CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1605-0 |
1638-4 |
33-4 |
2.1% |
1643-4 |
| High |
1610-0 |
1646-0 |
36-0 |
2.2% |
1651-0 |
| Low |
1597-4 |
1632-0 |
34-4 |
2.2% |
1552-2 |
| Close |
1601-6 |
1643-4 |
41-6 |
2.6% |
1601-6 |
| Range |
12-4 |
14-0 |
1-4 |
12.0% |
98-6 |
| ATR |
39-1 |
39-4 |
0-3 |
0.9% |
0-0 |
| Volume |
129,398 |
108,388 |
-21,010 |
-16.2% |
822,940 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1682-4 |
1677-0 |
1651-2 |
|
| R3 |
1668-4 |
1663-0 |
1647-3 |
|
| R2 |
1654-4 |
1654-4 |
1646-1 |
|
| R1 |
1649-0 |
1649-0 |
1644-6 |
1651-6 |
| PP |
1640-4 |
1640-4 |
1640-4 |
1641-7 |
| S1 |
1635-0 |
1635-0 |
1642-2 |
1637-6 |
| S2 |
1626-4 |
1626-4 |
1640-7 |
|
| S3 |
1612-4 |
1621-0 |
1639-5 |
|
| S4 |
1598-4 |
1607-0 |
1635-6 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1897-7 |
1848-5 |
1656-0 |
|
| R3 |
1799-1 |
1749-7 |
1628-7 |
|
| R2 |
1700-3 |
1700-3 |
1619-7 |
|
| R1 |
1651-1 |
1651-1 |
1610-6 |
1626-3 |
| PP |
1601-5 |
1601-5 |
1601-5 |
1589-2 |
| S1 |
1552-3 |
1552-3 |
1592-6 |
1527-5 |
| S2 |
1502-7 |
1502-7 |
1583-5 |
|
| S3 |
1404-1 |
1453-5 |
1574-5 |
|
| S4 |
1305-3 |
1354-7 |
1547-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1646-0 |
1552-2 |
93-6 |
5.7% |
23-4 |
1.4% |
97% |
True |
False |
151,218 |
| 10 |
1690-0 |
1552-2 |
137-6 |
8.4% |
25-0 |
1.5% |
66% |
False |
False |
154,784 |
| 20 |
1690-0 |
1433-0 |
257-0 |
15.6% |
24-4 |
1.5% |
82% |
False |
False |
145,405 |
| 40 |
1690-0 |
1262-0 |
428-0 |
26.0% |
19-6 |
1.2% |
89% |
False |
False |
118,048 |
| 60 |
1690-0 |
1253-0 |
437-0 |
26.6% |
18-5 |
1.1% |
89% |
False |
False |
97,872 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.6% |
17-1 |
1.0% |
89% |
False |
False |
84,721 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.6% |
16-0 |
1.0% |
89% |
False |
False |
75,118 |
| 120 |
1690-0 |
1226-4 |
463-4 |
28.2% |
15-0 |
0.9% |
90% |
False |
False |
65,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1705-4 |
|
2.618 |
1682-5 |
|
1.618 |
1668-5 |
|
1.000 |
1660-0 |
|
0.618 |
1654-5 |
|
HIGH |
1646-0 |
|
0.618 |
1640-5 |
|
0.500 |
1639-0 |
|
0.382 |
1637-3 |
|
LOW |
1632-0 |
|
0.618 |
1623-3 |
|
1.000 |
1618-0 |
|
1.618 |
1609-3 |
|
2.618 |
1595-3 |
|
4.250 |
1572-4 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1642-0 |
1630-4 |
| PP |
1640-4 |
1617-4 |
| S1 |
1639-0 |
1604-4 |
|