CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1569-2 |
1610-2 |
41-0 |
2.6% |
1569-4 |
High |
1624-0 |
1615-0 |
-9-0 |
-0.6% |
1691-0 |
Low |
1536-0 |
1561-4 |
25-4 |
1.7% |
1568-0 |
Close |
1615-4 |
1567-4 |
-48-0 |
-3.0% |
1686-2 |
Range |
88-0 |
53-4 |
-34-4 |
-39.2% |
123-0 |
ATR |
47-3 |
47-7 |
0-4 |
1.0% |
0-0 |
Volume |
190,678 |
175,271 |
-15,407 |
-8.1% |
717,930 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1741-7 |
1708-1 |
1596-7 |
|
R3 |
1688-3 |
1654-5 |
1582-2 |
|
R2 |
1634-7 |
1634-7 |
1577-2 |
|
R1 |
1601-1 |
1601-1 |
1572-3 |
1591-2 |
PP |
1581-3 |
1581-3 |
1581-3 |
1576-3 |
S1 |
1547-5 |
1547-5 |
1562-5 |
1537-6 |
S2 |
1527-7 |
1527-7 |
1557-6 |
|
S3 |
1474-3 |
1494-1 |
1552-6 |
|
S4 |
1420-7 |
1440-5 |
1538-1 |
|
|
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 |
9.9% |
67-6 |
4.3% |
20% |
False |
False |
187,665 |
10 |
1691-4 |
1526-4 |
165-0 |
10.5% |
54-2 |
3.5% |
25% |
False |
False |
156,164 |
20 |
1691-4 |
1392-6 |
298-6 |
19.1% |
45-0 |
2.9% |
58% |
False |
False |
146,293 |
40 |
1691-4 |
1244-6 |
446-6 |
28.5% |
37-3 |
2.4% |
72% |
False |
False |
115,932 |
60 |
1691-4 |
1244-6 |
446-6 |
28.5% |
33-6 |
2.2% |
72% |
False |
False |
96,641 |
80 |
1691-4 |
1244-6 |
446-6 |
28.5% |
30-1 |
1.9% |
72% |
False |
False |
83,353 |
100 |
1691-4 |
1244-6 |
446-6 |
28.5% |
28-0 |
1.8% |
72% |
False |
False |
73,735 |
120 |
1691-4 |
1225-6 |
465-6 |
29.7% |
25-6 |
1.6% |
73% |
False |
False |
64,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1842-3 |
2.618 |
1755-1 |
1.618 |
1701-5 |
1.000 |
1668-4 |
0.618 |
1648-1 |
HIGH |
1615-0 |
0.618 |
1594-5 |
0.500 |
1588-2 |
0.382 |
1581-7 |
LOW |
1561-4 |
0.618 |
1528-3 |
1.000 |
1508-0 |
1.618 |
1474-7 |
2.618 |
1421-3 |
4.250 |
1334-1 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1588-2 |
1582-0 |
PP |
1581-3 |
1577-1 |
S1 |
1574-3 |
1572-3 |
|