CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1635-0 |
1657-4 |
22-4 |
1.4% |
1611-0 |
| High |
1646-0 |
1684-0 |
38-0 |
2.3% |
1646-0 |
| Low |
1634-4 |
1654-0 |
19-4 |
1.2% |
1588-0 |
| Close |
1645-6 |
1683-4 |
37-6 |
2.3% |
1645-6 |
| Range |
11-4 |
30-0 |
18-4 |
160.9% |
58-0 |
| ATR |
33-6 |
34-0 |
0-3 |
1.0% |
0-0 |
| Volume |
70,021 |
101,792 |
31,771 |
45.4% |
448,811 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1763-7 |
1753-5 |
1700-0 |
|
| R3 |
1733-7 |
1723-5 |
1691-6 |
|
| R2 |
1703-7 |
1703-7 |
1689-0 |
|
| R1 |
1693-5 |
1693-5 |
1686-2 |
1698-6 |
| PP |
1673-7 |
1673-7 |
1673-7 |
1676-3 |
| S1 |
1663-5 |
1663-5 |
1680-6 |
1668-6 |
| S2 |
1643-7 |
1643-7 |
1678-0 |
|
| S3 |
1613-7 |
1633-5 |
1675-2 |
|
| S4 |
1583-7 |
1603-5 |
1667-0 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1800-5 |
1781-1 |
1677-5 |
|
| R3 |
1742-5 |
1723-1 |
1661-6 |
|
| R2 |
1684-5 |
1684-5 |
1656-3 |
|
| R1 |
1665-1 |
1665-1 |
1651-1 |
1674-7 |
| PP |
1626-5 |
1626-5 |
1626-5 |
1631-4 |
| S1 |
1607-1 |
1607-1 |
1640-3 |
1616-7 |
| S2 |
1568-5 |
1568-5 |
1635-1 |
|
| S3 |
1510-5 |
1549-1 |
1629-6 |
|
| S4 |
1452-5 |
1491-1 |
1613-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1684-0 |
1588-0 |
96-0 |
5.7% |
17-2 |
1.0% |
99% |
True |
False |
88,612 |
| 10 |
1684-0 |
1555-4 |
128-4 |
7.6% |
22-5 |
1.3% |
100% |
True |
False |
105,242 |
| 20 |
1684-0 |
1552-2 |
131-6 |
7.8% |
23-0 |
1.4% |
100% |
True |
False |
122,971 |
| 40 |
1690-0 |
1401-4 |
288-4 |
17.1% |
23-6 |
1.4% |
98% |
False |
False |
130,178 |
| 60 |
1690-0 |
1256-4 |
433-4 |
25.7% |
20-1 |
1.2% |
99% |
False |
False |
111,210 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.0% |
19-2 |
1.1% |
99% |
False |
False |
98,034 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.0% |
18-1 |
1.1% |
99% |
False |
False |
87,714 |
| 120 |
1690-0 |
1253-0 |
437-0 |
26.0% |
16-5 |
1.0% |
99% |
False |
False |
77,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1811-4 |
|
2.618 |
1762-4 |
|
1.618 |
1732-4 |
|
1.000 |
1714-0 |
|
0.618 |
1702-4 |
|
HIGH |
1684-0 |
|
0.618 |
1672-4 |
|
0.500 |
1669-0 |
|
0.382 |
1665-4 |
|
LOW |
1654-0 |
|
0.618 |
1635-4 |
|
1.000 |
1624-0 |
|
1.618 |
1605-4 |
|
2.618 |
1575-4 |
|
4.250 |
1526-4 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1678-5 |
1673-7 |
| PP |
1673-7 |
1664-1 |
| S1 |
1669-0 |
1654-4 |
|