CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1597-2 |
1598-0 |
0-6 |
0.0% |
1601-0 |
High |
1613-0 |
1636-0 |
23-0 |
1.4% |
1668-0 |
Low |
1587-0 |
1597-2 |
10-2 |
0.6% |
1555-2 |
Close |
1598-0 |
1634-4 |
36-4 |
2.3% |
1643-6 |
Range |
26-0 |
38-6 |
12-6 |
49.0% |
112-6 |
ATR |
46-1 |
45-5 |
-0-4 |
-1.1% |
0-0 |
Volume |
87,348 |
82,301 |
-5,047 |
-5.8% |
589,576 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1738-7 |
1725-3 |
1655-6 |
|
R3 |
1700-1 |
1686-5 |
1645-1 |
|
R2 |
1661-3 |
1661-3 |
1641-5 |
|
R1 |
1647-7 |
1647-7 |
1638-0 |
1654-5 |
PP |
1622-5 |
1622-5 |
1622-5 |
1626-0 |
S1 |
1609-1 |
1609-1 |
1631-0 |
1615-7 |
S2 |
1583-7 |
1583-7 |
1627-3 |
|
S3 |
1545-1 |
1570-3 |
1623-7 |
|
S4 |
1506-3 |
1531-5 |
1613-2 |
|
|
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 |
1576-4 |
91-4 |
5.6% |
44-3 |
2.7% |
63% |
False |
False |
105,839 |
10 |
1668-0 |
1555-2 |
112-6 |
6.9% |
40-5 |
2.5% |
70% |
False |
False |
108,117 |
20 |
1691-4 |
1536-0 |
155-4 |
9.5% |
49-6 |
3.0% |
63% |
False |
False |
134,471 |
40 |
1691-4 |
1364-4 |
327-0 |
20.0% |
41-7 |
2.6% |
83% |
False |
False |
131,056 |
60 |
1691-4 |
1244-6 |
446-6 |
27.3% |
37-4 |
2.3% |
87% |
False |
False |
108,924 |
80 |
1691-4 |
1244-6 |
446-6 |
27.3% |
34-1 |
2.1% |
87% |
False |
False |
96,330 |
100 |
1691-4 |
1244-6 |
446-6 |
27.3% |
31-7 |
2.0% |
87% |
False |
False |
85,705 |
120 |
1691-4 |
1244-6 |
446-6 |
27.3% |
29-0 |
1.8% |
87% |
False |
False |
75,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1800-6 |
2.618 |
1737-4 |
1.618 |
1698-6 |
1.000 |
1674-6 |
0.618 |
1660-0 |
HIGH |
1636-0 |
0.618 |
1621-2 |
0.500 |
1616-5 |
0.382 |
1612-0 |
LOW |
1597-2 |
0.618 |
1573-2 |
1.000 |
1558-4 |
1.618 |
1534-4 |
2.618 |
1495-6 |
4.250 |
1432-4 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1628-4 |
1629-4 |
PP |
1622-5 |
1624-4 |
S1 |
1616-5 |
1619-4 |
|