CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1595-0 |
1566-0 |
-29-0 |
-1.8% |
1638-4 |
| High |
1595-4 |
1582-0 |
-13-4 |
-0.8% |
1657-0 |
| Low |
1563-0 |
1555-4 |
-7-4 |
-0.5% |
1597-0 |
| Close |
1565-6 |
1581-2 |
15-4 |
1.0% |
1628-6 |
| Range |
32-4 |
26-4 |
-6-0 |
-18.5% |
60-0 |
| ATR |
37-3 |
36-5 |
-0-6 |
-2.1% |
0-0 |
| Volume |
122,555 |
108,030 |
-14,525 |
-11.9% |
637,300 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1652-3 |
1643-3 |
1595-7 |
|
| R3 |
1625-7 |
1616-7 |
1588-4 |
|
| R2 |
1599-3 |
1599-3 |
1586-1 |
|
| R1 |
1590-3 |
1590-3 |
1583-5 |
1594-7 |
| PP |
1572-7 |
1572-7 |
1572-7 |
1575-2 |
| S1 |
1563-7 |
1563-7 |
1578-7 |
1568-3 |
| S2 |
1546-3 |
1546-3 |
1576-3 |
|
| S3 |
1519-7 |
1537-3 |
1574-0 |
|
| S4 |
1493-3 |
1510-7 |
1566-5 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1807-5 |
1778-1 |
1661-6 |
|
| R3 |
1747-5 |
1718-1 |
1645-2 |
|
| R2 |
1687-5 |
1687-5 |
1639-6 |
|
| R1 |
1658-1 |
1658-1 |
1634-2 |
1642-7 |
| PP |
1627-5 |
1627-5 |
1627-5 |
1620-0 |
| S1 |
1598-1 |
1598-1 |
1623-2 |
1582-7 |
| S2 |
1567-5 |
1567-5 |
1617-6 |
|
| S3 |
1507-5 |
1538-1 |
1612-2 |
|
| S4 |
1447-5 |
1478-1 |
1595-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1638-0 |
1555-4 |
82-4 |
5.2% |
23-0 |
1.5% |
31% |
False |
True |
115,928 |
| 10 |
1657-0 |
1555-4 |
101-4 |
6.4% |
24-2 |
1.5% |
25% |
False |
True |
126,251 |
| 20 |
1690-0 |
1523-4 |
166-4 |
10.5% |
23-6 |
1.5% |
35% |
False |
False |
144,043 |
| 40 |
1690-0 |
1308-0 |
382-0 |
24.2% |
22-2 |
1.4% |
72% |
False |
False |
127,817 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.6% |
19-5 |
1.2% |
75% |
False |
False |
105,706 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.6% |
18-3 |
1.2% |
75% |
False |
False |
92,264 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.6% |
17-1 |
1.1% |
75% |
False |
False |
81,783 |
| 120 |
1690-0 |
1253-0 |
437-0 |
27.6% |
15-6 |
1.0% |
75% |
False |
False |
72,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1694-5 |
|
2.618 |
1651-3 |
|
1.618 |
1624-7 |
|
1.000 |
1608-4 |
|
0.618 |
1598-3 |
|
HIGH |
1582-0 |
|
0.618 |
1571-7 |
|
0.500 |
1568-6 |
|
0.382 |
1565-5 |
|
LOW |
1555-4 |
|
0.618 |
1539-1 |
|
1.000 |
1529-0 |
|
1.618 |
1512-5 |
|
2.618 |
1486-1 |
|
4.250 |
1442-7 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1577-1 |
1579-5 |
| PP |
1572-7 |
1577-7 |
| S1 |
1568-6 |
1576-2 |
|