CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1723-2 |
1724-0 |
0-6 |
0.0% |
1646-0 |
| High |
1731-0 |
1754-0 |
23-0 |
1.3% |
1744-6 |
| Low |
1701-0 |
1716-4 |
15-4 |
0.9% |
1641-0 |
| Close |
1722-2 |
1753-0 |
30-6 |
1.8% |
1731-4 |
| Range |
30-0 |
37-4 |
7-4 |
25.0% |
103-6 |
| ATR |
40-2 |
40-1 |
-0-2 |
-0.5% |
0-0 |
| Volume |
109,943 |
92,204 |
-17,739 |
-16.1% |
547,393 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1853-5 |
1840-7 |
1773-5 |
|
| R3 |
1816-1 |
1803-3 |
1763-2 |
|
| R2 |
1778-5 |
1778-5 |
1759-7 |
|
| R1 |
1765-7 |
1765-7 |
1756-4 |
1772-2 |
| PP |
1741-1 |
1741-1 |
1741-1 |
1744-3 |
| S1 |
1728-3 |
1728-3 |
1749-4 |
1734-6 |
| S2 |
1703-5 |
1703-5 |
1746-1 |
|
| S3 |
1666-1 |
1690-7 |
1742-6 |
|
| S4 |
1628-5 |
1653-3 |
1732-3 |
|
|
| 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 |
1701-0 |
59-4 |
3.4% |
36-2 |
2.1% |
87% |
False |
False |
108,382 |
| 10 |
1760-4 |
1619-4 |
141-0 |
8.0% |
34-6 |
2.0% |
95% |
False |
False |
102,904 |
| 20 |
1760-4 |
1555-2 |
205-2 |
11.7% |
37-6 |
2.1% |
96% |
False |
False |
105,511 |
| 40 |
1760-4 |
1493-0 |
267-4 |
15.3% |
43-0 |
2.4% |
97% |
False |
False |
127,128 |
| 60 |
1760-4 |
1275-4 |
485-0 |
27.7% |
38-6 |
2.2% |
98% |
False |
False |
117,085 |
| 80 |
1760-4 |
1244-6 |
515-6 |
29.4% |
36-0 |
2.1% |
99% |
False |
False |
102,325 |
| 100 |
1760-4 |
1244-6 |
515-6 |
29.4% |
33-1 |
1.9% |
99% |
False |
False |
91,378 |
| 120 |
1760-4 |
1244-6 |
515-6 |
29.4% |
30-6 |
1.8% |
99% |
False |
False |
82,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1913-3 |
|
2.618 |
1852-1 |
|
1.618 |
1814-5 |
|
1.000 |
1791-4 |
|
0.618 |
1777-1 |
|
HIGH |
1754-0 |
|
0.618 |
1739-5 |
|
0.500 |
1735-2 |
|
0.382 |
1730-7 |
|
LOW |
1716-4 |
|
0.618 |
1693-3 |
|
1.000 |
1679-0 |
|
1.618 |
1655-7 |
|
2.618 |
1618-3 |
|
4.250 |
1557-1 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1747-1 |
1745-5 |
| PP |
1741-1 |
1738-1 |
| S1 |
1735-2 |
1730-6 |
|