CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1546-0 |
1540-2 |
-5-6 |
-0.4% |
1445-2 |
| High |
1555-4 |
1575-0 |
19-4 |
1.3% |
1529-0 |
| Low |
1531-0 |
1505-2 |
-25-6 |
-1.7% |
1430-4 |
| Close |
1538-4 |
1522-4 |
-16-0 |
-1.0% |
1505-6 |
| Range |
24-4 |
69-6 |
45-2 |
184.7% |
98-4 |
| ATR |
33-7 |
36-3 |
2-5 |
7.6% |
0-0 |
| Volume |
158,239 |
123,270 |
-34,969 |
-22.1% |
515,527 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1743-4 |
1702-6 |
1560-7 |
|
| R3 |
1673-6 |
1633-0 |
1541-5 |
|
| R2 |
1604-0 |
1604-0 |
1535-2 |
|
| R1 |
1563-2 |
1563-2 |
1528-7 |
1548-6 |
| PP |
1534-2 |
1534-2 |
1534-2 |
1527-0 |
| S1 |
1493-4 |
1493-4 |
1516-1 |
1479-0 |
| S2 |
1464-4 |
1464-4 |
1509-6 |
|
| S3 |
1394-6 |
1423-6 |
1503-3 |
|
| S4 |
1325-0 |
1354-0 |
1484-1 |
|
|
| 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 |
1575-0 |
1493-0 |
82-0 |
5.4% |
40-1 |
2.6% |
36% |
True |
False |
132,358 |
| 10 |
1575-0 |
1392-6 |
182-2 |
12.0% |
35-7 |
2.4% |
71% |
True |
False |
126,666 |
| 20 |
1575-0 |
1302-2 |
272-6 |
17.9% |
32-3 |
2.1% |
81% |
True |
False |
111,591 |
| 40 |
1575-0 |
1244-6 |
330-2 |
21.7% |
29-7 |
2.0% |
84% |
True |
False |
86,537 |
| 60 |
1575-0 |
1244-6 |
330-2 |
21.7% |
28-1 |
1.8% |
84% |
True |
False |
75,004 |
| 80 |
1575-0 |
1244-6 |
330-2 |
21.7% |
26-3 |
1.7% |
84% |
True |
False |
66,417 |
| 100 |
1575-0 |
1244-6 |
330-2 |
21.7% |
23-5 |
1.6% |
84% |
True |
False |
58,067 |
| 120 |
1575-0 |
1187-4 |
387-4 |
25.5% |
22-4 |
1.5% |
86% |
True |
False |
50,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1871-4 |
|
2.618 |
1757-5 |
|
1.618 |
1687-7 |
|
1.000 |
1644-6 |
|
0.618 |
1618-1 |
|
HIGH |
1575-0 |
|
0.618 |
1548-3 |
|
0.500 |
1540-1 |
|
0.382 |
1531-7 |
|
LOW |
1505-2 |
|
0.618 |
1462-1 |
|
1.000 |
1435-4 |
|
1.618 |
1392-3 |
|
2.618 |
1322-5 |
|
4.250 |
1208-6 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1540-1 |
1540-1 |
| PP |
1534-2 |
1534-2 |
| S1 |
1528-3 |
1528-3 |
|