CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1656-0 |
1676-0 |
20-0 |
1.2% |
1597-0 |
| High |
1661-4 |
1690-0 |
28-4 |
1.7% |
1690-0 |
| Low |
1633-0 |
1668-6 |
35-6 |
2.2% |
1581-4 |
| Close |
1652-2 |
1686-2 |
34-0 |
2.1% |
1686-2 |
| Range |
28-4 |
21-2 |
-7-2 |
-25.4% |
108-4 |
| ATR |
30-7 |
31-3 |
0-4 |
1.6% |
0-0 |
| Volume |
150,438 |
212,731 |
62,293 |
41.4% |
717,930 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1745-3 |
1737-1 |
1698-0 |
|
| R3 |
1724-1 |
1715-7 |
1692-1 |
|
| R2 |
1702-7 |
1702-7 |
1690-1 |
|
| R1 |
1694-5 |
1694-5 |
1688-2 |
1698-6 |
| PP |
1681-5 |
1681-5 |
1681-5 |
1683-6 |
| S1 |
1673-3 |
1673-3 |
1684-2 |
1677-4 |
| S2 |
1660-3 |
1660-3 |
1682-3 |
|
| S3 |
1639-1 |
1652-1 |
1680-3 |
|
| S4 |
1617-7 |
1630-7 |
1674-4 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1978-1 |
1940-5 |
1745-7 |
|
| R3 |
1869-5 |
1832-1 |
1716-1 |
|
| R2 |
1761-1 |
1761-1 |
1706-1 |
|
| R1 |
1723-5 |
1723-5 |
1696-2 |
1742-3 |
| PP |
1652-5 |
1652-5 |
1652-5 |
1662-0 |
| S1 |
1615-1 |
1615-1 |
1676-2 |
1633-7 |
| S2 |
1544-1 |
1544-1 |
1666-3 |
|
| S3 |
1435-5 |
1506-5 |
1656-3 |
|
| S4 |
1327-1 |
1398-1 |
1626-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1690-0 |
1581-4 |
108-4 |
6.4% |
22-5 |
1.3% |
97% |
True |
False |
143,586 |
| 10 |
1690-0 |
1506-0 |
184-0 |
10.9% |
25-1 |
1.5% |
98% |
True |
False |
146,125 |
| 20 |
1690-0 |
1373-0 |
317-0 |
18.8% |
23-3 |
1.4% |
99% |
True |
False |
133,344 |
| 40 |
1690-0 |
1256-4 |
433-4 |
25.7% |
18-2 |
1.1% |
99% |
True |
False |
102,602 |
| 60 |
1690-0 |
1253-0 |
437-0 |
25.9% |
17-5 |
1.0% |
99% |
True |
False |
87,996 |
| 80 |
1690-0 |
1253-0 |
437-0 |
25.9% |
16-5 |
1.0% |
99% |
True |
False |
77,140 |
| 100 |
1690-0 |
1253-0 |
437-0 |
25.9% |
15-0 |
0.9% |
99% |
True |
False |
67,208 |
| 120 |
1690-0 |
1194-4 |
495-4 |
29.4% |
14-2 |
0.8% |
99% |
True |
False |
58,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1780-2 |
|
2.618 |
1745-5 |
|
1.618 |
1724-3 |
|
1.000 |
1711-2 |
|
0.618 |
1703-1 |
|
HIGH |
1690-0 |
|
0.618 |
1681-7 |
|
0.500 |
1679-3 |
|
0.382 |
1676-7 |
|
LOW |
1668-6 |
|
0.618 |
1655-5 |
|
1.000 |
1647-4 |
|
1.618 |
1634-3 |
|
2.618 |
1613-1 |
|
4.250 |
1578-4 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1684-0 |
1670-6 |
| PP |
1681-5 |
1655-2 |
| S1 |
1679-3 |
1639-6 |
|