CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1532-0 |
1546-0 |
14-0 |
0.9% |
1445-2 |
High |
1571-2 |
1555-4 |
-15-6 |
-1.0% |
1529-0 |
Low |
1522-4 |
1531-0 |
8-4 |
0.6% |
1430-4 |
Close |
1547-6 |
1538-4 |
-9-2 |
-0.6% |
1505-6 |
Range |
48-6 |
24-4 |
-24-2 |
-49.7% |
98-4 |
ATR |
34-5 |
33-7 |
-0-6 |
-2.1% |
0-0 |
Volume |
111,710 |
158,239 |
46,529 |
41.7% |
515,527 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1615-1 |
1601-3 |
1552-0 |
|
R3 |
1590-5 |
1576-7 |
1545-2 |
|
R2 |
1566-1 |
1566-1 |
1543-0 |
|
R1 |
1552-3 |
1552-3 |
1540-6 |
1547-0 |
PP |
1541-5 |
1541-5 |
1541-5 |
1539-0 |
S1 |
1527-7 |
1527-7 |
1536-2 |
1522-4 |
S2 |
1517-1 |
1517-1 |
1534-0 |
|
S3 |
1492-5 |
1503-3 |
1531-6 |
|
S4 |
1468-1 |
1478-7 |
1525-0 |
|
|
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 |
1441-2 |
130-0 |
8.4% |
33-4 |
2.2% |
75% |
False |
False |
130,433 |
10 |
1571-2 |
1392-6 |
178-4 |
11.6% |
32-1 |
2.1% |
82% |
False |
False |
129,821 |
20 |
1571-2 |
1302-2 |
269-0 |
17.5% |
30-2 |
2.0% |
88% |
False |
False |
108,846 |
40 |
1571-2 |
1244-6 |
326-4 |
21.2% |
28-7 |
1.9% |
90% |
False |
False |
85,335 |
60 |
1571-2 |
1244-6 |
326-4 |
21.2% |
27-2 |
1.8% |
90% |
False |
False |
73,625 |
80 |
1571-2 |
1244-6 |
326-4 |
21.2% |
25-5 |
1.7% |
90% |
False |
False |
65,197 |
100 |
1571-2 |
1244-6 |
326-4 |
21.2% |
23-1 |
1.5% |
90% |
False |
False |
57,016 |
120 |
1571-2 |
1179-4 |
391-6 |
25.5% |
22-1 |
1.4% |
92% |
False |
False |
49,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1659-5 |
2.618 |
1619-5 |
1.618 |
1595-1 |
1.000 |
1580-0 |
0.618 |
1570-5 |
HIGH |
1555-4 |
0.618 |
1546-1 |
0.500 |
1543-2 |
0.382 |
1540-3 |
LOW |
1531-0 |
0.618 |
1515-7 |
1.000 |
1506-4 |
1.618 |
1491-3 |
2.618 |
1466-7 |
4.250 |
1426-7 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1543-2 |
1538-2 |
PP |
1541-5 |
1538-1 |
S1 |
1540-1 |
1537-7 |
|