CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1601-0 |
1584-0 |
-17-0 |
-1.1% |
1620-2 |
High |
1601-6 |
1605-4 |
3-6 |
0.2% |
1663-2 |
Low |
1575-6 |
1562-0 |
-13-6 |
-0.9% |
1595-0 |
Close |
1584-2 |
1565-6 |
-18-4 |
-1.2% |
1628-6 |
Range |
26-0 |
43-4 |
17-4 |
67.3% |
68-2 |
ATR |
48-3 |
48-0 |
-0-3 |
-0.7% |
0-0 |
Volume |
116,754 |
114,912 |
-1,842 |
-1.6% |
615,875 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1708-2 |
1680-4 |
1589-5 |
|
R3 |
1664-6 |
1637-0 |
1577-6 |
|
R2 |
1621-2 |
1621-2 |
1573-6 |
|
R1 |
1593-4 |
1593-4 |
1569-6 |
1585-5 |
PP |
1577-6 |
1577-6 |
1577-6 |
1573-6 |
S1 |
1550-0 |
1550-0 |
1561-6 |
1542-1 |
S2 |
1534-2 |
1534-2 |
1557-6 |
|
S3 |
1490-6 |
1506-4 |
1553-6 |
|
S4 |
1447-2 |
1463-0 |
1541-7 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1833-6 |
1799-4 |
1666-2 |
|
R3 |
1765-4 |
1731-2 |
1647-4 |
|
R2 |
1697-2 |
1697-2 |
1641-2 |
|
R1 |
1663-0 |
1663-0 |
1635-0 |
1680-1 |
PP |
1629-0 |
1629-0 |
1629-0 |
1637-4 |
S1 |
1594-6 |
1594-6 |
1622-4 |
1611-7 |
S2 |
1560-6 |
1560-6 |
1616-2 |
|
S3 |
1492-4 |
1526-4 |
1610-0 |
|
S4 |
1424-2 |
1458-2 |
1591-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1660-0 |
1562-0 |
98-0 |
6.3% |
44-1 |
2.8% |
4% |
False |
True |
122,787 |
10 |
1663-2 |
1536-0 |
127-2 |
8.1% |
48-6 |
3.1% |
23% |
False |
False |
133,740 |
20 |
1691-4 |
1505-2 |
186-2 |
11.9% |
49-4 |
3.2% |
32% |
False |
False |
144,418 |
40 |
1691-4 |
1302-2 |
389-2 |
24.9% |
39-7 |
2.5% |
68% |
False |
False |
126,632 |
60 |
1691-4 |
1244-6 |
446-6 |
28.5% |
35-6 |
2.3% |
72% |
False |
False |
105,029 |
80 |
1691-4 |
1244-6 |
446-6 |
28.5% |
32-6 |
2.1% |
72% |
False |
False |
91,323 |
100 |
1691-4 |
1244-6 |
446-6 |
28.5% |
30-4 |
1.9% |
72% |
False |
False |
81,041 |
120 |
1691-4 |
1244-6 |
446-6 |
28.5% |
27-4 |
1.8% |
72% |
False |
False |
71,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1790-3 |
2.618 |
1719-3 |
1.618 |
1675-7 |
1.000 |
1649-0 |
0.618 |
1632-3 |
HIGH |
1605-4 |
0.618 |
1588-7 |
0.500 |
1583-6 |
0.382 |
1578-5 |
LOW |
1562-0 |
0.618 |
1535-1 |
1.000 |
1518-4 |
1.618 |
1491-5 |
2.618 |
1448-1 |
4.250 |
1377-1 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1583-6 |
1600-2 |
PP |
1577-6 |
1588-6 |
S1 |
1571-6 |
1577-2 |
|