CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1537-4 |
1567-0 |
29-4 |
1.9% |
1443-0 |
| High |
1550-4 |
1567-0 |
16-4 |
1.1% |
1528-0 |
| Low |
1532-4 |
1506-0 |
-26-4 |
-1.7% |
1433-0 |
| Close |
1538-4 |
1522-4 |
-16-0 |
-1.0% |
1505-6 |
| Range |
18-0 |
61-0 |
43-0 |
238.9% |
95-0 |
| ATR |
28-4 |
30-7 |
2-3 |
8.1% |
0-0 |
| Volume |
158,239 |
123,270 |
-34,969 |
-22.1% |
515,527 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1714-7 |
1679-5 |
1556-0 |
|
| R3 |
1653-7 |
1618-5 |
1539-2 |
|
| R2 |
1592-7 |
1592-7 |
1533-5 |
|
| R1 |
1557-5 |
1557-5 |
1528-1 |
1544-6 |
| PP |
1531-7 |
1531-7 |
1531-7 |
1525-3 |
| S1 |
1496-5 |
1496-5 |
1516-7 |
1483-6 |
| S2 |
1470-7 |
1470-7 |
1511-3 |
|
| S3 |
1409-7 |
1435-5 |
1505-6 |
|
| S4 |
1348-7 |
1374-5 |
1489-0 |
|
|
| 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 |
1494-4 |
75-4 |
5.0% |
31-2 |
2.1% |
37% |
False |
False |
132,358 |
| 10 |
1570-0 |
1401-4 |
168-4 |
11.1% |
25-7 |
1.7% |
72% |
False |
False |
126,666 |
| 20 |
1570-0 |
1308-0 |
262-0 |
17.2% |
20-7 |
1.4% |
82% |
False |
False |
111,591 |
| 40 |
1570-0 |
1253-0 |
317-0 |
20.8% |
17-4 |
1.2% |
85% |
False |
False |
86,537 |
| 60 |
1570-0 |
1253-0 |
317-0 |
20.8% |
16-5 |
1.1% |
85% |
False |
False |
75,004 |
| 80 |
1570-0 |
1253-0 |
317-0 |
20.8% |
15-4 |
1.0% |
85% |
False |
False |
66,219 |
| 100 |
1570-0 |
1253-0 |
317-0 |
20.8% |
14-1 |
0.9% |
85% |
False |
False |
57,833 |
| 120 |
1570-0 |
1180-0 |
390-0 |
25.6% |
13-5 |
0.9% |
88% |
False |
False |
50,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1826-2 |
|
2.618 |
1726-6 |
|
1.618 |
1665-6 |
|
1.000 |
1628-0 |
|
0.618 |
1604-6 |
|
HIGH |
1567-0 |
|
0.618 |
1543-6 |
|
0.500 |
1536-4 |
|
0.382 |
1529-2 |
|
LOW |
1506-0 |
|
0.618 |
1468-2 |
|
1.000 |
1445-0 |
|
1.618 |
1407-2 |
|
2.618 |
1346-2 |
|
4.250 |
1246-6 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1536-4 |
1538-0 |
| PP |
1531-7 |
1532-7 |
| S1 |
1527-1 |
1527-5 |
|