CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1540-2 |
1527-6 |
-12-4 |
-0.8% |
1445-2 |
| High |
1575-0 |
1542-4 |
-32-4 |
-2.1% |
1529-0 |
| Low |
1505-2 |
1510-4 |
5-2 |
0.3% |
1430-4 |
| Close |
1522-4 |
1529-0 |
6-4 |
0.4% |
1505-6 |
| Range |
69-6 |
32-0 |
-37-6 |
-54.1% |
98-4 |
| ATR |
36-3 |
36-1 |
-0-3 |
-0.9% |
0-0 |
| Volume |
123,270 |
231,986 |
108,716 |
88.2% |
515,527 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1623-3 |
1608-1 |
1546-5 |
|
| R3 |
1591-3 |
1576-1 |
1537-6 |
|
| R2 |
1559-3 |
1559-3 |
1534-7 |
|
| R1 |
1544-1 |
1544-1 |
1531-7 |
1551-6 |
| PP |
1527-3 |
1527-3 |
1527-3 |
1531-1 |
| S1 |
1512-1 |
1512-1 |
1526-1 |
1519-6 |
| S2 |
1495-3 |
1495-3 |
1523-1 |
|
| S3 |
1463-3 |
1480-1 |
1520-2 |
|
| S4 |
1431-3 |
1448-1 |
1511-3 |
|
|
| 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 |
1504-4 |
70-4 |
4.6% |
39-2 |
2.6% |
35% |
False |
False |
156,525 |
| 10 |
1575-0 |
1392-6 |
182-2 |
11.9% |
35-7 |
2.3% |
75% |
False |
False |
136,422 |
| 20 |
1575-0 |
1302-2 |
272-6 |
17.8% |
32-4 |
2.1% |
83% |
False |
False |
118,699 |
| 40 |
1575-0 |
1244-6 |
330-2 |
21.6% |
30-1 |
2.0% |
86% |
False |
False |
90,457 |
| 60 |
1575-0 |
1244-6 |
330-2 |
21.6% |
28-2 |
1.9% |
86% |
False |
False |
78,289 |
| 80 |
1575-0 |
1244-6 |
330-2 |
21.6% |
26-4 |
1.7% |
86% |
False |
False |
68,995 |
| 100 |
1575-0 |
1244-6 |
330-2 |
21.6% |
23-7 |
1.6% |
86% |
False |
False |
60,237 |
| 120 |
1575-0 |
1193-0 |
382-0 |
25.0% |
22-5 |
1.5% |
88% |
False |
False |
52,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1678-4 |
|
2.618 |
1626-2 |
|
1.618 |
1594-2 |
|
1.000 |
1574-4 |
|
0.618 |
1562-2 |
|
HIGH |
1542-4 |
|
0.618 |
1530-2 |
|
0.500 |
1526-4 |
|
0.382 |
1522-6 |
|
LOW |
1510-4 |
|
0.618 |
1490-6 |
|
1.000 |
1478-4 |
|
1.618 |
1458-6 |
|
2.618 |
1426-6 |
|
4.250 |
1374-4 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1528-1 |
1540-1 |
| PP |
1527-3 |
1536-3 |
| S1 |
1526-4 |
1532-6 |
|