CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1566-0 |
1603-0 |
37-0 |
2.4% |
1638-4 |
| High |
1582-0 |
1632-0 |
50-0 |
3.2% |
1657-0 |
| Low |
1555-4 |
1603-0 |
47-4 |
3.1% |
1597-0 |
| Close |
1581-2 |
1631-2 |
50-0 |
3.2% |
1628-6 |
| Range |
26-4 |
29-0 |
2-4 |
9.4% |
60-0 |
| ATR |
36-5 |
37-5 |
1-0 |
2.8% |
0-0 |
| Volume |
108,030 |
122,419 |
14,389 |
13.3% |
637,300 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1709-1 |
1699-1 |
1647-2 |
|
| R3 |
1680-1 |
1670-1 |
1639-2 |
|
| R2 |
1651-1 |
1651-1 |
1636-5 |
|
| R1 |
1641-1 |
1641-1 |
1633-7 |
1646-1 |
| PP |
1622-1 |
1622-1 |
1622-1 |
1624-4 |
| S1 |
1612-1 |
1612-1 |
1628-5 |
1617-1 |
| S2 |
1593-1 |
1593-1 |
1625-7 |
|
| S3 |
1564-1 |
1583-1 |
1623-2 |
|
| S4 |
1535-1 |
1554-1 |
1615-2 |
|
|
| 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 |
1555-4 |
82-4 |
5.1% |
23-0 |
1.4% |
92% |
False |
False |
115,618 |
| 10 |
1657-0 |
1555-4 |
101-4 |
6.2% |
23-2 |
1.4% |
75% |
False |
False |
124,171 |
| 20 |
1690-0 |
1542-4 |
147-4 |
9.0% |
24-3 |
1.5% |
60% |
False |
False |
138,565 |
| 40 |
1690-0 |
1308-0 |
382-0 |
23.4% |
22-7 |
1.4% |
85% |
False |
False |
128,632 |
| 60 |
1690-0 |
1253-0 |
437-0 |
26.8% |
19-7 |
1.2% |
87% |
False |
False |
106,493 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.8% |
18-5 |
1.1% |
87% |
False |
False |
93,358 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.8% |
17-3 |
1.1% |
87% |
False |
False |
82,751 |
| 120 |
1690-0 |
1253-0 |
437-0 |
26.8% |
16-0 |
1.0% |
87% |
False |
False |
73,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1755-2 |
|
2.618 |
1707-7 |
|
1.618 |
1678-7 |
|
1.000 |
1661-0 |
|
0.618 |
1649-7 |
|
HIGH |
1632-0 |
|
0.618 |
1620-7 |
|
0.500 |
1617-4 |
|
0.382 |
1614-1 |
|
LOW |
1603-0 |
|
0.618 |
1585-1 |
|
1.000 |
1574-0 |
|
1.618 |
1556-1 |
|
2.618 |
1527-1 |
|
4.250 |
1479-6 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1626-5 |
1618-6 |
| PP |
1622-1 |
1606-2 |
| S1 |
1617-4 |
1593-6 |
|