CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1624-2 |
1569-2 |
-55-0 |
-3.4% |
1569-4 |
| High |
1628-0 |
1624-0 |
-4-0 |
-0.2% |
1691-0 |
| Low |
1552-2 |
1536-0 |
-16-2 |
-1.0% |
1568-0 |
| Close |
1569-4 |
1615-4 |
46-0 |
2.9% |
1686-2 |
| Range |
75-6 |
88-0 |
12-2 |
16.2% |
123-0 |
| ATR |
44-2 |
47-3 |
3-1 |
7.1% |
0-0 |
| Volume |
184,410 |
190,678 |
6,268 |
3.4% |
717,930 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1855-7 |
1823-5 |
1663-7 |
|
| R3 |
1767-7 |
1735-5 |
1639-6 |
|
| R2 |
1679-7 |
1679-7 |
1631-5 |
|
| R1 |
1647-5 |
1647-5 |
1623-5 |
1663-6 |
| PP |
1591-7 |
1591-7 |
1591-7 |
1599-7 |
| S1 |
1559-5 |
1559-5 |
1607-3 |
1575-6 |
| S2 |
1503-7 |
1503-7 |
1599-3 |
|
| S3 |
1415-7 |
1471-5 |
1591-2 |
|
| S4 |
1327-7 |
1383-5 |
1567-1 |
|
|
| 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 |
1691-4 |
1536-0 |
155-4 |
9.6% |
69-0 |
4.3% |
51% |
False |
True |
182,698 |
| 10 |
1691-4 |
1510-4 |
181-0 |
11.2% |
52-0 |
3.2% |
58% |
False |
False |
161,836 |
| 20 |
1691-4 |
1392-6 |
298-6 |
18.5% |
44-0 |
2.7% |
75% |
False |
False |
144,251 |
| 40 |
1691-4 |
1244-6 |
446-6 |
27.7% |
36-4 |
2.3% |
83% |
False |
False |
112,623 |
| 60 |
1691-4 |
1244-6 |
446-6 |
27.7% |
33-1 |
2.0% |
83% |
False |
False |
94,435 |
| 80 |
1691-4 |
1244-6 |
446-6 |
27.7% |
29-6 |
1.8% |
83% |
False |
False |
82,132 |
| 100 |
1691-4 |
1244-6 |
446-6 |
27.7% |
27-5 |
1.7% |
83% |
False |
False |
72,182 |
| 120 |
1691-4 |
1225-6 |
465-6 |
28.8% |
25-3 |
1.6% |
84% |
False |
False |
63,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1998-0 |
|
2.618 |
1854-3 |
|
1.618 |
1766-3 |
|
1.000 |
1712-0 |
|
0.618 |
1678-3 |
|
HIGH |
1624-0 |
|
0.618 |
1590-3 |
|
0.500 |
1580-0 |
|
0.382 |
1569-5 |
|
LOW |
1536-0 |
|
0.618 |
1481-5 |
|
1.000 |
1448-0 |
|
1.618 |
1393-5 |
|
2.618 |
1305-5 |
|
4.250 |
1162-0 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1603-5 |
1614-7 |
| PP |
1591-7 |
1614-3 |
| S1 |
1580-0 |
1613-6 |
|