CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1526-0 |
1532-0 |
6-0 |
0.4% |
1445-2 |
High |
1526-0 |
1571-2 |
45-2 |
3.0% |
1529-0 |
Low |
1504-4 |
1522-4 |
18-0 |
1.2% |
1430-4 |
Close |
1505-6 |
1547-6 |
42-0 |
2.8% |
1505-6 |
Range |
21-4 |
48-6 |
27-2 |
126.7% |
98-4 |
ATR |
32-2 |
34-5 |
2-3 |
7.4% |
0-0 |
Volume |
157,423 |
111,710 |
-45,713 |
-29.0% |
515,527 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1693-3 |
1669-3 |
1574-4 |
|
R3 |
1644-5 |
1620-5 |
1561-1 |
|
R2 |
1595-7 |
1595-7 |
1556-6 |
|
R1 |
1571-7 |
1571-7 |
1552-2 |
1583-7 |
PP |
1547-1 |
1547-1 |
1547-1 |
1553-2 |
S1 |
1523-1 |
1523-1 |
1543-2 |
1535-1 |
S2 |
1498-3 |
1498-3 |
1538-6 |
|
S3 |
1449-5 |
1474-3 |
1534-3 |
|
S4 |
1400-7 |
1425-5 |
1521-0 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1783-7 |
1743-3 |
1559-7 |
|
R3 |
1685-3 |
1644-7 |
1532-7 |
|
R2 |
1586-7 |
1586-7 |
1523-6 |
|
R1 |
1546-3 |
1546-3 |
1514-6 |
1566-5 |
PP |
1488-3 |
1488-3 |
1488-3 |
1498-4 |
S1 |
1447-7 |
1447-7 |
1496-6 |
1468-1 |
S2 |
1389-7 |
1389-7 |
1487-6 |
|
S3 |
1291-3 |
1349-3 |
1478-5 |
|
S4 |
1192-7 |
1250-7 |
1451-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1571-2 |
1430-4 |
140-6 |
9.1% |
33-5 |
2.2% |
83% |
True |
False |
125,447 |
10 |
1571-2 |
1392-6 |
178-4 |
11.5% |
33-4 |
2.2% |
87% |
True |
False |
122,291 |
20 |
1571-2 |
1302-2 |
269-0 |
17.4% |
30-4 |
2.0% |
91% |
True |
False |
105,550 |
40 |
1571-2 |
1244-6 |
326-4 |
21.1% |
29-4 |
1.9% |
93% |
True |
False |
83,084 |
60 |
1571-2 |
1244-6 |
326-4 |
21.1% |
27-1 |
1.8% |
93% |
True |
False |
71,658 |
80 |
1571-2 |
1244-6 |
326-4 |
21.1% |
25-4 |
1.6% |
93% |
True |
False |
63,570 |
100 |
1571-2 |
1244-6 |
326-4 |
21.1% |
23-0 |
1.5% |
93% |
True |
False |
55,645 |
120 |
1571-2 |
1179-4 |
391-6 |
25.3% |
22-0 |
1.4% |
94% |
True |
False |
48,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1778-4 |
2.618 |
1698-7 |
1.618 |
1650-1 |
1.000 |
1620-0 |
0.618 |
1601-3 |
HIGH |
1571-2 |
0.618 |
1552-5 |
0.500 |
1546-7 |
0.382 |
1541-1 |
LOW |
1522-4 |
0.618 |
1492-3 |
1.000 |
1473-6 |
1.618 |
1443-5 |
2.618 |
1394-7 |
4.250 |
1315-2 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1547-4 |
1542-4 |
PP |
1547-1 |
1537-3 |
S1 |
1546-7 |
1532-1 |
|