CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1590-4 |
1656-0 |
65-4 |
4.1% |
1556-0 |
High |
1622-0 |
1661-4 |
39-4 |
2.4% |
1570-0 |
Low |
1589-4 |
1633-0 |
43-4 |
2.7% |
1506-0 |
Close |
1620-0 |
1652-2 |
32-2 |
2.0% |
1552-4 |
Range |
32-4 |
28-4 |
-4-0 |
-12.3% |
64-0 |
ATR |
30-0 |
30-7 |
0-7 |
2.7% |
0-0 |
Volume |
134,736 |
150,438 |
15,702 |
11.7% |
743,326 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1734-3 |
1721-7 |
1667-7 |
|
R3 |
1705-7 |
1693-3 |
1660-1 |
|
R2 |
1677-3 |
1677-3 |
1657-4 |
|
R1 |
1664-7 |
1664-7 |
1654-7 |
1656-7 |
PP |
1648-7 |
1648-7 |
1648-7 |
1645-0 |
S1 |
1636-3 |
1636-3 |
1649-5 |
1628-3 |
S2 |
1620-3 |
1620-3 |
1647-0 |
|
S3 |
1591-7 |
1607-7 |
1644-3 |
|
S4 |
1563-3 |
1579-3 |
1636-5 |
|
|
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 |
1661-4 |
1542-4 |
119-0 |
7.2% |
21-6 |
1.3% |
92% |
True |
False |
124,664 |
10 |
1661-4 |
1505-0 |
156-4 |
9.5% |
24-5 |
1.5% |
94% |
True |
False |
140,594 |
20 |
1661-4 |
1371-0 |
290-4 |
17.6% |
23-4 |
1.4% |
97% |
True |
False |
127,429 |
40 |
1661-4 |
1253-0 |
408-4 |
24.7% |
18-1 |
1.1% |
98% |
True |
False |
98,885 |
60 |
1661-4 |
1253-0 |
408-4 |
24.7% |
17-4 |
1.1% |
98% |
True |
False |
85,367 |
80 |
1661-4 |
1253-0 |
408-4 |
24.7% |
16-3 |
1.0% |
98% |
True |
False |
74,875 |
100 |
1661-4 |
1253-0 |
408-4 |
24.7% |
14-7 |
0.9% |
98% |
True |
False |
65,273 |
120 |
1661-4 |
1193-4 |
468-0 |
28.3% |
14-1 |
0.9% |
98% |
True |
False |
57,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1782-5 |
2.618 |
1736-1 |
1.618 |
1707-5 |
1.000 |
1690-0 |
0.618 |
1679-1 |
HIGH |
1661-4 |
0.618 |
1650-5 |
0.500 |
1647-2 |
0.382 |
1643-7 |
LOW |
1633-0 |
0.618 |
1615-3 |
1.000 |
1604-4 |
1.618 |
1586-7 |
2.618 |
1558-3 |
4.250 |
1511-7 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1650-5 |
1642-0 |
PP |
1648-7 |
1631-6 |
S1 |
1647-2 |
1621-4 |
|