CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1731-0 |
1730-0 |
-1-0 |
-0.1% |
1611-0 |
| High |
1732-0 |
1732-0 |
0-0 |
0.0% |
1646-0 |
| Low |
1717-0 |
1704-6 |
-12-2 |
-0.7% |
1588-0 |
| Close |
1727-6 |
1715-0 |
-12-6 |
-0.7% |
1645-6 |
| Range |
15-0 |
27-2 |
12-2 |
81.7% |
58-0 |
| ATR |
33-7 |
33-3 |
-0-4 |
-1.4% |
0-0 |
| Volume |
102,845 |
136,620 |
33,775 |
32.8% |
448,811 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1799-0 |
1784-2 |
1730-0 |
|
| R3 |
1771-6 |
1757-0 |
1722-4 |
|
| R2 |
1744-4 |
1744-4 |
1720-0 |
|
| R1 |
1729-6 |
1729-6 |
1717-4 |
1723-4 |
| PP |
1717-2 |
1717-2 |
1717-2 |
1714-1 |
| S1 |
1702-4 |
1702-4 |
1712-4 |
1696-2 |
| S2 |
1690-0 |
1690-0 |
1710-0 |
|
| S3 |
1662-6 |
1675-2 |
1707-4 |
|
| S4 |
1635-4 |
1648-0 |
1700-0 |
|
|
| 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 |
1734-0 |
1634-4 |
99-4 |
5.8% |
20-1 |
1.2% |
81% |
False |
False |
112,118 |
| 10 |
1734-0 |
1588-0 |
146-0 |
8.5% |
19-6 |
1.2% |
87% |
False |
False |
108,819 |
| 20 |
1734-0 |
1555-4 |
178-4 |
10.4% |
21-4 |
1.3% |
89% |
False |
False |
116,495 |
| 40 |
1734-0 |
1401-4 |
332-4 |
19.4% |
23-3 |
1.4% |
94% |
False |
False |
130,593 |
| 60 |
1734-0 |
1256-4 |
477-4 |
27.8% |
20-4 |
1.2% |
96% |
False |
False |
115,585 |
| 80 |
1734-0 |
1253-0 |
481-0 |
28.0% |
19-3 |
1.1% |
96% |
False |
False |
101,204 |
| 100 |
1734-0 |
1253-0 |
481-0 |
28.0% |
18-1 |
1.1% |
96% |
False |
False |
90,021 |
| 120 |
1734-0 |
1253-0 |
481-0 |
28.0% |
16-7 |
1.0% |
96% |
False |
False |
80,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1847-6 |
|
2.618 |
1803-3 |
|
1.618 |
1776-1 |
|
1.000 |
1759-2 |
|
0.618 |
1748-7 |
|
HIGH |
1732-0 |
|
0.618 |
1721-5 |
|
0.500 |
1718-3 |
|
0.382 |
1715-1 |
|
LOW |
1704-6 |
|
0.618 |
1687-7 |
|
1.000 |
1677-4 |
|
1.618 |
1660-5 |
|
2.618 |
1633-3 |
|
4.250 |
1589-0 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1718-3 |
1719-3 |
| PP |
1717-2 |
1717-7 |
| S1 |
1716-1 |
1716-4 |
|