CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1527-6 |
1528-0 |
0-2 |
0.0% |
1532-0 |
| High |
1542-4 |
1561-4 |
19-0 |
1.2% |
1575-0 |
| Low |
1510-4 |
1526-4 |
16-0 |
1.1% |
1505-2 |
| Close |
1529-0 |
1552-4 |
23-4 |
1.5% |
1552-4 |
| Range |
32-0 |
35-0 |
3-0 |
9.4% |
69-6 |
| ATR |
36-1 |
36-0 |
-0-1 |
-0.2% |
0-0 |
| Volume |
231,986 |
118,121 |
-113,865 |
-49.1% |
743,326 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1651-7 |
1637-1 |
1571-6 |
|
| R3 |
1616-7 |
1602-1 |
1562-1 |
|
| R2 |
1581-7 |
1581-7 |
1558-7 |
|
| R1 |
1567-1 |
1567-1 |
1555-6 |
1574-4 |
| PP |
1546-7 |
1546-7 |
1546-7 |
1550-4 |
| S1 |
1532-1 |
1532-1 |
1549-2 |
1539-4 |
| S2 |
1511-7 |
1511-7 |
1546-1 |
|
| S3 |
1476-7 |
1497-1 |
1542-7 |
|
| S4 |
1441-7 |
1462-1 |
1533-2 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1753-4 |
1722-6 |
1590-7 |
|
| R3 |
1683-6 |
1653-0 |
1571-5 |
|
| R2 |
1614-0 |
1614-0 |
1565-2 |
|
| R1 |
1583-2 |
1583-2 |
1558-7 |
1598-5 |
| PP |
1544-2 |
1544-2 |
1544-2 |
1552-0 |
| S1 |
1513-4 |
1513-4 |
1546-1 |
1528-7 |
| S2 |
1474-4 |
1474-4 |
1539-6 |
|
| S3 |
1404-6 |
1443-6 |
1533-3 |
|
| S4 |
1335-0 |
1374-0 |
1514-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1575-0 |
1505-2 |
69-6 |
4.5% |
42-0 |
2.7% |
68% |
False |
False |
148,665 |
| 10 |
1575-0 |
1401-0 |
174-0 |
11.2% |
36-4 |
2.3% |
87% |
False |
False |
136,057 |
| 20 |
1575-0 |
1306-6 |
268-2 |
17.3% |
33-1 |
2.1% |
92% |
False |
False |
120,658 |
| 40 |
1575-0 |
1244-6 |
330-2 |
21.3% |
30-3 |
2.0% |
93% |
False |
False |
91,810 |
| 60 |
1575-0 |
1244-6 |
330-2 |
21.3% |
28-3 |
1.8% |
93% |
False |
False |
79,822 |
| 80 |
1575-0 |
1244-6 |
330-2 |
21.3% |
26-6 |
1.7% |
93% |
False |
False |
70,074 |
| 100 |
1575-0 |
1244-6 |
330-2 |
21.3% |
24-0 |
1.5% |
93% |
False |
False |
61,229 |
| 120 |
1575-0 |
1193-0 |
382-0 |
24.6% |
22-5 |
1.5% |
94% |
False |
False |
53,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1710-2 |
|
2.618 |
1653-1 |
|
1.618 |
1618-1 |
|
1.000 |
1596-4 |
|
0.618 |
1583-1 |
|
HIGH |
1561-4 |
|
0.618 |
1548-1 |
|
0.500 |
1544-0 |
|
0.382 |
1539-7 |
|
LOW |
1526-4 |
|
0.618 |
1504-7 |
|
1.000 |
1491-4 |
|
1.618 |
1469-7 |
|
2.618 |
1434-7 |
|
4.250 |
1377-6 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1549-5 |
1548-3 |
| PP |
1546-7 |
1544-2 |
| S1 |
1544-0 |
1540-1 |
|