CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1588-0 |
1595-0 |
7-0 |
0.4% |
1638-4 |
| High |
1597-0 |
1595-4 |
-1-4 |
-0.1% |
1657-0 |
| Low |
1582-0 |
1563-0 |
-19-0 |
-1.2% |
1597-0 |
| Close |
1584-2 |
1565-6 |
-18-4 |
-1.2% |
1628-6 |
| Range |
15-0 |
32-4 |
17-4 |
116.7% |
60-0 |
| ATR |
37-6 |
37-3 |
-0-3 |
-1.0% |
0-0 |
| Volume |
122,013 |
122,555 |
542 |
0.4% |
637,300 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1672-2 |
1651-4 |
1583-5 |
|
| R3 |
1639-6 |
1619-0 |
1574-6 |
|
| R2 |
1607-2 |
1607-2 |
1571-6 |
|
| R1 |
1586-4 |
1586-4 |
1568-6 |
1580-5 |
| PP |
1574-6 |
1574-6 |
1574-6 |
1571-6 |
| S1 |
1554-0 |
1554-0 |
1562-6 |
1548-1 |
| S2 |
1542-2 |
1542-2 |
1559-6 |
|
| S3 |
1509-6 |
1521-4 |
1556-6 |
|
| S4 |
1477-2 |
1489-0 |
1547-7 |
|
|
| 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 |
1638-0 |
1563-0 |
75-0 |
4.8% |
25-2 |
1.6% |
4% |
False |
True |
128,012 |
| 10 |
1657-0 |
1563-0 |
94-0 |
6.0% |
24-2 |
1.5% |
3% |
False |
True |
134,516 |
| 20 |
1690-0 |
1506-0 |
184-0 |
11.8% |
25-3 |
1.6% |
32% |
False |
False |
144,805 |
| 40 |
1690-0 |
1308-0 |
382-0 |
24.4% |
22-0 |
1.4% |
67% |
False |
False |
126,825 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.9% |
19-3 |
1.2% |
72% |
False |
False |
105,158 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.9% |
18-1 |
1.2% |
72% |
False |
False |
91,420 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.9% |
17-0 |
1.1% |
72% |
False |
False |
80,984 |
| 120 |
1690-0 |
1252-4 |
437-4 |
27.9% |
15-5 |
1.0% |
72% |
False |
False |
71,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1733-5 |
|
2.618 |
1680-5 |
|
1.618 |
1648-1 |
|
1.000 |
1628-0 |
|
0.618 |
1615-5 |
|
HIGH |
1595-4 |
|
0.618 |
1583-1 |
|
0.500 |
1579-2 |
|
0.382 |
1575-3 |
|
LOW |
1563-0 |
|
0.618 |
1542-7 |
|
1.000 |
1530-4 |
|
1.618 |
1510-3 |
|
2.618 |
1477-7 |
|
4.250 |
1424-7 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1579-2 |
1600-4 |
| PP |
1574-6 |
1588-7 |
| S1 |
1570-2 |
1577-3 |
|