CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1602-0 |
1619-0 |
17-0 |
1.1% |
1588-0 |
| High |
1603-0 |
1635-0 |
32-0 |
2.0% |
1665-0 |
| Low |
1588-0 |
1619-0 |
31-0 |
2.0% |
1555-4 |
| Close |
1598-0 |
1634-4 |
36-4 |
2.3% |
1643-6 |
| Range |
15-0 |
16-0 |
1-0 |
6.7% |
109-4 |
| ATR |
36-3 |
36-3 |
0-0 |
0.1% |
0-0 |
| Volume |
92,299 |
87,852 |
-4,447 |
-4.8% |
623,830 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1677-4 |
1672-0 |
1643-2 |
|
| R3 |
1661-4 |
1656-0 |
1638-7 |
|
| R2 |
1645-4 |
1645-4 |
1637-3 |
|
| R1 |
1640-0 |
1640-0 |
1636-0 |
1642-6 |
| PP |
1629-4 |
1629-4 |
1629-4 |
1630-7 |
| S1 |
1624-0 |
1624-0 |
1633-0 |
1626-6 |
| S2 |
1613-4 |
1613-4 |
1631-5 |
|
| S3 |
1597-4 |
1608-0 |
1630-1 |
|
| S4 |
1581-4 |
1592-0 |
1625-6 |
|
|
| 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 |
1588-0 |
77-0 |
4.7% |
22-4 |
1.4% |
60% |
False |
False |
111,784 |
| 10 |
1665-0 |
1555-4 |
109-4 |
6.7% |
22-6 |
1.4% |
72% |
False |
False |
113,856 |
| 20 |
1690-0 |
1552-2 |
137-6 |
8.4% |
24-4 |
1.5% |
60% |
False |
False |
136,746 |
| 40 |
1690-0 |
1371-0 |
319-0 |
19.5% |
23-5 |
1.4% |
83% |
False |
False |
132,194 |
| 60 |
1690-0 |
1253-0 |
437-0 |
26.7% |
20-3 |
1.2% |
87% |
False |
False |
109,683 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.7% |
19-0 |
1.2% |
87% |
False |
False |
96,899 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.7% |
17-7 |
1.1% |
87% |
False |
False |
85,998 |
| 120 |
1690-0 |
1253-0 |
437-0 |
26.7% |
16-3 |
1.0% |
87% |
False |
False |
76,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1703-0 |
|
2.618 |
1676-7 |
|
1.618 |
1660-7 |
|
1.000 |
1651-0 |
|
0.618 |
1644-7 |
|
HIGH |
1635-0 |
|
0.618 |
1628-7 |
|
0.500 |
1627-0 |
|
0.382 |
1625-1 |
|
LOW |
1619-0 |
|
0.618 |
1609-1 |
|
1.000 |
1603-0 |
|
1.618 |
1593-1 |
|
2.618 |
1577-1 |
|
4.250 |
1551-0 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1632-0 |
1626-7 |
| PP |
1629-4 |
1619-1 |
| S1 |
1627-0 |
1611-4 |
|