CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1513-0 |
1556-0 |
43-0 |
2.8% |
1443-0 |
| High |
1522-0 |
1570-0 |
48-0 |
3.2% |
1528-0 |
| Low |
1505-0 |
1543-2 |
38-2 |
2.5% |
1433-0 |
| Close |
1505-6 |
1547-6 |
42-0 |
2.8% |
1505-6 |
| Range |
17-0 |
26-6 |
9-6 |
57.4% |
95-0 |
| ATR |
26-5 |
29-3 |
2-5 |
10.1% |
0-0 |
| Volume |
157,423 |
111,710 |
-45,713 |
-29.0% |
515,527 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1633-7 |
1617-5 |
1562-4 |
|
| R3 |
1607-1 |
1590-7 |
1555-1 |
|
| R2 |
1580-3 |
1580-3 |
1552-5 |
|
| R1 |
1564-1 |
1564-1 |
1550-2 |
1558-7 |
| PP |
1553-5 |
1553-5 |
1553-5 |
1551-0 |
| S1 |
1537-3 |
1537-3 |
1545-2 |
1532-1 |
| S2 |
1526-7 |
1526-7 |
1542-7 |
|
| S3 |
1500-1 |
1510-5 |
1540-3 |
|
| S4 |
1473-3 |
1483-7 |
1533-0 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1773-7 |
1734-7 |
1558-0 |
|
| R3 |
1678-7 |
1639-7 |
1531-7 |
|
| R2 |
1583-7 |
1583-7 |
1523-1 |
|
| R1 |
1544-7 |
1544-7 |
1514-4 |
1564-3 |
| PP |
1488-7 |
1488-7 |
1488-7 |
1498-6 |
| S1 |
1449-7 |
1449-7 |
1497-0 |
1469-3 |
| S2 |
1393-7 |
1393-7 |
1488-3 |
|
| S3 |
1298-7 |
1354-7 |
1479-5 |
|
| S4 |
1203-7 |
1259-7 |
1453-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1570-0 |
1433-0 |
137-0 |
8.9% |
22-5 |
1.5% |
84% |
True |
False |
125,447 |
| 10 |
1570-0 |
1401-4 |
168-4 |
10.9% |
22-6 |
1.5% |
87% |
True |
False |
122,291 |
| 20 |
1570-0 |
1308-0 |
262-0 |
16.9% |
18-4 |
1.2% |
92% |
True |
False |
105,550 |
| 40 |
1570-0 |
1253-0 |
317-0 |
20.5% |
16-5 |
1.1% |
93% |
True |
False |
83,084 |
| 60 |
1570-0 |
1253-0 |
317-0 |
20.5% |
15-5 |
1.0% |
93% |
True |
False |
71,658 |
| 80 |
1570-0 |
1253-0 |
317-0 |
20.5% |
14-5 |
0.9% |
93% |
True |
False |
63,416 |
| 100 |
1570-0 |
1252-4 |
317-4 |
20.5% |
13-4 |
0.9% |
93% |
True |
False |
55,427 |
| 120 |
1570-0 |
1180-0 |
390-0 |
25.2% |
13-1 |
0.8% |
94% |
True |
False |
48,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1683-6 |
|
2.618 |
1640-0 |
|
1.618 |
1613-2 |
|
1.000 |
1596-6 |
|
0.618 |
1586-4 |
|
HIGH |
1570-0 |
|
0.618 |
1559-6 |
|
0.500 |
1556-5 |
|
0.382 |
1553-4 |
|
LOW |
1543-2 |
|
0.618 |
1526-6 |
|
1.000 |
1516-4 |
|
1.618 |
1500-0 |
|
2.618 |
1473-2 |
|
4.250 |
1429-4 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1556-5 |
1542-5 |
| PP |
1553-5 |
1537-3 |
| S1 |
1550-6 |
1532-2 |
|