CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1597-0 |
1590-4 |
-6-4 |
-0.4% |
1556-0 |
| High |
1597-4 |
1622-0 |
24-4 |
1.5% |
1570-0 |
| Low |
1581-4 |
1589-4 |
8-0 |
0.5% |
1506-0 |
| Close |
1590-4 |
1620-0 |
29-4 |
1.9% |
1552-4 |
| Range |
16-0 |
32-4 |
16-4 |
103.1% |
64-0 |
| ATR |
29-7 |
30-0 |
0-2 |
0.6% |
0-0 |
| Volume |
118,616 |
134,736 |
16,120 |
13.6% |
743,326 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1708-0 |
1696-4 |
1637-7 |
|
| R3 |
1675-4 |
1664-0 |
1629-0 |
|
| R2 |
1643-0 |
1643-0 |
1626-0 |
|
| R1 |
1631-4 |
1631-4 |
1623-0 |
1637-2 |
| PP |
1610-4 |
1610-4 |
1610-4 |
1613-3 |
| S1 |
1599-0 |
1599-0 |
1617-0 |
1604-6 |
| S2 |
1578-0 |
1578-0 |
1614-0 |
|
| S3 |
1545-4 |
1566-4 |
1611-0 |
|
| S4 |
1513-0 |
1534-0 |
1602-1 |
|
|
| 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 |
1622-0 |
1523-4 |
98-4 |
6.1% |
19-1 |
1.2% |
98% |
True |
False |
140,973 |
| 10 |
1622-0 |
1494-4 |
127-4 |
7.9% |
25-1 |
1.6% |
98% |
True |
False |
136,666 |
| 20 |
1622-0 |
1371-0 |
251-0 |
15.5% |
22-6 |
1.4% |
99% |
True |
False |
127,641 |
| 40 |
1622-0 |
1253-0 |
369-0 |
22.8% |
18-2 |
1.1% |
99% |
True |
False |
96,151 |
| 60 |
1622-0 |
1253-0 |
369-0 |
22.8% |
17-1 |
1.1% |
99% |
True |
False |
83,617 |
| 80 |
1622-0 |
1253-0 |
369-0 |
22.8% |
16-2 |
1.0% |
99% |
True |
False |
73,310 |
| 100 |
1622-0 |
1253-0 |
369-0 |
22.8% |
14-6 |
0.9% |
99% |
True |
False |
63,980 |
| 120 |
1622-0 |
1193-4 |
428-4 |
26.5% |
14-0 |
0.9% |
100% |
True |
False |
55,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1760-1 |
|
2.618 |
1707-1 |
|
1.618 |
1674-5 |
|
1.000 |
1654-4 |
|
0.618 |
1642-1 |
|
HIGH |
1622-0 |
|
0.618 |
1609-5 |
|
0.500 |
1605-6 |
|
0.382 |
1601-7 |
|
LOW |
1589-4 |
|
0.618 |
1569-3 |
|
1.000 |
1557-0 |
|
1.618 |
1536-7 |
|
2.618 |
1504-3 |
|
4.250 |
1451-3 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1615-2 |
1613-7 |
| PP |
1610-4 |
1607-7 |
| S1 |
1605-6 |
1601-6 |
|