CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1529-4 |
1557-0 |
27-4 |
1.8% |
1556-0 |
High |
1539-0 |
1559-0 |
20-0 |
1.3% |
1570-0 |
Low |
1523-4 |
1542-4 |
19-0 |
1.2% |
1506-0 |
Close |
1529-0 |
1552-4 |
23-4 |
1.5% |
1552-4 |
Range |
15-4 |
16-4 |
1-0 |
6.5% |
64-0 |
ATR |
29-7 |
29-7 |
0-0 |
0.0% |
0-0 |
Volume |
231,986 |
118,121 |
-113,865 |
-49.1% |
743,326 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1600-7 |
1593-1 |
1561-5 |
|
R3 |
1584-3 |
1576-5 |
1557-0 |
|
R2 |
1567-7 |
1567-7 |
1555-4 |
|
R1 |
1560-1 |
1560-1 |
1554-0 |
1555-6 |
PP |
1551-3 |
1551-3 |
1551-3 |
1549-1 |
S1 |
1543-5 |
1543-5 |
1551-0 |
1539-2 |
S2 |
1534-7 |
1534-7 |
1549-4 |
|
S3 |
1518-3 |
1527-1 |
1548-0 |
|
S4 |
1501-7 |
1510-5 |
1543-3 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1734-7 |
1707-5 |
1587-6 |
|
R3 |
1670-7 |
1643-5 |
1570-1 |
|
R2 |
1606-7 |
1606-7 |
1564-2 |
|
R1 |
1579-5 |
1579-5 |
1558-3 |
1561-2 |
PP |
1542-7 |
1542-7 |
1542-7 |
1533-5 |
S1 |
1515-5 |
1515-5 |
1546-5 |
1497-2 |
S2 |
1478-7 |
1478-7 |
1540-6 |
|
S3 |
1414-7 |
1451-5 |
1534-7 |
|
S4 |
1350-7 |
1387-5 |
1517-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1570-0 |
1506-0 |
64-0 |
4.1% |
27-4 |
1.8% |
73% |
False |
False |
148,665 |
10 |
1570-0 |
1410-0 |
160-0 |
10.3% |
24-7 |
1.6% |
89% |
False |
False |
136,057 |
20 |
1570-0 |
1308-6 |
261-2 |
16.8% |
21-4 |
1.4% |
93% |
False |
False |
120,658 |
40 |
1570-0 |
1253-0 |
317-0 |
20.4% |
17-7 |
1.2% |
94% |
False |
False |
91,810 |
60 |
1570-0 |
1253-0 |
317-0 |
20.4% |
16-7 |
1.1% |
94% |
False |
False |
79,822 |
80 |
1570-0 |
1253-0 |
317-0 |
20.4% |
15-6 |
1.0% |
94% |
False |
False |
69,952 |
100 |
1570-0 |
1253-0 |
317-0 |
20.4% |
14-3 |
0.9% |
94% |
False |
False |
61,003 |
120 |
1570-0 |
1193-4 |
376-4 |
24.3% |
13-6 |
0.9% |
95% |
False |
False |
53,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1629-1 |
2.618 |
1602-2 |
1.618 |
1585-6 |
1.000 |
1575-4 |
0.618 |
1569-2 |
HIGH |
1559-0 |
0.618 |
1552-6 |
0.500 |
1550-6 |
0.382 |
1548-6 |
LOW |
1542-4 |
0.618 |
1532-2 |
1.000 |
1526-0 |
1.618 |
1515-6 |
2.618 |
1499-2 |
4.250 |
1472-3 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1551-7 |
1547-1 |
PP |
1551-3 |
1541-7 |
S1 |
1550-6 |
1536-4 |
|