CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1611-0 |
1631-0 |
20-0 |
1.2% |
1638-4 |
| High |
1626-0 |
1638-0 |
12-0 |
0.7% |
1657-0 |
| Low |
1597-0 |
1626-0 |
29-0 |
1.8% |
1597-0 |
| Close |
1616-4 |
1628-6 |
12-2 |
0.8% |
1628-6 |
| Range |
29-0 |
12-0 |
-17-0 |
-58.6% |
60-0 |
| ATR |
38-2 |
37-0 |
-1-2 |
-3.1% |
0-0 |
| Volume |
123,970 |
103,075 |
-20,895 |
-16.9% |
637,300 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1666-7 |
1659-7 |
1635-3 |
|
| R3 |
1654-7 |
1647-7 |
1632-0 |
|
| R2 |
1642-7 |
1642-7 |
1631-0 |
|
| R1 |
1635-7 |
1635-7 |
1629-7 |
1633-3 |
| PP |
1630-7 |
1630-7 |
1630-7 |
1629-6 |
| S1 |
1623-7 |
1623-7 |
1627-5 |
1621-3 |
| S2 |
1618-7 |
1618-7 |
1626-4 |
|
| S3 |
1606-7 |
1611-7 |
1625-4 |
|
| S4 |
1594-7 |
1599-7 |
1622-1 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1807-5 |
1778-1 |
1661-6 |
|
| R3 |
1747-5 |
1718-1 |
1645-2 |
|
| R2 |
1687-5 |
1687-5 |
1639-6 |
|
| R1 |
1658-1 |
1658-1 |
1634-2 |
1642-7 |
| PP |
1627-5 |
1627-5 |
1627-5 |
1620-0 |
| S1 |
1598-1 |
1598-1 |
1623-2 |
1582-7 |
| S2 |
1567-5 |
1567-5 |
1617-6 |
|
| S3 |
1507-5 |
1538-1 |
1612-2 |
|
| S4 |
1447-5 |
1478-1 |
1595-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1657-0 |
1597-0 |
60-0 |
3.7% |
23-2 |
1.4% |
53% |
False |
False |
127,460 |
| 10 |
1657-0 |
1552-2 |
104-6 |
6.4% |
25-4 |
1.6% |
73% |
False |
False |
146,024 |
| 20 |
1690-0 |
1506-0 |
184-0 |
11.3% |
25-2 |
1.6% |
67% |
False |
False |
146,074 |
| 40 |
1690-0 |
1308-0 |
382-0 |
23.5% |
21-3 |
1.3% |
84% |
False |
False |
125,152 |
| 60 |
1690-0 |
1253-0 |
437-0 |
26.8% |
19-2 |
1.2% |
86% |
False |
False |
103,102 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.8% |
17-6 |
1.1% |
86% |
False |
False |
89,401 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.8% |
16-5 |
1.0% |
86% |
False |
False |
79,153 |
| 120 |
1690-0 |
1252-4 |
437-4 |
26.9% |
15-3 |
0.9% |
86% |
False |
False |
69,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1689-0 |
|
2.618 |
1669-3 |
|
1.618 |
1657-3 |
|
1.000 |
1650-0 |
|
0.618 |
1645-3 |
|
HIGH |
1638-0 |
|
0.618 |
1633-3 |
|
0.500 |
1632-0 |
|
0.382 |
1630-5 |
|
LOW |
1626-0 |
|
0.618 |
1618-5 |
|
1.000 |
1614-0 |
|
1.618 |
1606-5 |
|
2.618 |
1594-5 |
|
4.250 |
1575-0 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1632-0 |
1625-0 |
| PP |
1630-7 |
1621-2 |
| S1 |
1629-7 |
1617-4 |
|