CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1571-0 |
1606-0 |
35-0 |
2.2% |
1597-0 |
| High |
1577-0 |
1623-0 |
46-0 |
2.9% |
1690-0 |
| Low |
1552-2 |
1596-0 |
43-6 |
2.8% |
1581-4 |
| Close |
1569-4 |
1615-4 |
46-0 |
2.9% |
1686-2 |
| Range |
24-6 |
27-0 |
2-2 |
9.1% |
108-4 |
| ATR |
36-5 |
37-7 |
1-2 |
3.3% |
0-0 |
| Volume |
184,410 |
190,678 |
6,268 |
3.4% |
717,930 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1692-4 |
1681-0 |
1630-3 |
|
| R3 |
1665-4 |
1654-0 |
1622-7 |
|
| R2 |
1638-4 |
1638-4 |
1620-4 |
|
| R1 |
1627-0 |
1627-0 |
1618-0 |
1632-6 |
| PP |
1611-4 |
1611-4 |
1611-4 |
1614-3 |
| S1 |
1600-0 |
1600-0 |
1613-0 |
1605-6 |
| S2 |
1584-4 |
1584-4 |
1610-4 |
|
| S3 |
1557-4 |
1573-0 |
1608-1 |
|
| S4 |
1530-4 |
1546-0 |
1600-5 |
|
|
| 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 |
8.5% |
27-2 |
1.7% |
46% |
False |
False |
182,698 |
| 10 |
1690-0 |
1523-4 |
166-4 |
10.3% |
23-1 |
1.4% |
55% |
False |
False |
161,836 |
| 20 |
1690-0 |
1401-4 |
288-4 |
17.9% |
24-4 |
1.5% |
74% |
False |
False |
144,251 |
| 40 |
1690-0 |
1256-4 |
433-4 |
26.8% |
19-2 |
1.2% |
83% |
False |
False |
112,623 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.1% |
18-2 |
1.1% |
83% |
False |
False |
94,435 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.1% |
17-0 |
1.1% |
83% |
False |
False |
82,664 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.1% |
15-5 |
1.0% |
83% |
False |
False |
71,984 |
| 120 |
1690-0 |
1224-0 |
466-0 |
28.8% |
14-6 |
0.9% |
84% |
False |
False |
63,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1737-6 |
|
2.618 |
1693-5 |
|
1.618 |
1666-5 |
|
1.000 |
1650-0 |
|
0.618 |
1639-5 |
|
HIGH |
1623-0 |
|
0.618 |
1612-5 |
|
0.500 |
1609-4 |
|
0.382 |
1606-3 |
|
LOW |
1596-0 |
|
0.618 |
1579-3 |
|
1.000 |
1569-0 |
|
1.618 |
1552-3 |
|
2.618 |
1525-3 |
|
4.250 |
1481-2 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1613-4 |
1610-7 |
| PP |
1611-4 |
1606-2 |
| S1 |
1609-4 |
1601-5 |
|