CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1557-0 |
1597-0 |
40-0 |
2.6% |
1556-0 |
| High |
1559-0 |
1597-0 |
38-0 |
2.4% |
1570-0 |
| Low |
1542-4 |
1582-0 |
39-4 |
2.6% |
1506-0 |
| Close |
1552-4 |
1590-4 |
38-0 |
2.4% |
1552-4 |
| Range |
16-4 |
15-0 |
-1-4 |
-9.1% |
64-0 |
| ATR |
29-7 |
30-7 |
1-0 |
3.5% |
0-0 |
| Volume |
118,121 |
101,409 |
-16,712 |
-14.1% |
743,326 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1634-7 |
1627-5 |
1598-6 |
|
| R3 |
1619-7 |
1612-5 |
1594-5 |
|
| R2 |
1604-7 |
1604-7 |
1593-2 |
|
| R1 |
1597-5 |
1597-5 |
1591-7 |
1593-6 |
| PP |
1589-7 |
1589-7 |
1589-7 |
1587-7 |
| S1 |
1582-5 |
1582-5 |
1589-1 |
1578-6 |
| S2 |
1574-7 |
1574-7 |
1587-6 |
|
| S3 |
1559-7 |
1567-5 |
1586-3 |
|
| S4 |
1544-7 |
1552-5 |
1582-2 |
|
|
| 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 |
1597-0 |
1506-0 |
91-0 |
5.7% |
25-2 |
1.6% |
93% |
True |
False |
146,605 |
| 10 |
1597-0 |
1433-0 |
164-0 |
10.3% |
23-7 |
1.5% |
96% |
True |
False |
136,026 |
| 20 |
1597-0 |
1327-0 |
270-0 |
17.0% |
21-6 |
1.4% |
98% |
True |
False |
122,666 |
| 40 |
1597-0 |
1253-0 |
344-0 |
21.6% |
18-0 |
1.1% |
98% |
True |
False |
92,580 |
| 60 |
1597-0 |
1253-0 |
344-0 |
21.6% |
16-7 |
1.1% |
98% |
True |
False |
80,878 |
| 80 |
1597-0 |
1253-0 |
344-0 |
21.6% |
15-6 |
1.0% |
98% |
True |
False |
70,822 |
| 100 |
1597-0 |
1253-0 |
344-0 |
21.6% |
14-3 |
0.9% |
98% |
True |
False |
61,827 |
| 120 |
1597-0 |
1193-4 |
403-4 |
25.4% |
13-6 |
0.9% |
98% |
True |
False |
54,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1660-6 |
|
2.618 |
1636-2 |
|
1.618 |
1621-2 |
|
1.000 |
1612-0 |
|
0.618 |
1606-2 |
|
HIGH |
1597-0 |
|
0.618 |
1591-2 |
|
0.500 |
1589-4 |
|
0.382 |
1587-6 |
|
LOW |
1582-0 |
|
0.618 |
1572-6 |
|
1.000 |
1567-0 |
|
1.618 |
1557-6 |
|
2.618 |
1542-6 |
|
4.250 |
1518-2 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1590-1 |
1580-3 |
| PP |
1589-7 |
1570-3 |
| S1 |
1589-4 |
1560-2 |
|