CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1657-4 |
1722-0 |
64-4 |
3.9% |
1611-0 |
| High |
1684-0 |
1734-0 |
50-0 |
3.0% |
1646-0 |
| Low |
1654-0 |
1717-0 |
63-0 |
3.8% |
1588-0 |
| Close |
1683-4 |
1732-4 |
49-0 |
2.9% |
1645-6 |
| Range |
30-0 |
17-0 |
-13-0 |
-43.3% |
58-0 |
| ATR |
34-0 |
35-2 |
1-1 |
3.4% |
0-0 |
| Volume |
101,792 |
149,313 |
47,521 |
46.7% |
448,811 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1778-7 |
1772-5 |
1741-7 |
|
| R3 |
1761-7 |
1755-5 |
1737-1 |
|
| R2 |
1744-7 |
1744-7 |
1735-5 |
|
| R1 |
1738-5 |
1738-5 |
1734-0 |
1741-6 |
| PP |
1727-7 |
1727-7 |
1727-7 |
1729-3 |
| S1 |
1721-5 |
1721-5 |
1731-0 |
1724-6 |
| S2 |
1710-7 |
1710-7 |
1729-3 |
|
| S3 |
1693-7 |
1704-5 |
1727-7 |
|
| S4 |
1676-7 |
1687-5 |
1723-1 |
|
|
| 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 |
1734-0 |
1619-0 |
115-0 |
6.6% |
17-5 |
1.0% |
99% |
True |
False |
100,015 |
| 10 |
1734-0 |
1555-4 |
178-4 |
10.3% |
21-1 |
1.2% |
99% |
True |
False |
107,917 |
| 20 |
1734-0 |
1555-4 |
178-4 |
10.3% |
22-5 |
1.3% |
99% |
True |
False |
121,216 |
| 40 |
1734-0 |
1401-4 |
332-4 |
19.2% |
23-5 |
1.4% |
100% |
True |
False |
131,837 |
| 60 |
1734-0 |
1256-4 |
477-4 |
27.6% |
20-2 |
1.2% |
100% |
True |
False |
112,900 |
| 80 |
1734-0 |
1253-0 |
481-0 |
27.8% |
19-3 |
1.1% |
100% |
True |
False |
99,288 |
| 100 |
1734-0 |
1253-0 |
481-0 |
27.8% |
18-1 |
1.0% |
100% |
True |
False |
88,882 |
| 120 |
1734-0 |
1253-0 |
481-0 |
27.8% |
16-5 |
1.0% |
100% |
True |
False |
78,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1806-2 |
|
2.618 |
1778-4 |
|
1.618 |
1761-4 |
|
1.000 |
1751-0 |
|
0.618 |
1744-4 |
|
HIGH |
1734-0 |
|
0.618 |
1727-4 |
|
0.500 |
1725-4 |
|
0.382 |
1723-4 |
|
LOW |
1717-0 |
|
0.618 |
1706-4 |
|
1.000 |
1700-0 |
|
1.618 |
1689-4 |
|
2.618 |
1672-4 |
|
4.250 |
1644-6 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1730-1 |
1716-3 |
| PP |
1727-7 |
1700-3 |
| S1 |
1725-4 |
1684-2 |
|