CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1611-0 |
1602-0 |
-9-0 |
-0.6% |
1588-0 |
| High |
1616-0 |
1603-0 |
-13-0 |
-0.8% |
1665-0 |
| Low |
1600-0 |
1588-0 |
-12-0 |
-0.8% |
1555-4 |
| Close |
1600-6 |
1598-0 |
-2-6 |
-0.2% |
1643-6 |
| Range |
16-0 |
15-0 |
-1-0 |
-6.3% |
109-4 |
| ATR |
38-0 |
36-3 |
-1-5 |
-4.3% |
0-0 |
| Volume |
107,541 |
92,299 |
-15,242 |
-14.2% |
623,830 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1641-3 |
1634-5 |
1606-2 |
|
| R3 |
1626-3 |
1619-5 |
1602-1 |
|
| R2 |
1611-3 |
1611-3 |
1600-6 |
|
| R1 |
1604-5 |
1604-5 |
1599-3 |
1600-4 |
| PP |
1596-3 |
1596-3 |
1596-3 |
1594-2 |
| S1 |
1589-5 |
1589-5 |
1596-5 |
1585-4 |
| S2 |
1581-3 |
1581-3 |
1595-2 |
|
| S3 |
1566-3 |
1574-5 |
1593-7 |
|
| S4 |
1551-3 |
1559-5 |
1589-6 |
|
|
| 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 |
6.9% |
24-5 |
1.5% |
39% |
False |
False |
115,820 |
| 10 |
1665-0 |
1555-4 |
109-4 |
6.9% |
25-0 |
1.6% |
39% |
False |
False |
121,916 |
| 20 |
1690-0 |
1552-2 |
137-6 |
8.6% |
25-3 |
1.6% |
33% |
False |
False |
139,090 |
| 40 |
1690-0 |
1371-0 |
319-0 |
20.0% |
23-5 |
1.5% |
71% |
False |
False |
132,158 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.3% |
20-2 |
1.3% |
79% |
False |
False |
109,097 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.3% |
19-0 |
1.2% |
79% |
False |
False |
96,502 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.3% |
17-6 |
1.1% |
79% |
False |
False |
85,380 |
| 120 |
1690-0 |
1253-0 |
437-0 |
27.3% |
16-2 |
1.0% |
79% |
False |
False |
75,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1666-6 |
|
2.618 |
1642-2 |
|
1.618 |
1627-2 |
|
1.000 |
1618-0 |
|
0.618 |
1612-2 |
|
HIGH |
1603-0 |
|
0.618 |
1597-2 |
|
0.500 |
1595-4 |
|
0.382 |
1593-6 |
|
LOW |
1588-0 |
|
0.618 |
1578-6 |
|
1.000 |
1573-0 |
|
1.618 |
1563-6 |
|
2.618 |
1548-6 |
|
4.250 |
1524-2 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1597-1 |
1626-4 |
| PP |
1596-3 |
1617-0 |
| S1 |
1595-4 |
1607-4 |
|