CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1601-0 |
1591-0 |
-10-0 |
-0.6% |
1532-0 |
| High |
1607-0 |
1622-0 |
15-0 |
0.9% |
1575-0 |
| Low |
1575-2 |
1576-0 |
0-6 |
0.0% |
1505-2 |
| Close |
1590-4 |
1620-0 |
29-4 |
1.9% |
1552-4 |
| Range |
31-6 |
46-0 |
14-2 |
44.9% |
69-6 |
| ATR |
36-3 |
37-1 |
0-5 |
1.9% |
0-0 |
| Volume |
118,616 |
134,736 |
16,120 |
13.6% |
743,326 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1744-0 |
1728-0 |
1645-2 |
|
| R3 |
1698-0 |
1682-0 |
1632-5 |
|
| R2 |
1652-0 |
1652-0 |
1628-3 |
|
| R1 |
1636-0 |
1636-0 |
1624-2 |
1644-0 |
| PP |
1606-0 |
1606-0 |
1606-0 |
1610-0 |
| S1 |
1590-0 |
1590-0 |
1615-6 |
1598-0 |
| S2 |
1560-0 |
1560-0 |
1611-5 |
|
| S3 |
1514-0 |
1544-0 |
1607-3 |
|
| S4 |
1468-0 |
1498-0 |
1594-6 |
|
|
| 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 |
1622-0 |
1510-4 |
111-4 |
6.9% |
35-0 |
2.2% |
98% |
True |
False |
140,973 |
| 10 |
1622-0 |
1493-0 |
129-0 |
8.0% |
37-5 |
2.3% |
98% |
True |
False |
136,666 |
| 20 |
1622-0 |
1364-4 |
257-4 |
15.9% |
34-0 |
2.1% |
99% |
True |
False |
127,641 |
| 40 |
1622-0 |
1244-6 |
377-2 |
23.3% |
31-3 |
1.9% |
99% |
True |
False |
96,151 |
| 60 |
1622-0 |
1244-6 |
377-2 |
23.3% |
29-0 |
1.8% |
99% |
True |
False |
83,617 |
| 80 |
1622-0 |
1244-6 |
377-2 |
23.3% |
27-4 |
1.7% |
99% |
True |
False |
73,514 |
| 100 |
1622-0 |
1244-6 |
377-2 |
23.3% |
24-6 |
1.5% |
99% |
True |
False |
64,185 |
| 120 |
1622-0 |
1193-0 |
429-0 |
26.5% |
23-2 |
1.4% |
100% |
True |
False |
56,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1817-4 |
|
2.618 |
1742-3 |
|
1.618 |
1696-3 |
|
1.000 |
1668-0 |
|
0.618 |
1650-3 |
|
HIGH |
1622-0 |
|
0.618 |
1604-3 |
|
0.500 |
1599-0 |
|
0.382 |
1593-5 |
|
LOW |
1576-0 |
|
0.618 |
1547-5 |
|
1.000 |
1530-0 |
|
1.618 |
1501-5 |
|
2.618 |
1455-5 |
|
4.250 |
1380-4 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1613-0 |
1611-5 |
| PP |
1606-0 |
1603-3 |
| S1 |
1599-0 |
1595-0 |
|