CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1730-2 |
1729-2 |
-1-0 |
-0.1% |
1633-0 |
High |
1734-2 |
1744-6 |
10-4 |
0.6% |
1652-0 |
Low |
1715-4 |
1704-2 |
-11-2 |
-0.7% |
1587-0 |
Close |
1727-6 |
1715-0 |
-12-6 |
-0.7% |
1645-6 |
Range |
18-6 |
40-4 |
21-6 |
116.0% |
65-0 |
ATR |
41-7 |
41-6 |
-0-1 |
-0.2% |
0-0 |
Volume |
98,252 |
127,252 |
29,000 |
29.5% |
426,030 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1842-7 |
1819-3 |
1737-2 |
|
R3 |
1802-3 |
1778-7 |
1726-1 |
|
R2 |
1761-7 |
1761-7 |
1722-3 |
|
R1 |
1738-3 |
1738-3 |
1718-6 |
1729-7 |
PP |
1721-3 |
1721-3 |
1721-3 |
1717-0 |
S1 |
1697-7 |
1697-7 |
1711-2 |
1689-3 |
S2 |
1680-7 |
1680-7 |
1707-5 |
|
S3 |
1640-3 |
1657-3 |
1703-7 |
|
S4 |
1599-7 |
1616-7 |
1692-6 |
|
|
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 |
1744-6 |
1620-4 |
124-2 |
7.2% |
36-5 |
2.1% |
76% |
True |
False |
105,329 |
10 |
1744-6 |
1587-0 |
157-6 |
9.2% |
37-2 |
2.2% |
81% |
True |
False |
102,954 |
20 |
1744-6 |
1550-6 |
194-0 |
11.3% |
40-1 |
2.3% |
85% |
True |
False |
110,752 |
40 |
1744-6 |
1392-6 |
352-0 |
20.5% |
42-5 |
2.5% |
92% |
True |
False |
128,523 |
60 |
1744-6 |
1244-6 |
500-0 |
29.2% |
38-2 |
2.2% |
94% |
True |
False |
114,205 |
80 |
1744-6 |
1244-6 |
500-0 |
29.2% |
35-3 |
2.1% |
94% |
True |
False |
100,169 |
100 |
1744-6 |
1244-6 |
500-0 |
29.2% |
32-1 |
1.9% |
94% |
True |
False |
88,832 |
120 |
1744-6 |
1244-6 |
500-0 |
29.2% |
30-0 |
1.8% |
94% |
True |
False |
79,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1916-7 |
2.618 |
1850-6 |
1.618 |
1810-2 |
1.000 |
1785-2 |
0.618 |
1769-6 |
HIGH |
1744-6 |
0.618 |
1729-2 |
0.500 |
1724-4 |
0.382 |
1719-6 |
LOW |
1704-2 |
0.618 |
1679-2 |
1.000 |
1663-6 |
1.618 |
1638-6 |
2.618 |
1598-2 |
4.250 |
1532-1 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1724-4 |
1714-2 |
PP |
1721-3 |
1713-5 |
S1 |
1718-1 |
1712-7 |
|