CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1722-0 |
1731-0 |
9-0 |
0.5% |
1611-0 |
| High |
1734-0 |
1732-0 |
-2-0 |
-0.1% |
1646-0 |
| Low |
1717-0 |
1717-0 |
0-0 |
0.0% |
1588-0 |
| Close |
1732-4 |
1727-6 |
-4-6 |
-0.3% |
1645-6 |
| Range |
17-0 |
15-0 |
-2-0 |
-11.8% |
58-0 |
| ATR |
35-2 |
33-7 |
-1-3 |
-4.0% |
0-0 |
| Volume |
149,313 |
102,845 |
-46,468 |
-31.1% |
448,811 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1770-5 |
1764-1 |
1736-0 |
|
| R3 |
1755-5 |
1749-1 |
1731-7 |
|
| R2 |
1740-5 |
1740-5 |
1730-4 |
|
| R1 |
1734-1 |
1734-1 |
1729-1 |
1729-7 |
| PP |
1725-5 |
1725-5 |
1725-5 |
1723-4 |
| S1 |
1719-1 |
1719-1 |
1726-3 |
1714-7 |
| S2 |
1710-5 |
1710-5 |
1725-0 |
|
| S3 |
1695-5 |
1704-1 |
1723-5 |
|
| S4 |
1680-5 |
1689-1 |
1719-4 |
|
|
| 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 |
1625-0 |
109-0 |
6.3% |
17-3 |
1.0% |
94% |
False |
False |
103,013 |
| 10 |
1734-0 |
1588-0 |
146-0 |
8.5% |
20-0 |
1.2% |
96% |
False |
False |
107,399 |
| 20 |
1734-0 |
1555-4 |
178-4 |
10.3% |
22-1 |
1.3% |
96% |
False |
False |
116,825 |
| 40 |
1734-0 |
1401-4 |
332-4 |
19.2% |
23-2 |
1.3% |
98% |
False |
False |
130,538 |
| 60 |
1734-0 |
1256-4 |
477-4 |
27.6% |
20-2 |
1.2% |
99% |
False |
False |
114,023 |
| 80 |
1734-0 |
1253-0 |
481-0 |
27.8% |
19-2 |
1.1% |
99% |
False |
False |
100,032 |
| 100 |
1734-0 |
1253-0 |
481-0 |
27.8% |
18-0 |
1.0% |
99% |
False |
False |
89,496 |
| 120 |
1734-0 |
1253-0 |
481-0 |
27.8% |
16-6 |
1.0% |
99% |
False |
False |
79,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1795-6 |
|
2.618 |
1771-2 |
|
1.618 |
1756-2 |
|
1.000 |
1747-0 |
|
0.618 |
1741-2 |
|
HIGH |
1732-0 |
|
0.618 |
1726-2 |
|
0.500 |
1724-4 |
|
0.382 |
1722-6 |
|
LOW |
1717-0 |
|
0.618 |
1707-6 |
|
1.000 |
1702-0 |
|
1.618 |
1692-6 |
|
2.618 |
1677-6 |
|
4.250 |
1653-2 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1726-5 |
1716-4 |
| PP |
1725-5 |
1705-2 |
| S1 |
1724-4 |
1694-0 |
|