CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1628-4 |
1633-0 |
4-4 |
0.3% |
1601-0 |
High |
1668-0 |
1652-0 |
-16-0 |
-1.0% |
1668-0 |
Low |
1621-0 |
1598-2 |
-22-6 |
-1.4% |
1555-2 |
Close |
1643-6 |
1600-6 |
-43-0 |
-2.6% |
1643-6 |
Range |
47-0 |
53-6 |
6-6 |
14.4% |
112-6 |
ATR |
47-2 |
47-6 |
0-4 |
1.0% |
0-0 |
Volume |
143,866 |
101,643 |
-42,223 |
-29.3% |
589,576 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1778-2 |
1743-2 |
1630-2 |
|
R3 |
1724-4 |
1689-4 |
1615-4 |
|
R2 |
1670-6 |
1670-6 |
1610-5 |
|
R1 |
1635-6 |
1635-6 |
1605-5 |
1626-3 |
PP |
1617-0 |
1617-0 |
1617-0 |
1612-2 |
S1 |
1582-0 |
1582-0 |
1595-7 |
1572-5 |
S2 |
1563-2 |
1563-2 |
1590-7 |
|
S3 |
1509-4 |
1528-2 |
1586-0 |
|
S4 |
1455-6 |
1474-4 |
1571-2 |
|
|
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 |
7.0% |
45-6 |
2.9% |
40% |
False |
False |
114,893 |
10 |
1668-0 |
1555-2 |
112-6 |
7.0% |
43-7 |
2.7% |
40% |
False |
False |
120,240 |
20 |
1691-4 |
1536-0 |
155-4 |
9.7% |
50-3 |
3.1% |
42% |
False |
False |
138,656 |
40 |
1691-4 |
1317-6 |
373-6 |
23.3% |
42-1 |
2.6% |
76% |
False |
False |
130,661 |
60 |
1691-4 |
1244-6 |
446-6 |
27.9% |
37-2 |
2.3% |
80% |
False |
False |
107,939 |
80 |
1691-4 |
1244-6 |
446-6 |
27.9% |
34-0 |
2.1% |
80% |
False |
False |
95,323 |
100 |
1691-4 |
1244-6 |
446-6 |
27.9% |
31-5 |
2.0% |
80% |
False |
False |
84,523 |
120 |
1691-4 |
1244-6 |
446-6 |
27.9% |
28-5 |
1.8% |
80% |
False |
False |
74,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1880-4 |
2.618 |
1792-6 |
1.618 |
1739-0 |
1.000 |
1705-6 |
0.618 |
1685-2 |
HIGH |
1652-0 |
0.618 |
1631-4 |
0.500 |
1625-1 |
0.382 |
1618-6 |
LOW |
1598-2 |
0.618 |
1565-0 |
1.000 |
1544-4 |
1.618 |
1511-2 |
2.618 |
1457-4 |
4.250 |
1369-6 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1625-1 |
1622-2 |
PP |
1617-0 |
1615-1 |
S1 |
1608-7 |
1607-7 |
|