CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1709-0 |
1729-0 |
20-0 |
1.2% |
1657-4 |
| High |
1729-0 |
1753-4 |
24-4 |
1.4% |
1734-4 |
| Low |
1708-0 |
1726-0 |
18-0 |
1.1% |
1654-0 |
| Close |
1722-2 |
1753-0 |
30-6 |
1.8% |
1731-4 |
| Range |
21-0 |
27-4 |
6-4 |
31.0% |
80-4 |
| ATR |
31-3 |
31-3 |
0-0 |
0.0% |
0-0 |
| Volume |
114,082 |
98,298 |
-15,784 |
-13.8% |
584,944 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1826-5 |
1817-3 |
1768-1 |
|
| R3 |
1799-1 |
1789-7 |
1760-4 |
|
| R2 |
1771-5 |
1771-5 |
1758-0 |
|
| R1 |
1762-3 |
1762-3 |
1755-4 |
1767-0 |
| PP |
1744-1 |
1744-1 |
1744-1 |
1746-4 |
| S1 |
1734-7 |
1734-7 |
1750-4 |
1739-4 |
| S2 |
1716-5 |
1716-5 |
1748-0 |
|
| S3 |
1689-1 |
1707-3 |
1745-4 |
|
| S4 |
1661-5 |
1679-7 |
1737-7 |
|
|
| 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 |
1753-4 |
1704-6 |
48-6 |
2.8% |
24-2 |
1.4% |
99% |
True |
False |
115,004 |
| 10 |
1753-4 |
1625-0 |
128-4 |
7.3% |
20-7 |
1.2% |
100% |
True |
False |
109,009 |
| 20 |
1753-4 |
1555-4 |
198-0 |
11.3% |
21-6 |
1.2% |
100% |
True |
False |
111,433 |
| 40 |
1753-4 |
1494-4 |
259-0 |
14.8% |
23-6 |
1.4% |
100% |
True |
False |
129,792 |
| 60 |
1753-4 |
1296-4 |
457-0 |
26.1% |
21-2 |
1.2% |
100% |
True |
False |
118,861 |
| 80 |
1753-4 |
1253-0 |
500-4 |
28.6% |
19-7 |
1.1% |
100% |
True |
False |
103,657 |
| 100 |
1753-4 |
1253-0 |
500-4 |
28.6% |
18-5 |
1.1% |
100% |
True |
False |
92,444 |
| 120 |
1753-4 |
1253-0 |
500-4 |
28.6% |
17-2 |
1.0% |
100% |
True |
False |
83,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1870-3 |
|
2.618 |
1825-4 |
|
1.618 |
1798-0 |
|
1.000 |
1781-0 |
|
0.618 |
1770-4 |
|
HIGH |
1753-4 |
|
0.618 |
1743-0 |
|
0.500 |
1739-6 |
|
0.382 |
1736-4 |
|
LOW |
1726-0 |
|
0.618 |
1709-0 |
|
1.000 |
1698-4 |
|
1.618 |
1681-4 |
|
2.618 |
1654-0 |
|
4.250 |
1609-1 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1748-5 |
1745-5 |
| PP |
1744-1 |
1738-1 |
| S1 |
1739-6 |
1730-6 |
|