CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1556-0 |
1537-4 |
-18-4 |
-1.2% |
1443-0 |
High |
1570-0 |
1550-4 |
-19-4 |
-1.2% |
1528-0 |
Low |
1543-2 |
1532-4 |
-10-6 |
-0.7% |
1433-0 |
Close |
1547-6 |
1538-4 |
-9-2 |
-0.6% |
1505-6 |
Range |
26-6 |
18-0 |
-8-6 |
-32.7% |
95-0 |
ATR |
29-3 |
28-4 |
-0-6 |
-2.8% |
0-0 |
Volume |
111,710 |
158,239 |
46,529 |
41.7% |
515,527 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1594-4 |
1584-4 |
1548-3 |
|
R3 |
1576-4 |
1566-4 |
1543-4 |
|
R2 |
1558-4 |
1558-4 |
1541-6 |
|
R1 |
1548-4 |
1548-4 |
1540-1 |
1553-4 |
PP |
1540-4 |
1540-4 |
1540-4 |
1543-0 |
S1 |
1530-4 |
1530-4 |
1536-7 |
1535-4 |
S2 |
1522-4 |
1522-4 |
1535-2 |
|
S3 |
1504-4 |
1512-4 |
1533-4 |
|
S4 |
1486-4 |
1494-4 |
1528-5 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1773-7 |
1734-7 |
1558-0 |
|
R3 |
1678-7 |
1639-7 |
1531-7 |
|
R2 |
1583-7 |
1583-7 |
1523-1 |
|
R1 |
1544-7 |
1544-7 |
1514-4 |
1564-3 |
PP |
1488-7 |
1488-7 |
1488-7 |
1498-6 |
S1 |
1449-7 |
1449-7 |
1497-0 |
1469-3 |
S2 |
1393-7 |
1393-7 |
1488-3 |
|
S3 |
1298-7 |
1354-7 |
1479-5 |
|
S4 |
1203-7 |
1259-7 |
1453-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1570-0 |
1453-0 |
117-0 |
7.6% |
23-7 |
1.6% |
73% |
False |
False |
130,433 |
10 |
1570-0 |
1401-4 |
168-4 |
11.0% |
22-5 |
1.5% |
81% |
False |
False |
129,821 |
20 |
1570-0 |
1308-0 |
262-0 |
17.0% |
18-5 |
1.2% |
88% |
False |
False |
108,846 |
40 |
1570-0 |
1253-0 |
317-0 |
20.6% |
16-3 |
1.1% |
90% |
False |
False |
85,335 |
60 |
1570-0 |
1253-0 |
317-0 |
20.6% |
15-6 |
1.0% |
90% |
False |
False |
73,625 |
80 |
1570-0 |
1253-0 |
317-0 |
20.6% |
14-7 |
1.0% |
90% |
False |
False |
65,028 |
100 |
1570-0 |
1252-4 |
317-4 |
20.6% |
13-5 |
0.9% |
90% |
False |
False |
56,811 |
120 |
1570-0 |
1180-0 |
390-0 |
25.3% |
13-2 |
0.9% |
92% |
False |
False |
49,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1627-0 |
2.618 |
1597-5 |
1.618 |
1579-5 |
1.000 |
1568-4 |
0.618 |
1561-5 |
HIGH |
1550-4 |
0.618 |
1543-5 |
0.500 |
1541-4 |
0.382 |
1539-3 |
LOW |
1532-4 |
0.618 |
1521-3 |
1.000 |
1514-4 |
1.618 |
1503-3 |
2.618 |
1485-3 |
4.250 |
1456-0 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1541-4 |
1538-1 |
PP |
1540-4 |
1537-7 |
S1 |
1539-4 |
1537-4 |
|