CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1606-0 |
1587-4 |
-18-4 |
-1.2% |
1597-0 |
| High |
1623-0 |
1602-0 |
-21-0 |
-1.3% |
1690-0 |
| Low |
1596-0 |
1563-0 |
-33-0 |
-2.1% |
1581-4 |
| Close |
1615-4 |
1567-4 |
-48-0 |
-3.0% |
1686-2 |
| Range |
27-0 |
39-0 |
12-0 |
44.4% |
108-4 |
| ATR |
37-7 |
38-7 |
1-0 |
2.8% |
0-0 |
| Volume |
190,678 |
143,217 |
-47,461 |
-24.9% |
717,930 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1694-4 |
1670-0 |
1589-0 |
|
| R3 |
1655-4 |
1631-0 |
1578-2 |
|
| R2 |
1616-4 |
1616-4 |
1574-5 |
|
| R1 |
1592-0 |
1592-0 |
1571-1 |
1584-6 |
| PP |
1577-4 |
1577-4 |
1577-4 |
1573-7 |
| S1 |
1553-0 |
1553-0 |
1563-7 |
1545-6 |
| S2 |
1538-4 |
1538-4 |
1560-3 |
|
| S3 |
1499-4 |
1514-0 |
1556-6 |
|
| S4 |
1460-4 |
1475-0 |
1546-0 |
|
|
| 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 |
1552-2 |
137-6 |
8.8% |
29-3 |
1.9% |
11% |
False |
False |
181,254 |
| 10 |
1690-0 |
1542-4 |
147-4 |
9.4% |
25-4 |
1.6% |
17% |
False |
False |
152,959 |
| 20 |
1690-0 |
1401-4 |
288-4 |
18.4% |
25-2 |
1.6% |
58% |
False |
False |
144,691 |
| 40 |
1690-0 |
1256-4 |
433-4 |
27.7% |
20-0 |
1.3% |
72% |
False |
False |
115,131 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.9% |
18-6 |
1.2% |
72% |
False |
False |
96,107 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.9% |
17-2 |
1.1% |
72% |
False |
False |
83,403 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.9% |
15-7 |
1.0% |
72% |
False |
False |
73,198 |
| 120 |
1690-0 |
1226-4 |
463-4 |
29.6% |
14-7 |
1.0% |
74% |
False |
False |
64,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1767-6 |
|
2.618 |
1704-1 |
|
1.618 |
1665-1 |
|
1.000 |
1641-0 |
|
0.618 |
1626-1 |
|
HIGH |
1602-0 |
|
0.618 |
1587-1 |
|
0.500 |
1582-4 |
|
0.382 |
1577-7 |
|
LOW |
1563-0 |
|
0.618 |
1538-7 |
|
1.000 |
1524-0 |
|
1.618 |
1499-7 |
|
2.618 |
1460-7 |
|
4.250 |
1397-2 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1582-4 |
1587-5 |
| PP |
1577-4 |
1580-7 |
| S1 |
1572-4 |
1574-2 |
|