CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1528-0 |
1569-4 |
41-4 |
2.7% |
1532-0 |
| High |
1561-4 |
1598-4 |
37-0 |
2.4% |
1575-0 |
| Low |
1526-4 |
1568-0 |
41-4 |
2.7% |
1505-2 |
| Close |
1552-4 |
1590-4 |
38-0 |
2.4% |
1552-4 |
| Range |
35-0 |
30-4 |
-4-4 |
-12.9% |
69-6 |
| ATR |
36-0 |
36-6 |
0-6 |
2.0% |
0-0 |
| Volume |
118,121 |
101,409 |
-16,712 |
-14.1% |
743,326 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1677-1 |
1664-3 |
1607-2 |
|
| R3 |
1646-5 |
1633-7 |
1598-7 |
|
| R2 |
1616-1 |
1616-1 |
1596-1 |
|
| R1 |
1603-3 |
1603-3 |
1593-2 |
1609-6 |
| PP |
1585-5 |
1585-5 |
1585-5 |
1588-7 |
| S1 |
1572-7 |
1572-7 |
1587-6 |
1579-2 |
| S2 |
1555-1 |
1555-1 |
1584-7 |
|
| S3 |
1524-5 |
1542-3 |
1582-1 |
|
| S4 |
1494-1 |
1511-7 |
1573-6 |
|
|
| 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 |
1598-4 |
1505-2 |
93-2 |
5.9% |
38-3 |
2.4% |
91% |
True |
False |
146,605 |
| 10 |
1598-4 |
1430-4 |
168-0 |
10.6% |
36-0 |
2.3% |
95% |
True |
False |
136,026 |
| 20 |
1598-4 |
1317-6 |
280-6 |
17.7% |
33-7 |
2.1% |
97% |
True |
False |
122,666 |
| 40 |
1598-4 |
1244-6 |
353-6 |
22.2% |
30-5 |
1.9% |
98% |
True |
False |
92,580 |
| 60 |
1598-4 |
1244-6 |
353-6 |
22.2% |
28-4 |
1.8% |
98% |
True |
False |
80,878 |
| 80 |
1598-4 |
1244-6 |
353-6 |
22.2% |
27-0 |
1.7% |
98% |
True |
False |
70,989 |
| 100 |
1598-4 |
1244-6 |
353-6 |
22.2% |
24-2 |
1.5% |
98% |
True |
False |
62,069 |
| 120 |
1598-4 |
1193-0 |
405-4 |
25.5% |
22-6 |
1.4% |
98% |
True |
False |
54,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1728-1 |
|
2.618 |
1678-3 |
|
1.618 |
1647-7 |
|
1.000 |
1629-0 |
|
0.618 |
1617-3 |
|
HIGH |
1598-4 |
|
0.618 |
1586-7 |
|
0.500 |
1583-2 |
|
0.382 |
1579-5 |
|
LOW |
1568-0 |
|
0.618 |
1549-1 |
|
1.000 |
1537-4 |
|
1.618 |
1518-5 |
|
2.618 |
1488-1 |
|
4.250 |
1438-3 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1588-1 |
1578-4 |
| PP |
1585-5 |
1566-4 |
| S1 |
1583-2 |
1554-4 |
|