CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1619-0 |
1630-0 |
11-0 |
0.7% |
1588-0 |
| High |
1635-0 |
1638-4 |
3-4 |
0.2% |
1665-0 |
| Low |
1619-0 |
1625-0 |
6-0 |
0.4% |
1555-4 |
| Close |
1634-4 |
1625-2 |
-9-2 |
-0.6% |
1643-6 |
| Range |
16-0 |
13-4 |
-2-4 |
-15.6% |
109-4 |
| ATR |
36-3 |
34-6 |
-1-5 |
-4.5% |
0-0 |
| Volume |
87,852 |
91,098 |
3,246 |
3.7% |
623,830 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1670-1 |
1661-1 |
1632-5 |
|
| R3 |
1656-5 |
1647-5 |
1629-0 |
|
| R2 |
1643-1 |
1643-1 |
1627-6 |
|
| R1 |
1634-1 |
1634-1 |
1626-4 |
1631-7 |
| PP |
1629-5 |
1629-5 |
1629-5 |
1628-4 |
| S1 |
1620-5 |
1620-5 |
1624-0 |
1618-3 |
| S2 |
1616-1 |
1616-1 |
1622-6 |
|
| S3 |
1602-5 |
1607-1 |
1621-4 |
|
| S4 |
1589-1 |
1593-5 |
1617-7 |
|
|
| 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 |
1588-0 |
77-0 |
4.7% |
19-3 |
1.2% |
48% |
False |
False |
105,520 |
| 10 |
1665-0 |
1555-4 |
109-4 |
6.7% |
21-2 |
1.3% |
64% |
False |
False |
110,569 |
| 20 |
1690-0 |
1552-2 |
137-6 |
8.5% |
23-6 |
1.5% |
53% |
False |
False |
133,779 |
| 40 |
1690-0 |
1371-0 |
319-0 |
19.6% |
23-5 |
1.5% |
80% |
False |
False |
130,604 |
| 60 |
1690-0 |
1253-0 |
437-0 |
26.9% |
20-0 |
1.2% |
85% |
False |
False |
110,517 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.9% |
19-1 |
1.2% |
85% |
False |
False |
97,470 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.9% |
17-7 |
1.1% |
85% |
False |
False |
86,655 |
| 120 |
1690-0 |
1253-0 |
437-0 |
26.9% |
16-3 |
1.0% |
85% |
False |
False |
76,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1695-7 |
|
2.618 |
1673-7 |
|
1.618 |
1660-3 |
|
1.000 |
1652-0 |
|
0.618 |
1646-7 |
|
HIGH |
1638-4 |
|
0.618 |
1633-3 |
|
0.500 |
1631-6 |
|
0.382 |
1630-1 |
|
LOW |
1625-0 |
|
0.618 |
1616-5 |
|
1.000 |
1611-4 |
|
1.618 |
1603-1 |
|
2.618 |
1589-5 |
|
4.250 |
1567-5 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1631-6 |
1621-2 |
| PP |
1629-5 |
1617-2 |
| S1 |
1627-3 |
1613-2 |
|