CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1580-0 |
1628-4 |
48-4 |
3.1% |
1601-0 |
High |
1633-0 |
1668-0 |
35-0 |
2.1% |
1668-0 |
Low |
1576-4 |
1621-0 |
44-4 |
2.8% |
1555-2 |
Close |
1631-2 |
1643-6 |
12-4 |
0.8% |
1643-6 |
Range |
56-4 |
47-0 |
-9-4 |
-16.8% |
112-6 |
ATR |
47-2 |
47-2 |
0-0 |
0.0% |
0-0 |
Volume |
114,039 |
143,866 |
29,827 |
26.2% |
589,576 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1785-2 |
1761-4 |
1669-5 |
|
R3 |
1738-2 |
1714-4 |
1656-5 |
|
R2 |
1691-2 |
1691-2 |
1652-3 |
|
R1 |
1667-4 |
1667-4 |
1648-0 |
1679-3 |
PP |
1644-2 |
1644-2 |
1644-2 |
1650-2 |
S1 |
1620-4 |
1620-4 |
1639-4 |
1632-3 |
S2 |
1597-2 |
1597-2 |
1635-1 |
|
S3 |
1550-2 |
1573-4 |
1630-7 |
|
S4 |
1503-2 |
1526-4 |
1617-7 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1960-5 |
1914-7 |
1705-6 |
|
R3 |
1847-7 |
1802-1 |
1674-6 |
|
R2 |
1735-1 |
1735-1 |
1664-3 |
|
R1 |
1689-3 |
1689-3 |
1654-1 |
1712-2 |
PP |
1622-3 |
1622-3 |
1622-3 |
1633-6 |
S1 |
1576-5 |
1576-5 |
1633-3 |
1599-4 |
S2 |
1509-5 |
1509-5 |
1623-1 |
|
S3 |
1396-7 |
1463-7 |
1612-6 |
|
S4 |
1284-1 |
1351-1 |
1581-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1668-0 |
1555-2 |
112-6 |
6.9% |
40-1 |
2.4% |
78% |
True |
False |
117,915 |
10 |
1668-0 |
1555-2 |
112-6 |
6.9% |
41-5 |
2.5% |
78% |
True |
False |
120,545 |
20 |
1691-4 |
1536-0 |
155-4 |
9.5% |
49-2 |
3.0% |
69% |
False |
False |
138,644 |
40 |
1691-4 |
1306-6 |
384-6 |
23.4% |
41-1 |
2.5% |
88% |
False |
False |
129,651 |
60 |
1691-4 |
1244-6 |
446-6 |
27.2% |
36-5 |
2.2% |
89% |
False |
False |
107,421 |
80 |
1691-4 |
1244-6 |
446-6 |
27.2% |
33-5 |
2.0% |
89% |
False |
False |
94,527 |
100 |
1691-4 |
1244-6 |
446-6 |
27.2% |
31-2 |
1.9% |
89% |
False |
False |
83,788 |
120 |
1691-4 |
1244-6 |
446-6 |
27.2% |
28-2 |
1.7% |
89% |
False |
False |
74,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1867-6 |
2.618 |
1791-0 |
1.618 |
1744-0 |
1.000 |
1715-0 |
0.618 |
1697-0 |
HIGH |
1668-0 |
0.618 |
1650-0 |
0.500 |
1644-4 |
0.382 |
1639-0 |
LOW |
1621-0 |
0.618 |
1592-0 |
1.000 |
1574-0 |
1.618 |
1545-0 |
2.618 |
1498-0 |
4.250 |
1421-2 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1644-4 |
1633-0 |
PP |
1644-2 |
1622-3 |
S1 |
1644-0 |
1611-5 |
|