CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1567-0 |
1529-4 |
-37-4 |
-2.4% |
1443-0 |
| High |
1567-0 |
1539-0 |
-28-0 |
-1.8% |
1528-0 |
| Low |
1506-0 |
1523-4 |
17-4 |
1.2% |
1433-0 |
| Close |
1522-4 |
1529-0 |
6-4 |
0.4% |
1505-6 |
| Range |
61-0 |
15-4 |
-45-4 |
-74.6% |
95-0 |
| ATR |
30-7 |
29-7 |
-1-0 |
-3.3% |
0-0 |
| Volume |
123,270 |
231,986 |
108,716 |
88.2% |
515,527 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1577-0 |
1568-4 |
1537-4 |
|
| R3 |
1561-4 |
1553-0 |
1533-2 |
|
| R2 |
1546-0 |
1546-0 |
1531-7 |
|
| R1 |
1537-4 |
1537-4 |
1530-3 |
1534-0 |
| PP |
1530-4 |
1530-4 |
1530-4 |
1528-6 |
| S1 |
1522-0 |
1522-0 |
1527-5 |
1518-4 |
| S2 |
1515-0 |
1515-0 |
1526-1 |
|
| S3 |
1499-4 |
1506-4 |
1524-6 |
|
| S4 |
1484-0 |
1491-0 |
1520-4 |
|
|
| 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 |
1505-0 |
65-0 |
4.3% |
27-5 |
1.8% |
37% |
False |
False |
156,525 |
| 10 |
1570-0 |
1401-4 |
168-4 |
11.0% |
24-7 |
1.6% |
76% |
False |
False |
136,422 |
| 20 |
1570-0 |
1308-0 |
262-0 |
17.1% |
21-3 |
1.4% |
84% |
False |
False |
118,699 |
| 40 |
1570-0 |
1253-0 |
317-0 |
20.7% |
17-5 |
1.2% |
87% |
False |
False |
90,457 |
| 60 |
1570-0 |
1253-0 |
317-0 |
20.7% |
16-6 |
1.1% |
87% |
False |
False |
78,289 |
| 80 |
1570-0 |
1253-0 |
317-0 |
20.7% |
15-5 |
1.0% |
87% |
False |
False |
68,797 |
| 100 |
1570-0 |
1253-0 |
317-0 |
20.7% |
14-2 |
0.9% |
87% |
False |
False |
59,971 |
| 120 |
1570-0 |
1193-4 |
376-4 |
24.6% |
13-6 |
0.9% |
89% |
False |
False |
52,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1604-7 |
|
2.618 |
1579-5 |
|
1.618 |
1564-1 |
|
1.000 |
1554-4 |
|
0.618 |
1548-5 |
|
HIGH |
1539-0 |
|
0.618 |
1533-1 |
|
0.500 |
1531-2 |
|
0.382 |
1529-3 |
|
LOW |
1523-4 |
|
0.618 |
1513-7 |
|
1.000 |
1508-0 |
|
1.618 |
1498-3 |
|
2.618 |
1482-7 |
|
4.250 |
1457-5 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1531-2 |
1536-4 |
| PP |
1530-4 |
1534-0 |
| S1 |
1529-6 |
1531-4 |
|