CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1587-4 |
1605-0 |
17-4 |
1.1% |
1643-4 |
| High |
1602-0 |
1610-0 |
8-0 |
0.5% |
1651-0 |
| Low |
1563-0 |
1597-4 |
34-4 |
2.2% |
1552-2 |
| Close |
1567-4 |
1601-6 |
34-2 |
2.2% |
1601-6 |
| Range |
39-0 |
12-4 |
-26-4 |
-67.9% |
98-6 |
| ATR |
38-7 |
39-1 |
0-2 |
0.7% |
0-0 |
| Volume |
143,217 |
129,398 |
-13,819 |
-9.6% |
822,940 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1640-5 |
1633-5 |
1608-5 |
|
| R3 |
1628-1 |
1621-1 |
1605-2 |
|
| R2 |
1615-5 |
1615-5 |
1604-0 |
|
| R1 |
1608-5 |
1608-5 |
1602-7 |
1605-7 |
| PP |
1603-1 |
1603-1 |
1603-1 |
1601-6 |
| S1 |
1596-1 |
1596-1 |
1600-5 |
1593-3 |
| S2 |
1590-5 |
1590-5 |
1599-4 |
|
| S3 |
1578-1 |
1583-5 |
1598-2 |
|
| S4 |
1565-5 |
1571-1 |
1594-7 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1897-7 |
1848-5 |
1656-0 |
|
| R3 |
1799-1 |
1749-7 |
1628-7 |
|
| R2 |
1700-3 |
1700-3 |
1619-7 |
|
| R1 |
1651-1 |
1651-1 |
1610-6 |
1626-3 |
| PP |
1601-5 |
1601-5 |
1601-5 |
1589-2 |
| S1 |
1552-3 |
1552-3 |
1592-6 |
1527-5 |
| S2 |
1502-7 |
1502-7 |
1583-5 |
|
| S3 |
1404-1 |
1453-5 |
1574-5 |
|
| S4 |
1305-3 |
1354-7 |
1547-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1651-0 |
1552-2 |
98-6 |
6.2% |
27-5 |
1.7% |
50% |
False |
False |
164,588 |
| 10 |
1690-0 |
1552-2 |
137-6 |
8.6% |
25-1 |
1.6% |
36% |
False |
False |
154,087 |
| 20 |
1690-0 |
1410-0 |
280-0 |
17.5% |
25-0 |
1.6% |
68% |
False |
False |
145,072 |
| 40 |
1690-0 |
1256-4 |
433-4 |
27.1% |
19-6 |
1.2% |
80% |
False |
False |
117,063 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.3% |
18-4 |
1.2% |
80% |
False |
False |
97,301 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.3% |
17-1 |
1.1% |
80% |
False |
False |
84,050 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.3% |
15-7 |
1.0% |
80% |
False |
False |
74,293 |
| 120 |
1690-0 |
1226-4 |
463-4 |
28.9% |
14-7 |
0.9% |
81% |
False |
False |
65,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1663-1 |
|
2.618 |
1642-6 |
|
1.618 |
1630-2 |
|
1.000 |
1622-4 |
|
0.618 |
1617-6 |
|
HIGH |
1610-0 |
|
0.618 |
1605-2 |
|
0.500 |
1603-6 |
|
0.382 |
1602-2 |
|
LOW |
1597-4 |
|
0.618 |
1589-6 |
|
1.000 |
1585-0 |
|
1.618 |
1577-2 |
|
2.618 |
1564-6 |
|
4.250 |
1544-3 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1603-6 |
1598-7 |
| PP |
1603-1 |
1595-7 |
| S1 |
1602-3 |
1593-0 |
|