CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1620-4 |
1652-0 |
31-4 |
1.9% |
1569-4 |
| High |
1673-6 |
1691-0 |
17-2 |
1.0% |
1691-0 |
| Low |
1613-4 |
1645-0 |
31-4 |
2.0% |
1568-0 |
| Close |
1652-2 |
1686-2 |
34-0 |
2.1% |
1686-2 |
| Range |
60-2 |
46-0 |
-14-2 |
-23.7% |
123-0 |
| ATR |
38-6 |
39-2 |
0-4 |
1.3% |
0-0 |
| Volume |
150,438 |
212,731 |
62,293 |
41.4% |
717,930 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1812-1 |
1795-1 |
1711-4 |
|
| R3 |
1766-1 |
1749-1 |
1698-7 |
|
| R2 |
1720-1 |
1720-1 |
1694-5 |
|
| R1 |
1703-1 |
1703-1 |
1690-4 |
1711-5 |
| PP |
1674-1 |
1674-1 |
1674-1 |
1678-2 |
| S1 |
1657-1 |
1657-1 |
1682-0 |
1665-5 |
| S2 |
1628-1 |
1628-1 |
1677-7 |
|
| S3 |
1582-1 |
1611-1 |
1673-5 |
|
| S4 |
1536-1 |
1565-1 |
1661-0 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2017-3 |
1974-7 |
1753-7 |
|
| R3 |
1894-3 |
1851-7 |
1720-1 |
|
| R2 |
1771-3 |
1771-3 |
1708-6 |
|
| R1 |
1728-7 |
1728-7 |
1697-4 |
1750-1 |
| PP |
1648-3 |
1648-3 |
1648-3 |
1659-0 |
| S1 |
1605-7 |
1605-7 |
1675-0 |
1627-1 |
| S2 |
1525-3 |
1525-3 |
1663-6 |
|
| S3 |
1402-3 |
1482-7 |
1652-3 |
|
| S4 |
1279-3 |
1359-7 |
1618-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1691-0 |
1568-0 |
123-0 |
7.3% |
42-7 |
2.5% |
96% |
True |
False |
143,586 |
| 10 |
1691-0 |
1505-2 |
185-6 |
11.0% |
42-4 |
2.5% |
97% |
True |
False |
146,125 |
| 20 |
1691-0 |
1364-4 |
326-4 |
19.4% |
36-7 |
2.2% |
99% |
True |
False |
133,344 |
| 40 |
1691-0 |
1244-6 |
446-2 |
26.5% |
32-2 |
1.9% |
99% |
True |
False |
102,602 |
| 60 |
1691-0 |
1244-6 |
446-2 |
26.5% |
30-1 |
1.8% |
99% |
True |
False |
87,996 |
| 80 |
1691-0 |
1244-6 |
446-2 |
26.5% |
28-3 |
1.7% |
99% |
True |
False |
77,229 |
| 100 |
1691-0 |
1244-6 |
446-2 |
26.5% |
25-5 |
1.5% |
99% |
True |
False |
67,401 |
| 120 |
1691-0 |
1203-2 |
487-6 |
28.9% |
23-6 |
1.4% |
99% |
True |
False |
59,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1886-4 |
|
2.618 |
1811-3 |
|
1.618 |
1765-3 |
|
1.000 |
1737-0 |
|
0.618 |
1719-3 |
|
HIGH |
1691-0 |
|
0.618 |
1673-3 |
|
0.500 |
1668-0 |
|
0.382 |
1662-5 |
|
LOW |
1645-0 |
|
0.618 |
1616-5 |
|
1.000 |
1599-0 |
|
1.618 |
1570-5 |
|
2.618 |
1524-5 |
|
4.250 |
1449-4 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1680-1 |
1668-5 |
| PP |
1674-1 |
1651-1 |
| S1 |
1668-0 |
1633-4 |
|