CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1584-0 |
1565-4 |
-18-4 |
-1.2% |
1620-2 |
High |
1605-4 |
1583-0 |
-22-4 |
-1.4% |
1663-2 |
Low |
1562-0 |
1555-2 |
-6-6 |
-0.4% |
1595-0 |
Close |
1565-6 |
1581-2 |
15-4 |
1.0% |
1628-6 |
Range |
43-4 |
27-6 |
-15-6 |
-36.2% |
68-2 |
ATR |
48-0 |
46-4 |
-1-4 |
-3.0% |
0-0 |
Volume |
114,912 |
100,005 |
-14,907 |
-13.0% |
615,875 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1656-3 |
1646-5 |
1596-4 |
|
R3 |
1628-5 |
1618-7 |
1588-7 |
|
R2 |
1600-7 |
1600-7 |
1586-3 |
|
R1 |
1591-1 |
1591-1 |
1583-6 |
1596-0 |
PP |
1573-1 |
1573-1 |
1573-1 |
1575-5 |
S1 |
1563-3 |
1563-3 |
1578-6 |
1568-2 |
S2 |
1545-3 |
1545-3 |
1576-1 |
|
S3 |
1517-5 |
1535-5 |
1573-5 |
|
S4 |
1489-7 |
1507-7 |
1566-0 |
|
|
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 |
1645-6 |
1555-2 |
90-4 |
5.7% |
36-7 |
2.3% |
29% |
False |
True |
110,395 |
10 |
1663-2 |
1550-6 |
112-4 |
7.1% |
42-6 |
2.7% |
27% |
False |
False |
124,673 |
20 |
1691-4 |
1510-4 |
181-0 |
11.4% |
47-3 |
3.0% |
39% |
False |
False |
143,254 |
40 |
1691-4 |
1302-2 |
389-2 |
24.6% |
39-7 |
2.5% |
72% |
False |
False |
127,423 |
60 |
1691-4 |
1244-6 |
446-6 |
28.3% |
35-6 |
2.3% |
75% |
False |
False |
105,443 |
80 |
1691-4 |
1244-6 |
446-6 |
28.3% |
32-7 |
2.1% |
75% |
False |
False |
92,067 |
100 |
1691-4 |
1244-6 |
446-6 |
28.3% |
30-5 |
1.9% |
75% |
False |
False |
81,784 |
120 |
1691-4 |
1244-6 |
446-6 |
28.3% |
27-5 |
1.7% |
75% |
False |
False |
72,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1701-0 |
2.618 |
1655-5 |
1.618 |
1627-7 |
1.000 |
1610-6 |
0.618 |
1600-1 |
HIGH |
1583-0 |
0.618 |
1572-3 |
0.500 |
1569-1 |
0.382 |
1565-7 |
LOW |
1555-2 |
0.618 |
1538-1 |
1.000 |
1527-4 |
1.618 |
1510-3 |
2.618 |
1482-5 |
4.250 |
1437-2 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1577-2 |
1581-0 |
PP |
1573-1 |
1580-5 |
S1 |
1569-1 |
1580-3 |
|