CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1715-4 |
1740-6 |
25-2 |
1.5% |
1646-0 |
| High |
1737-2 |
1760-4 |
23-2 |
1.3% |
1744-6 |
| Low |
1710-6 |
1714-0 |
3-2 |
0.2% |
1641-0 |
| Close |
1731-4 |
1718-6 |
-12-6 |
-0.7% |
1731-4 |
| Range |
26-4 |
46-4 |
20-0 |
75.5% |
103-6 |
| ATR |
40-5 |
41-1 |
0-3 |
1.0% |
0-0 |
| Volume |
87,745 |
124,767 |
37,022 |
42.2% |
547,393 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1870-5 |
1841-1 |
1744-3 |
|
| R3 |
1824-1 |
1794-5 |
1731-4 |
|
| R2 |
1777-5 |
1777-5 |
1727-2 |
|
| R1 |
1748-1 |
1748-1 |
1723-0 |
1739-5 |
| PP |
1731-1 |
1731-1 |
1731-1 |
1726-6 |
| S1 |
1701-5 |
1701-5 |
1714-4 |
1693-1 |
| S2 |
1684-5 |
1684-5 |
1710-2 |
|
| S3 |
1638-1 |
1655-1 |
1706-0 |
|
| S4 |
1591-5 |
1608-5 |
1693-1 |
|
|
| 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 |
1760-4 |
1681-0 |
79-4 |
4.6% |
37-0 |
2.2% |
47% |
True |
False |
114,931 |
| 10 |
1760-4 |
1587-0 |
173-4 |
10.1% |
34-4 |
2.0% |
76% |
True |
False |
99,654 |
| 20 |
1760-4 |
1555-2 |
205-2 |
11.9% |
39-2 |
2.3% |
80% |
True |
False |
109,947 |
| 40 |
1760-4 |
1430-4 |
330-0 |
19.2% |
42-6 |
2.5% |
87% |
True |
False |
128,248 |
| 60 |
1760-4 |
1244-6 |
515-6 |
30.0% |
38-3 |
2.2% |
92% |
True |
False |
115,729 |
| 80 |
1760-4 |
1244-6 |
515-6 |
30.0% |
35-5 |
2.1% |
92% |
True |
False |
101,176 |
| 100 |
1760-4 |
1244-6 |
515-6 |
30.0% |
32-5 |
1.9% |
92% |
True |
False |
89,773 |
| 120 |
1760-4 |
1244-6 |
515-6 |
30.0% |
30-4 |
1.8% |
92% |
True |
False |
81,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1958-1 |
|
2.618 |
1882-2 |
|
1.618 |
1835-6 |
|
1.000 |
1807-0 |
|
0.618 |
1789-2 |
|
HIGH |
1760-4 |
|
0.618 |
1742-6 |
|
0.500 |
1737-2 |
|
0.382 |
1731-6 |
|
LOW |
1714-0 |
|
0.618 |
1685-2 |
|
1.000 |
1667-4 |
|
1.618 |
1638-6 |
|
2.618 |
1592-2 |
|
4.250 |
1516-3 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1737-2 |
1732-3 |
| PP |
1731-1 |
1727-7 |
| S1 |
1724-7 |
1723-2 |
|