CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1631-0 |
1588-0 |
-43-0 |
-2.6% |
1638-4 |
| High |
1638-0 |
1597-0 |
-41-0 |
-2.5% |
1657-0 |
| Low |
1626-0 |
1582-0 |
-44-0 |
-2.7% |
1597-0 |
| Close |
1628-6 |
1584-2 |
-44-4 |
-2.7% |
1628-6 |
| Range |
12-0 |
15-0 |
3-0 |
25.0% |
60-0 |
| ATR |
37-0 |
37-6 |
0-6 |
1.9% |
0-0 |
| Volume |
103,075 |
122,013 |
18,938 |
18.4% |
637,300 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1632-6 |
1623-4 |
1592-4 |
|
| R3 |
1617-6 |
1608-4 |
1588-3 |
|
| R2 |
1602-6 |
1602-6 |
1587-0 |
|
| R1 |
1593-4 |
1593-4 |
1585-5 |
1590-5 |
| PP |
1587-6 |
1587-6 |
1587-6 |
1586-2 |
| S1 |
1578-4 |
1578-4 |
1582-7 |
1575-5 |
| S2 |
1572-6 |
1572-6 |
1581-4 |
|
| S3 |
1557-6 |
1563-4 |
1580-1 |
|
| S4 |
1542-6 |
1548-4 |
1576-0 |
|
|
| 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 |
1582-0 |
75-0 |
4.7% |
23-4 |
1.5% |
3% |
False |
True |
130,185 |
| 10 |
1657-0 |
1552-2 |
104-6 |
6.6% |
23-4 |
1.5% |
31% |
False |
False |
140,701 |
| 20 |
1690-0 |
1506-0 |
184-0 |
11.6% |
24-6 |
1.6% |
43% |
False |
False |
146,589 |
| 40 |
1690-0 |
1308-0 |
382-0 |
24.1% |
21-5 |
1.4% |
72% |
False |
False |
126,070 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.6% |
19-3 |
1.2% |
76% |
False |
False |
104,253 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.6% |
17-7 |
1.1% |
76% |
False |
False |
90,391 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.6% |
16-5 |
1.1% |
76% |
False |
False |
80,051 |
| 120 |
1690-0 |
1252-4 |
437-4 |
27.6% |
15-3 |
1.0% |
76% |
False |
False |
70,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1660-6 |
|
2.618 |
1636-2 |
|
1.618 |
1621-2 |
|
1.000 |
1612-0 |
|
0.618 |
1606-2 |
|
HIGH |
1597-0 |
|
0.618 |
1591-2 |
|
0.500 |
1589-4 |
|
0.382 |
1587-6 |
|
LOW |
1582-0 |
|
0.618 |
1572-6 |
|
1.000 |
1567-0 |
|
1.618 |
1557-6 |
|
2.618 |
1542-6 |
|
4.250 |
1518-2 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1589-4 |
1610-0 |
| PP |
1587-6 |
1601-3 |
| S1 |
1586-0 |
1592-7 |
|