CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1630-0 |
1635-0 |
5-0 |
0.3% |
1611-0 |
| High |
1638-4 |
1646-0 |
7-4 |
0.5% |
1646-0 |
| Low |
1625-0 |
1634-4 |
9-4 |
0.6% |
1588-0 |
| Close |
1625-2 |
1645-6 |
20-4 |
1.3% |
1645-6 |
| Range |
13-4 |
11-4 |
-2-0 |
-14.8% |
58-0 |
| ATR |
34-6 |
33-6 |
-1-0 |
-2.9% |
0-0 |
| Volume |
91,098 |
70,021 |
-21,077 |
-23.1% |
448,811 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1676-5 |
1672-5 |
1652-1 |
|
| R3 |
1665-1 |
1661-1 |
1648-7 |
|
| R2 |
1653-5 |
1653-5 |
1647-7 |
|
| R1 |
1649-5 |
1649-5 |
1646-6 |
1651-5 |
| PP |
1642-1 |
1642-1 |
1642-1 |
1643-0 |
| S1 |
1638-1 |
1638-1 |
1644-6 |
1640-1 |
| S2 |
1630-5 |
1630-5 |
1643-5 |
|
| S3 |
1619-1 |
1626-5 |
1642-5 |
|
| S4 |
1607-5 |
1615-1 |
1639-3 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1800-5 |
1781-1 |
1677-5 |
|
| R3 |
1742-5 |
1723-1 |
1661-6 |
|
| R2 |
1684-5 |
1684-5 |
1656-3 |
|
| R1 |
1665-1 |
1665-1 |
1651-1 |
1674-7 |
| PP |
1626-5 |
1626-5 |
1626-5 |
1631-4 |
| S1 |
1607-1 |
1607-1 |
1640-3 |
1616-7 |
| S2 |
1568-5 |
1568-5 |
1635-1 |
|
| S3 |
1510-5 |
1549-1 |
1629-6 |
|
| S4 |
1452-5 |
1491-1 |
1613-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1646-0 |
1588-0 |
58-0 |
3.5% |
14-3 |
0.9% |
100% |
True |
False |
89,762 |
| 10 |
1665-0 |
1555-4 |
109-4 |
6.7% |
21-1 |
1.3% |
82% |
False |
False |
107,264 |
| 20 |
1665-0 |
1552-2 |
112-6 |
6.9% |
23-2 |
1.4% |
83% |
False |
False |
126,644 |
| 40 |
1690-0 |
1373-0 |
317-0 |
19.3% |
23-3 |
1.4% |
86% |
False |
False |
129,994 |
| 60 |
1690-0 |
1256-4 |
433-4 |
26.3% |
19-7 |
1.2% |
90% |
False |
False |
110,616 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.6% |
19-1 |
1.2% |
90% |
False |
False |
97,658 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.6% |
18-0 |
1.1% |
90% |
False |
False |
87,041 |
| 120 |
1690-0 |
1253-0 |
437-0 |
26.6% |
16-3 |
1.0% |
90% |
False |
False |
77,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1694-7 |
|
2.618 |
1676-1 |
|
1.618 |
1664-5 |
|
1.000 |
1657-4 |
|
0.618 |
1653-1 |
|
HIGH |
1646-0 |
|
0.618 |
1641-5 |
|
0.500 |
1640-2 |
|
0.382 |
1638-7 |
|
LOW |
1634-4 |
|
0.618 |
1627-3 |
|
1.000 |
1623-0 |
|
1.618 |
1615-7 |
|
2.618 |
1604-3 |
|
4.250 |
1585-5 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1643-7 |
1641-3 |
| PP |
1642-1 |
1636-7 |
| S1 |
1640-2 |
1632-4 |
|