CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 30-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1724-0 |
1753-0 |
29-0 |
1.7% |
1646-0 |
High |
1754-0 |
1771-2 |
17-2 |
1.0% |
1744-6 |
Low |
1716-4 |
1735-2 |
18-6 |
1.1% |
1641-0 |
Close |
1753-0 |
1763-4 |
10-4 |
0.6% |
1731-4 |
Range |
37-4 |
36-0 |
-1-4 |
-4.0% |
103-6 |
ATR |
40-1 |
39-6 |
-0-2 |
-0.7% |
0-0 |
Volume |
92,204 |
72,605 |
-19,599 |
-21.3% |
547,393 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1864-5 |
1850-1 |
1783-2 |
|
R3 |
1828-5 |
1814-1 |
1773-3 |
|
R2 |
1792-5 |
1792-5 |
1770-1 |
|
R1 |
1778-1 |
1778-1 |
1766-6 |
1785-3 |
PP |
1756-5 |
1756-5 |
1756-5 |
1760-2 |
S1 |
1742-1 |
1742-1 |
1760-2 |
1749-3 |
S2 |
1720-5 |
1720-5 |
1756-7 |
|
S3 |
1684-5 |
1706-1 |
1753-5 |
|
S4 |
1648-5 |
1670-1 |
1743-6 |
|
|
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 |
1771-2 |
1701-0 |
70-2 |
4.0% |
35-2 |
2.0% |
89% |
True |
False |
97,452 |
10 |
1771-2 |
1620-4 |
150-6 |
8.5% |
36-0 |
2.0% |
95% |
True |
False |
101,390 |
20 |
1771-2 |
1555-2 |
216-0 |
12.2% |
37-0 |
2.1% |
96% |
True |
False |
103,086 |
40 |
1771-2 |
1504-4 |
266-6 |
15.1% |
43-0 |
2.4% |
97% |
True |
False |
126,164 |
60 |
1771-2 |
1296-6 |
474-4 |
26.9% |
38-7 |
2.2% |
98% |
True |
False |
117,378 |
80 |
1771-2 |
1244-6 |
526-4 |
29.9% |
36-1 |
2.0% |
99% |
True |
False |
102,751 |
100 |
1771-2 |
1244-6 |
526-4 |
29.9% |
33-1 |
1.9% |
99% |
True |
False |
91,758 |
120 |
1771-2 |
1244-6 |
526-4 |
29.9% |
31-0 |
1.8% |
99% |
True |
False |
82,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1924-2 |
2.618 |
1865-4 |
1.618 |
1829-4 |
1.000 |
1807-2 |
0.618 |
1793-4 |
HIGH |
1771-2 |
0.618 |
1757-4 |
0.500 |
1753-2 |
0.382 |
1749-0 |
LOW |
1735-2 |
0.618 |
1713-0 |
1.000 |
1699-2 |
1.618 |
1677-0 |
2.618 |
1641-0 |
4.250 |
1582-2 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1760-1 |
1754-3 |
PP |
1756-5 |
1745-2 |
S1 |
1753-2 |
1736-1 |
|