4 |
119-4 |
8.6% |
30-3 |
2.2% |
91% |
True |
False |
75,380 |
| 20 |
1395-0 |
1244-6 |
150-2 |
10.9% |
28-6 |
2.1% |
93% |
True |
False |
64,661 |
| 40 |
1395-0 |
1244-6 |
150-2 |
10.9% |
26-4 |
1.9% |
93% |
True |
False |
61,605 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.0% |
25-2 |
1.8% |
92% |
False |
False |
55,471 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.0% |
22-4 |
1.6% |
92% |
False |
False |
48,320 |
| 100 |
1397-0 |
1193-0 |
204-0 |
14.7% |
21-1 |
1.5% |
94% |
False |
False |
41,925 |
| 120 |
1397-0 |
1163-4 |
233-4 |
16.9% |
21-0 |
1.5% |
95% |
False |
False |
36,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1616-0 |
|
2.618 |
1531-1 |
|
1.618 |
1479-1 |
|
1.000 |
1447-0 |
|
0.618 |
1427-1 |
|
HIGH |
1395-0 |
|
0.618 |
1375-1 |
|
0.500 |
1369-0 |
|
0.382 |
1362-7 |
|
LOW |
1343-0 |
|
0.618 |
1310-7 |
|
1.000 |
1291-0 |
|
1.618 |
1258-7 |
|
2.618 |
1206-7 |
|
4.250 |
1122-0 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1379-3 |
1373-2 |
| PP |
1374-1 |
1362-1 |
| S1 |
1369-0 |
1350-7 |
|