CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1631-0 |
1611-0 |
-20-0 |
-1.2% |
1588-0 |
| High |
1665-0 |
1616-0 |
-49-0 |
-2.9% |
1665-0 |
| Low |
1628-4 |
1600-0 |
-28-4 |
-1.8% |
1555-4 |
| Close |
1643-6 |
1600-6 |
-43-0 |
-2.6% |
1643-6 |
| Range |
36-4 |
16-0 |
-20-4 |
-56.2% |
109-4 |
| ATR |
37-4 |
38-0 |
0-4 |
1.2% |
0-0 |
| Volume |
148,813 |
107,541 |
-41,272 |
-27.7% |
623,830 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1653-5 |
1643-1 |
1609-4 |
|
| R3 |
1637-5 |
1627-1 |
1605-1 |
|
| R2 |
1621-5 |
1621-5 |
1603-5 |
|
| R1 |
1611-1 |
1611-1 |
1602-2 |
1608-3 |
| PP |
1605-5 |
1605-5 |
1605-5 |
1604-2 |
| S1 |
1595-1 |
1595-1 |
1599-2 |
1592-3 |
| S2 |
1589-5 |
1589-5 |
1597-7 |
|
| S3 |
1573-5 |
1579-1 |
1596-3 |
|
| S4 |
1557-5 |
1563-1 |
1592-0 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1949-7 |
1906-3 |
1704-0 |
|
| R3 |
1840-3 |
1796-7 |
1673-7 |
|
| R2 |
1730-7 |
1730-7 |
1663-7 |
|
| R1 |
1687-3 |
1687-3 |
1653-6 |
1709-1 |
| PP |
1621-3 |
1621-3 |
1621-3 |
1632-2 |
| S1 |
1577-7 |
1577-7 |
1633-6 |
1599-5 |
| S2 |
1511-7 |
1511-7 |
1623-5 |
|
| S3 |
1402-3 |
1468-3 |
1613-5 |
|
| S4 |
1292-7 |
1358-7 |
1583-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1665-0 |
1555-4 |
109-4 |
6.8% |
28-1 |
1.8% |
41% |
False |
False |
121,871 |
| 10 |
1665-0 |
1555-4 |
109-4 |
6.8% |
25-6 |
1.6% |
41% |
False |
False |
126,028 |
| 20 |
1690-0 |
1552-2 |
137-6 |
8.6% |
25-3 |
1.6% |
35% |
False |
False |
140,406 |
| 40 |
1690-0 |
1327-0 |
363-0 |
22.7% |
23-5 |
1.5% |
75% |
False |
False |
131,536 |
| 60 |
1690-0 |
1253-0 |
437-0 |
27.3% |
20-4 |
1.3% |
80% |
False |
False |
108,522 |
| 80 |
1690-0 |
1253-0 |
437-0 |
27.3% |
19-0 |
1.2% |
80% |
False |
False |
95,760 |
| 100 |
1690-0 |
1253-0 |
437-0 |
27.3% |
17-6 |
1.1% |
80% |
False |
False |
84,739 |
| 120 |
1690-0 |
1253-0 |
437-0 |
27.3% |
16-2 |
1.0% |
80% |
False |
False |
74,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1684-0 |
|
2.618 |
1657-7 |
|
1.618 |
1641-7 |
|
1.000 |
1632-0 |
|
0.618 |
1625-7 |
|
HIGH |
1616-0 |
|
0.618 |
1609-7 |
|
0.500 |
1608-0 |
|
0.382 |
1606-1 |
|
LOW |
1600-0 |
|
0.618 |
1590-1 |
|
1.000 |
1584-0 |
|
1.618 |
1574-1 |
|
2.618 |
1558-1 |
|
4.250 |
1532-0 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1608-0 |
1632-4 |
| PP |
1605-5 |
1621-7 |
| S1 |
1603-1 |
1611-3 |
|