CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1730-0 |
1734-0 |
4-0 |
0.2% |
1657-4 |
| High |
1732-0 |
1734-4 |
2-4 |
0.1% |
1734-4 |
| Low |
1704-6 |
1718-4 |
13-6 |
0.8% |
1654-0 |
| Close |
1715-0 |
1731-4 |
16-4 |
1.0% |
1731-4 |
| Range |
27-2 |
16-0 |
-11-2 |
-41.3% |
80-4 |
| ATR |
33-3 |
32-3 |
-1-0 |
-3.0% |
0-0 |
| Volume |
136,620 |
94,374 |
-42,246 |
-30.9% |
584,944 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1776-1 |
1769-7 |
1740-2 |
|
| R3 |
1760-1 |
1753-7 |
1735-7 |
|
| R2 |
1744-1 |
1744-1 |
1734-3 |
|
| R1 |
1737-7 |
1737-7 |
1733-0 |
1733-0 |
| PP |
1728-1 |
1728-1 |
1728-1 |
1725-6 |
| S1 |
1721-7 |
1721-7 |
1730-0 |
1717-0 |
| S2 |
1712-1 |
1712-1 |
1728-5 |
|
| S3 |
1696-1 |
1705-7 |
1727-1 |
|
| S4 |
1680-1 |
1689-7 |
1722-6 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1948-1 |
1920-3 |
1775-6 |
|
| R3 |
1867-5 |
1839-7 |
1753-5 |
|
| R2 |
1787-1 |
1787-1 |
1746-2 |
|
| R1 |
1759-3 |
1759-3 |
1738-7 |
1773-2 |
| PP |
1706-5 |
1706-5 |
1706-5 |
1713-5 |
| S1 |
1678-7 |
1678-7 |
1724-1 |
1692-6 |
| S2 |
1626-1 |
1626-1 |
1716-6 |
|
| S3 |
1545-5 |
1598-3 |
1709-3 |
|
| S4 |
1465-1 |
1517-7 |
1687-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1734-4 |
1654-0 |
80-4 |
4.6% |
21-0 |
1.2% |
96% |
True |
False |
116,988 |
| 10 |
1734-4 |
1588-0 |
146-4 |
8.5% |
17-6 |
1.0% |
98% |
True |
False |
103,375 |
| 20 |
1734-4 |
1555-4 |
179-0 |
10.3% |
21-5 |
1.3% |
98% |
True |
False |
114,744 |
| 40 |
1734-4 |
1410-0 |
324-4 |
18.7% |
23-3 |
1.3% |
99% |
True |
False |
129,908 |
| 60 |
1734-4 |
1256-4 |
478-0 |
27.6% |
20-3 |
1.2% |
99% |
True |
False |
116,290 |
| 80 |
1734-4 |
1253-0 |
481-4 |
27.8% |
19-2 |
1.1% |
99% |
True |
False |
101,662 |
| 100 |
1734-4 |
1253-0 |
481-4 |
27.8% |
18-0 |
1.0% |
99% |
True |
False |
90,189 |
| 120 |
1734-4 |
1253-0 |
481-4 |
27.8% |
16-7 |
1.0% |
99% |
True |
False |
81,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1802-4 |
|
2.618 |
1776-3 |
|
1.618 |
1760-3 |
|
1.000 |
1750-4 |
|
0.618 |
1744-3 |
|
HIGH |
1734-4 |
|
0.618 |
1728-3 |
|
0.500 |
1726-4 |
|
0.382 |
1724-5 |
|
LOW |
1718-4 |
|
0.618 |
1708-5 |
|
1.000 |
1702-4 |
|
1.618 |
1692-5 |
|
2.618 |
1676-5 |
|
4.250 |
1650-4 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1729-7 |
1727-4 |
| PP |
1728-1 |
1723-5 |
| S1 |
1726-4 |
1719-5 |
|