CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1627-4 |
1611-0 |
-16-4 |
-1.0% |
1643-4 |
| High |
1636-0 |
1626-0 |
-10-0 |
-0.6% |
1651-0 |
| Low |
1598-0 |
1597-0 |
-1-0 |
-0.1% |
1552-2 |
| Close |
1629-0 |
1616-4 |
-12-4 |
-0.8% |
1601-6 |
| Range |
38-0 |
29-0 |
-9-0 |
-23.7% |
98-6 |
| ATR |
38-6 |
38-2 |
-0-4 |
-1.2% |
0-0 |
| Volume |
168,448 |
123,970 |
-44,478 |
-26.4% |
822,940 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1700-1 |
1687-3 |
1632-4 |
|
| R3 |
1671-1 |
1658-3 |
1624-4 |
|
| R2 |
1642-1 |
1642-1 |
1621-7 |
|
| R1 |
1629-3 |
1629-3 |
1619-1 |
1635-6 |
| PP |
1613-1 |
1613-1 |
1613-1 |
1616-3 |
| S1 |
1600-3 |
1600-3 |
1613-7 |
1606-6 |
| S2 |
1584-1 |
1584-1 |
1611-1 |
|
| S3 |
1555-1 |
1571-3 |
1608-4 |
|
| S4 |
1526-1 |
1542-3 |
1600-4 |
|
|
| 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 |
1657-0 |
1597-0 |
60-0 |
3.7% |
23-3 |
1.4% |
33% |
False |
True |
132,724 |
| 10 |
1690-0 |
1552-2 |
137-6 |
8.5% |
26-3 |
1.6% |
47% |
False |
False |
156,989 |
| 20 |
1690-0 |
1505-0 |
185-0 |
11.4% |
25-4 |
1.6% |
60% |
False |
False |
148,792 |
| 40 |
1690-0 |
1308-0 |
382-0 |
23.6% |
21-4 |
1.3% |
81% |
False |
False |
124,299 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.0% |
19-3 |
1.2% |
83% |
False |
False |
102,489 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.0% |
17-6 |
1.1% |
83% |
False |
False |
88,814 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.0% |
16-5 |
1.0% |
83% |
False |
False |
78,346 |
| 120 |
1690-0 |
1243-0 |
447-0 |
27.7% |
15-3 |
1.0% |
84% |
False |
False |
69,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1749-2 |
|
2.618 |
1701-7 |
|
1.618 |
1672-7 |
|
1.000 |
1655-0 |
|
0.618 |
1643-7 |
|
HIGH |
1626-0 |
|
0.618 |
1614-7 |
|
0.500 |
1611-4 |
|
0.382 |
1608-1 |
|
LOW |
1597-0 |
|
0.618 |
1579-1 |
|
1.000 |
1568-0 |
|
1.618 |
1550-1 |
|
2.618 |
1521-1 |
|
4.250 |
1473-6 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1614-7 |
1627-0 |
| PP |
1613-1 |
1623-4 |
| S1 |
1611-4 |
1620-0 |
|