CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1603-0 |
1631-0 |
28-0 |
1.7% |
1588-0 |
| High |
1632-0 |
1665-0 |
33-0 |
2.0% |
1665-0 |
| Low |
1603-0 |
1628-4 |
25-4 |
1.6% |
1555-4 |
| Close |
1631-2 |
1643-6 |
12-4 |
0.8% |
1643-6 |
| Range |
29-0 |
36-4 |
7-4 |
25.9% |
109-4 |
| ATR |
37-5 |
37-4 |
-0-1 |
-0.2% |
0-0 |
| Volume |
122,419 |
148,813 |
26,394 |
21.6% |
623,830 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1755-2 |
1736-0 |
1663-7 |
|
| R3 |
1718-6 |
1699-4 |
1653-6 |
|
| R2 |
1682-2 |
1682-2 |
1650-4 |
|
| R1 |
1663-0 |
1663-0 |
1647-1 |
1672-5 |
| PP |
1645-6 |
1645-6 |
1645-6 |
1650-4 |
| S1 |
1626-4 |
1626-4 |
1640-3 |
1636-1 |
| S2 |
1609-2 |
1609-2 |
1637-0 |
|
| S3 |
1572-6 |
1590-0 |
1633-6 |
|
| S4 |
1536-2 |
1553-4 |
1623-5 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1949-7 |
1906-3 |
1704-0 |
|
| R3 |
1840-3 |
1796-7 |
1673-7 |
|
| R2 |
1730-7 |
1730-7 |
1663-7 |
|
| R1 |
1687-3 |
1687-3 |
1653-6 |
1709-1 |
| PP |
1621-3 |
1621-3 |
1621-3 |
1632-2 |
| S1 |
1577-7 |
1577-7 |
1633-6 |
1599-5 |
| S2 |
1511-7 |
1511-7 |
1623-5 |
|
| S3 |
1402-3 |
1468-3 |
1613-5 |
|
| S4 |
1292-7 |
1358-7 |
1583-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1665-0 |
1555-4 |
109-4 |
6.7% |
27-7 |
1.7% |
81% |
True |
False |
124,766 |
| 10 |
1665-0 |
1555-4 |
109-4 |
6.7% |
25-5 |
1.6% |
81% |
True |
False |
126,113 |
| 20 |
1690-0 |
1552-2 |
137-6 |
8.4% |
25-3 |
1.5% |
66% |
False |
False |
140,100 |
| 40 |
1690-0 |
1308-6 |
381-2 |
23.2% |
23-4 |
1.4% |
88% |
False |
False |
130,379 |
| 60 |
1690-0 |
1253-0 |
437-0 |
26.6% |
20-3 |
1.2% |
89% |
False |
False |
107,906 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.6% |
19-0 |
1.2% |
89% |
False |
False |
94,891 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.6% |
17-5 |
1.1% |
89% |
False |
False |
83,981 |
| 120 |
1690-0 |
1253-0 |
437-0 |
26.6% |
16-1 |
1.0% |
89% |
False |
False |
74,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1820-1 |
|
2.618 |
1760-4 |
|
1.618 |
1724-0 |
|
1.000 |
1701-4 |
|
0.618 |
1687-4 |
|
HIGH |
1665-0 |
|
0.618 |
1651-0 |
|
0.500 |
1646-6 |
|
0.382 |
1642-4 |
|
LOW |
1628-4 |
|
0.618 |
1606-0 |
|
1.000 |
1592-0 |
|
1.618 |
1569-4 |
|
2.618 |
1533-0 |
|
4.250 |
1473-3 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1646-6 |
1632-5 |
| PP |
1645-6 |
1621-3 |
| S1 |
1644-6 |
1610-2 |
|