CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1565-4 |
1580-0 |
14-4 |
0.9% |
1620-2 |
| High |
1583-0 |
1633-0 |
50-0 |
3.2% |
1663-2 |
| Low |
1555-2 |
1576-4 |
21-2 |
1.4% |
1595-0 |
| Close |
1581-2 |
1631-2 |
50-0 |
3.2% |
1628-6 |
| Range |
27-6 |
56-4 |
28-6 |
103.6% |
68-2 |
| ATR |
46-4 |
47-2 |
0-6 |
1.5% |
0-0 |
| Volume |
100,005 |
114,039 |
14,034 |
14.0% |
615,875 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1783-1 |
1763-5 |
1662-3 |
|
| R3 |
1726-5 |
1707-1 |
1646-6 |
|
| R2 |
1670-1 |
1670-1 |
1641-5 |
|
| R1 |
1650-5 |
1650-5 |
1636-3 |
1660-3 |
| PP |
1613-5 |
1613-5 |
1613-5 |
1618-4 |
| S1 |
1594-1 |
1594-1 |
1626-1 |
1603-7 |
| S2 |
1557-1 |
1557-1 |
1620-7 |
|
| S3 |
1500-5 |
1537-5 |
1615-6 |
|
| S4 |
1444-1 |
1481-1 |
1600-1 |
|
|
| 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 |
1638-4 |
1555-2 |
83-2 |
5.1% |
38-0 |
2.3% |
91% |
False |
False |
108,983 |
| 10 |
1663-2 |
1550-6 |
112-4 |
6.9% |
43-0 |
2.6% |
72% |
False |
False |
118,550 |
| 20 |
1691-4 |
1526-4 |
165-0 |
10.1% |
48-5 |
3.0% |
63% |
False |
False |
137,357 |
| 40 |
1691-4 |
1302-2 |
389-2 |
23.9% |
40-4 |
2.5% |
85% |
False |
False |
128,028 |
| 60 |
1691-4 |
1244-6 |
446-6 |
27.4% |
36-2 |
2.2% |
87% |
False |
False |
106,090 |
| 80 |
1691-4 |
1244-6 |
446-6 |
27.4% |
33-3 |
2.0% |
87% |
False |
False |
93,056 |
| 100 |
1691-4 |
1244-6 |
446-6 |
27.4% |
30-7 |
1.9% |
87% |
False |
False |
82,667 |
| 120 |
1691-4 |
1244-6 |
446-6 |
27.4% |
28-0 |
1.7% |
87% |
False |
False |
73,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1873-1 |
|
2.618 |
1780-7 |
|
1.618 |
1724-3 |
|
1.000 |
1689-4 |
|
0.618 |
1667-7 |
|
HIGH |
1633-0 |
|
0.618 |
1611-3 |
|
0.500 |
1604-6 |
|
0.382 |
1598-1 |
|
LOW |
1576-4 |
|
0.618 |
1541-5 |
|
1.000 |
1520-0 |
|
1.618 |
1485-1 |
|
2.618 |
1428-5 |
|
4.250 |
1336-3 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1622-3 |
1618-7 |
| PP |
1613-5 |
1606-4 |
| S1 |
1604-6 |
1594-1 |
|