CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1635-0 |
1624-2 |
-10-6 |
-0.7% |
1633-0 |
High |
1643-2 |
1647-4 |
4-2 |
0.3% |
1652-0 |
Low |
1619-4 |
1620-4 |
1-0 |
0.1% |
1587-0 |
Close |
1625-2 |
1645-6 |
20-4 |
1.3% |
1645-6 |
Range |
23-6 |
27-0 |
3-2 |
13.7% |
65-0 |
ATR |
44-0 |
42-7 |
-1-2 |
-2.8% |
0-0 |
Volume |
87,741 |
66,997 |
-20,744 |
-23.6% |
426,030 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1718-7 |
1709-3 |
1660-5 |
|
R3 |
1691-7 |
1682-3 |
1653-1 |
|
R2 |
1664-7 |
1664-7 |
1650-6 |
|
R1 |
1655-3 |
1655-3 |
1648-2 |
1660-1 |
PP |
1637-7 |
1637-7 |
1637-7 |
1640-2 |
S1 |
1628-3 |
1628-3 |
1643-2 |
1633-1 |
S2 |
1610-7 |
1610-7 |
1640-6 |
|
S3 |
1583-7 |
1601-3 |
1638-3 |
|
S4 |
1556-7 |
1574-3 |
1630-7 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1823-2 |
1799-4 |
1681-4 |
|
R3 |
1758-2 |
1734-4 |
1663-5 |
|
R2 |
1693-2 |
1693-2 |
1657-5 |
|
R1 |
1669-4 |
1669-4 |
1651-6 |
1681-3 |
PP |
1628-2 |
1628-2 |
1628-2 |
1634-2 |
S1 |
1604-4 |
1604-4 |
1639-6 |
1616-3 |
S2 |
1563-2 |
1563-2 |
1633-7 |
|
S3 |
1498-2 |
1539-4 |
1627-7 |
|
S4 |
1433-2 |
1474-4 |
1610-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1652-0 |
1587-0 |
65-0 |
3.9% |
33-7 |
2.1% |
90% |
False |
False |
85,206 |
10 |
1668-0 |
1555-2 |
112-6 |
6.9% |
37-0 |
2.2% |
80% |
False |
False |
101,560 |
20 |
1691-4 |
1536-0 |
155-4 |
9.4% |
47-0 |
2.9% |
71% |
False |
False |
124,049 |
40 |
1691-4 |
1364-4 |
327-0 |
19.9% |
41-7 |
2.5% |
86% |
False |
False |
128,696 |
60 |
1691-4 |
1244-6 |
446-6 |
27.1% |
37-1 |
2.3% |
90% |
False |
False |
109,751 |
80 |
1691-4 |
1244-6 |
446-6 |
27.1% |
34-3 |
2.1% |
90% |
False |
False |
97,009 |
100 |
1691-4 |
1244-6 |
446-6 |
27.1% |
32-1 |
2.0% |
90% |
False |
False |
86,593 |
120 |
1691-4 |
1244-6 |
446-6 |
27.1% |
29-1 |
1.8% |
90% |
False |
False |
76,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1762-2 |
2.618 |
1718-1 |
1.618 |
1691-1 |
1.000 |
1674-4 |
0.618 |
1664-1 |
HIGH |
1647-4 |
0.618 |
1637-1 |
0.500 |
1634-0 |
0.382 |
1630-7 |
LOW |
1620-4 |
0.618 |
1603-7 |
1.000 |
1593-4 |
1.618 |
1576-7 |
2.618 |
1549-7 |
4.250 |
1505-6 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1641-7 |
1638-0 |
PP |
1637-7 |
1630-1 |
S1 |
1634-0 |
1622-3 |
|