CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1676-0 |
1643-4 |
-32-4 |
-1.9% |
1597-0 |
| High |
1690-0 |
1651-0 |
-39-0 |
-2.3% |
1690-0 |
| Low |
1668-6 |
1616-2 |
-52-4 |
-3.1% |
1581-4 |
| Close |
1686-2 |
1622-2 |
-64-0 |
-3.8% |
1686-2 |
| Range |
21-2 |
34-6 |
13-4 |
63.5% |
108-4 |
| ATR |
31-3 |
34-1 |
2-6 |
8.8% |
0-0 |
| Volume |
212,731 |
175,237 |
-37,494 |
-17.6% |
717,930 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1734-1 |
1712-7 |
1641-3 |
|
| R3 |
1699-3 |
1678-1 |
1631-6 |
|
| R2 |
1664-5 |
1664-5 |
1628-5 |
|
| R1 |
1643-3 |
1643-3 |
1625-3 |
1636-5 |
| PP |
1629-7 |
1629-7 |
1629-7 |
1626-4 |
| S1 |
1608-5 |
1608-5 |
1619-1 |
1601-7 |
| S2 |
1595-1 |
1595-1 |
1615-7 |
|
| S3 |
1560-3 |
1573-7 |
1612-6 |
|
| S4 |
1525-5 |
1539-1 |
1603-1 |
|
|
| 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 |
6.7% |
26-5 |
1.6% |
38% |
False |
False |
158,351 |
| 10 |
1690-0 |
1506-0 |
184-0 |
11.3% |
25-7 |
1.6% |
63% |
False |
False |
152,478 |
| 20 |
1690-0 |
1401-4 |
288-4 |
17.8% |
24-2 |
1.5% |
77% |
False |
False |
137,385 |
| 40 |
1690-0 |
1256-4 |
433-4 |
26.7% |
18-5 |
1.1% |
84% |
False |
False |
105,330 |
| 60 |
1690-0 |
1253-0 |
437-0 |
26.9% |
18-0 |
1.1% |
84% |
False |
False |
89,722 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.9% |
16-7 |
1.0% |
84% |
False |
False |
78,899 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.9% |
15-2 |
0.9% |
84% |
False |
False |
68,738 |
| 120 |
1690-0 |
1210-0 |
480-0 |
29.6% |
14-4 |
0.9% |
86% |
False |
False |
60,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1798-6 |
|
2.618 |
1742-0 |
|
1.618 |
1707-2 |
|
1.000 |
1685-6 |
|
0.618 |
1672-4 |
|
HIGH |
1651-0 |
|
0.618 |
1637-6 |
|
0.500 |
1633-5 |
|
0.382 |
1629-4 |
|
LOW |
1616-2 |
|
0.618 |
1594-6 |
|
1.000 |
1581-4 |
|
1.618 |
1560-0 |
|
2.618 |
1525-2 |
|
4.250 |
1468-4 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1633-5 |
1653-1 |
| PP |
1629-7 |
1642-7 |
| S1 |
1626-0 |
1632-4 |
|