CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1643-4 |
1571-0 |
-72-4 |
-4.4% |
1597-0 |
| High |
1651-0 |
1577-0 |
-74-0 |
-4.5% |
1690-0 |
| Low |
1616-2 |
1552-2 |
-64-0 |
-4.0% |
1581-4 |
| Close |
1622-2 |
1569-4 |
-52-6 |
-3.3% |
1686-2 |
| Range |
34-6 |
24-6 |
-10-0 |
-28.8% |
108-4 |
| ATR |
34-1 |
36-5 |
2-5 |
7.5% |
0-0 |
| Volume |
175,237 |
184,410 |
9,173 |
5.2% |
717,930 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1640-4 |
1629-6 |
1583-1 |
|
| R3 |
1615-6 |
1605-0 |
1576-2 |
|
| R2 |
1591-0 |
1591-0 |
1574-0 |
|
| R1 |
1580-2 |
1580-2 |
1571-6 |
1573-2 |
| PP |
1566-2 |
1566-2 |
1566-2 |
1562-6 |
| S1 |
1555-4 |
1555-4 |
1567-2 |
1548-4 |
| S2 |
1541-4 |
1541-4 |
1565-0 |
|
| S3 |
1516-6 |
1530-6 |
1562-6 |
|
| S4 |
1492-0 |
1506-0 |
1555-7 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1978-1 |
1940-5 |
1745-7 |
|
| R3 |
1869-5 |
1832-1 |
1716-1 |
|
| R2 |
1761-1 |
1761-1 |
1706-1 |
|
| R1 |
1723-5 |
1723-5 |
1696-2 |
1742-3 |
| PP |
1652-5 |
1652-5 |
1652-5 |
1662-0 |
| S1 |
1615-1 |
1615-1 |
1676-2 |
1633-7 |
| S2 |
1544-1 |
1544-1 |
1666-3 |
|
| S3 |
1435-5 |
1506-5 |
1656-3 |
|
| S4 |
1327-1 |
1398-1 |
1626-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1690-0 |
1552-2 |
137-6 |
8.8% |
28-3 |
1.8% |
13% |
False |
True |
171,510 |
| 10 |
1690-0 |
1506-0 |
184-0 |
11.7% |
26-5 |
1.7% |
35% |
False |
False |
155,095 |
| 20 |
1690-0 |
1401-4 |
288-4 |
18.4% |
24-5 |
1.6% |
58% |
False |
False |
142,458 |
| 40 |
1690-0 |
1256-4 |
433-4 |
27.6% |
19-0 |
1.2% |
72% |
False |
False |
108,742 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.8% |
18-2 |
1.2% |
72% |
False |
False |
91,978 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.8% |
16-7 |
1.1% |
72% |
False |
False |
80,799 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.8% |
15-4 |
1.0% |
72% |
False |
False |
70,270 |
| 120 |
1690-0 |
1210-4 |
479-4 |
30.6% |
14-5 |
0.9% |
75% |
False |
False |
61,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1682-2 |
|
2.618 |
1641-6 |
|
1.618 |
1617-0 |
|
1.000 |
1601-6 |
|
0.618 |
1592-2 |
|
HIGH |
1577-0 |
|
0.618 |
1567-4 |
|
0.500 |
1564-5 |
|
0.382 |
1561-6 |
|
LOW |
1552-2 |
|
0.618 |
1537-0 |
|
1.000 |
1527-4 |
|
1.618 |
1512-2 |
|
2.618 |
1487-4 |
|
4.250 |
1447-0 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1567-7 |
1621-1 |
| PP |
1566-2 |
1603-7 |
| S1 |
1564-5 |
1586-6 |
|