CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1729-2 |
1715-4 |
-13-6 |
-0.8% |
1646-0 |
High |
1744-6 |
1737-2 |
-7-4 |
-0.4% |
1744-6 |
Low |
1704-2 |
1710-6 |
6-4 |
0.4% |
1641-0 |
Close |
1715-0 |
1731-4 |
16-4 |
1.0% |
1731-4 |
Range |
40-4 |
26-4 |
-14-0 |
-34.6% |
103-6 |
ATR |
41-6 |
40-5 |
-1-1 |
-2.6% |
0-0 |
Volume |
127,252 |
87,745 |
-39,507 |
-31.0% |
547,393 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1806-0 |
1795-2 |
1746-1 |
|
R3 |
1779-4 |
1768-6 |
1738-6 |
|
R2 |
1753-0 |
1753-0 |
1736-3 |
|
R1 |
1742-2 |
1742-2 |
1733-7 |
1747-5 |
PP |
1726-4 |
1726-4 |
1726-4 |
1729-2 |
S1 |
1715-6 |
1715-6 |
1729-1 |
1721-1 |
S2 |
1700-0 |
1700-0 |
1726-5 |
|
S3 |
1673-4 |
1689-2 |
1724-2 |
|
S4 |
1647-0 |
1662-6 |
1716-7 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2017-0 |
1978-0 |
1788-4 |
|
R3 |
1913-2 |
1874-2 |
1760-0 |
|
R2 |
1809-4 |
1809-4 |
1750-4 |
|
R1 |
1770-4 |
1770-4 |
1741-0 |
1790-0 |
PP |
1705-6 |
1705-6 |
1705-6 |
1715-4 |
S1 |
1666-6 |
1666-6 |
1722-0 |
1686-2 |
S2 |
1602-0 |
1602-0 |
1712-4 |
|
S3 |
1498-2 |
1563-0 |
1703-0 |
|
S4 |
1394-4 |
1459-2 |
1674-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1744-6 |
1641-0 |
103-6 |
6.0% |
36-4 |
2.1% |
87% |
False |
False |
109,478 |
10 |
1744-6 |
1587-0 |
157-6 |
9.1% |
35-2 |
2.0% |
92% |
False |
False |
97,342 |
20 |
1744-6 |
1555-2 |
189-4 |
10.9% |
38-3 |
2.2% |
93% |
False |
False |
108,943 |
40 |
1744-6 |
1401-0 |
343-6 |
19.9% |
42-4 |
2.5% |
96% |
False |
False |
127,672 |
60 |
1744-6 |
1244-6 |
500-0 |
28.9% |
38-1 |
2.2% |
97% |
False |
False |
114,799 |
80 |
1744-6 |
1244-6 |
500-0 |
28.9% |
35-2 |
2.0% |
97% |
False |
False |
100,544 |
100 |
1744-6 |
1244-6 |
500-0 |
28.9% |
32-2 |
1.9% |
97% |
False |
False |
89,163 |
120 |
1744-6 |
1244-6 |
500-0 |
28.9% |
30-1 |
1.7% |
97% |
False |
False |
80,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1849-7 |
2.618 |
1806-5 |
1.618 |
1780-1 |
1.000 |
1763-6 |
0.618 |
1753-5 |
HIGH |
1737-2 |
0.618 |
1727-1 |
0.500 |
1724-0 |
0.382 |
1720-7 |
LOW |
1710-6 |
0.618 |
1694-3 |
1.000 |
1684-2 |
1.618 |
1667-7 |
2.618 |
1641-3 |
4.250 |
1598-1 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1729-0 |
1729-1 |
PP |
1726-4 |
1726-7 |
S1 |
1724-0 |
1724-4 |
|