CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1646-0 |
1627-4 |
-18-4 |
-1.1% |
1643-4 |
| High |
1657-0 |
1636-0 |
-21-0 |
-1.3% |
1651-0 |
| Low |
1633-4 |
1598-0 |
-35-4 |
-2.2% |
1552-2 |
| Close |
1641-0 |
1629-0 |
-12-0 |
-0.7% |
1601-6 |
| Range |
23-4 |
38-0 |
14-4 |
61.7% |
98-6 |
| ATR |
38-3 |
38-6 |
0-3 |
0.9% |
0-0 |
| Volume |
133,419 |
168,448 |
35,029 |
26.3% |
822,940 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1735-0 |
1720-0 |
1649-7 |
|
| R3 |
1697-0 |
1682-0 |
1639-4 |
|
| R2 |
1659-0 |
1659-0 |
1636-0 |
|
| R1 |
1644-0 |
1644-0 |
1632-4 |
1651-4 |
| PP |
1621-0 |
1621-0 |
1621-0 |
1624-6 |
| S1 |
1606-0 |
1606-0 |
1625-4 |
1613-4 |
| S2 |
1583-0 |
1583-0 |
1622-0 |
|
| S3 |
1545-0 |
1568-0 |
1618-4 |
|
| S4 |
1507-0 |
1530-0 |
1608-1 |
|
|
| 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 |
1657-0 |
1563-0 |
94-0 |
5.8% |
25-3 |
1.6% |
70% |
False |
False |
136,574 |
| 10 |
1690-0 |
1552-2 |
137-6 |
8.5% |
26-3 |
1.6% |
56% |
False |
False |
159,636 |
| 20 |
1690-0 |
1494-4 |
195-4 |
12.0% |
25-6 |
1.6% |
69% |
False |
False |
148,151 |
| 40 |
1690-0 |
1296-4 |
393-4 |
24.2% |
21-0 |
1.3% |
84% |
False |
False |
122,575 |
| 60 |
1690-0 |
1253-0 |
437-0 |
26.8% |
19-2 |
1.2% |
86% |
False |
False |
101,065 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.8% |
17-6 |
1.1% |
86% |
False |
False |
87,697 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.8% |
16-3 |
1.0% |
86% |
False |
False |
77,595 |
| 120 |
1690-0 |
1226-4 |
463-4 |
28.5% |
15-2 |
0.9% |
87% |
False |
False |
68,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1797-4 |
|
2.618 |
1735-4 |
|
1.618 |
1697-4 |
|
1.000 |
1674-0 |
|
0.618 |
1659-4 |
|
HIGH |
1636-0 |
|
0.618 |
1621-4 |
|
0.500 |
1617-0 |
|
0.382 |
1612-4 |
|
LOW |
1598-0 |
|
0.618 |
1574-4 |
|
1.000 |
1560-0 |
|
1.618 |
1536-4 |
|
2.618 |
1498-4 |
|
4.250 |
1436-4 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1625-0 |
1628-4 |
| PP |
1621-0 |
1628-0 |
| S1 |
1617-0 |
1627-4 |
|