CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1597-0 |
1597-0 |
0-0 |
0.0% |
1556-0 |
| High |
1597-0 |
1597-4 |
0-4 |
0.0% |
1570-0 |
| Low |
1582-0 |
1581-4 |
-0-4 |
0.0% |
1506-0 |
| Close |
1590-4 |
1590-4 |
0-0 |
0.0% |
1552-4 |
| Range |
15-0 |
16-0 |
1-0 |
6.7% |
64-0 |
| ATR |
30-7 |
29-7 |
-1-1 |
-3.4% |
0-0 |
| Volume |
101,409 |
118,616 |
17,207 |
17.0% |
743,326 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1637-7 |
1630-1 |
1599-2 |
|
| R3 |
1621-7 |
1614-1 |
1594-7 |
|
| R2 |
1605-7 |
1605-7 |
1593-3 |
|
| R1 |
1598-1 |
1598-1 |
1592-0 |
1594-0 |
| PP |
1589-7 |
1589-7 |
1589-7 |
1587-6 |
| S1 |
1582-1 |
1582-1 |
1589-0 |
1578-0 |
| S2 |
1573-7 |
1573-7 |
1587-5 |
|
| S3 |
1557-7 |
1566-1 |
1586-1 |
|
| S4 |
1541-7 |
1550-1 |
1581-6 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1734-7 |
1707-5 |
1587-6 |
|
| R3 |
1670-7 |
1643-5 |
1570-1 |
|
| R2 |
1606-7 |
1606-7 |
1564-2 |
|
| R1 |
1579-5 |
1579-5 |
1558-3 |
1561-2 |
| PP |
1542-7 |
1542-7 |
1542-7 |
1533-5 |
| S1 |
1515-5 |
1515-5 |
1546-5 |
1497-2 |
| S2 |
1478-7 |
1478-7 |
1540-6 |
|
| S3 |
1414-7 |
1451-5 |
1534-7 |
|
| S4 |
1350-7 |
1387-5 |
1517-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1597-4 |
1506-0 |
91-4 |
5.8% |
24-6 |
1.6% |
92% |
True |
False |
138,680 |
| 10 |
1597-4 |
1453-0 |
144-4 |
9.1% |
24-3 |
1.5% |
95% |
True |
False |
134,557 |
| 20 |
1597-4 |
1371-0 |
226-4 |
14.2% |
22-0 |
1.4% |
97% |
True |
False |
125,226 |
| 40 |
1597-4 |
1253-0 |
344-4 |
21.7% |
17-5 |
1.1% |
98% |
True |
False |
94,101 |
| 60 |
1597-4 |
1253-0 |
344-4 |
21.7% |
16-6 |
1.1% |
98% |
True |
False |
82,306 |
| 80 |
1597-4 |
1253-0 |
344-4 |
21.7% |
15-7 |
1.0% |
98% |
True |
False |
71,953 |
| 100 |
1597-4 |
1253-0 |
344-4 |
21.7% |
14-4 |
0.9% |
98% |
True |
False |
62,840 |
| 120 |
1597-4 |
1193-4 |
404-0 |
25.4% |
13-6 |
0.9% |
98% |
True |
False |
54,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1665-4 |
|
2.618 |
1639-3 |
|
1.618 |
1623-3 |
|
1.000 |
1613-4 |
|
0.618 |
1607-3 |
|
HIGH |
1597-4 |
|
0.618 |
1591-3 |
|
0.500 |
1589-4 |
|
0.382 |
1587-5 |
|
LOW |
1581-4 |
|
0.618 |
1571-5 |
|
1.000 |
1565-4 |
|
1.618 |
1555-5 |
|
2.618 |
1539-5 |
|
4.250 |
1513-4 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1590-1 |
1583-5 |
| PP |
1589-7 |
1576-7 |
| S1 |
1589-4 |
1570-0 |
|