CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1734-0 |
1744-0 |
10-0 |
0.6% |
1657-4 |
| High |
1734-4 |
1744-0 |
9-4 |
0.5% |
1734-4 |
| Low |
1718-4 |
1714-4 |
-4-0 |
-0.2% |
1654-0 |
| Close |
1731-4 |
1718-6 |
-12-6 |
-0.7% |
1731-4 |
| Range |
16-0 |
29-4 |
13-4 |
84.4% |
80-4 |
| ATR |
32-3 |
32-1 |
-0-2 |
-0.6% |
0-0 |
| Volume |
94,374 |
131,650 |
37,276 |
39.5% |
584,944 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1814-2 |
1796-0 |
1735-0 |
|
| R3 |
1784-6 |
1766-4 |
1726-7 |
|
| R2 |
1755-2 |
1755-2 |
1724-1 |
|
| R1 |
1737-0 |
1737-0 |
1721-4 |
1731-3 |
| PP |
1725-6 |
1725-6 |
1725-6 |
1723-0 |
| S1 |
1707-4 |
1707-4 |
1716-0 |
1701-7 |
| S2 |
1696-2 |
1696-2 |
1713-3 |
|
| S3 |
1666-6 |
1678-0 |
1710-5 |
|
| S4 |
1637-2 |
1648-4 |
1702-4 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1948-1 |
1920-3 |
1775-6 |
|
| R3 |
1867-5 |
1839-7 |
1753-5 |
|
| R2 |
1787-1 |
1787-1 |
1746-2 |
|
| R1 |
1759-3 |
1759-3 |
1738-7 |
1773-2 |
| PP |
1706-5 |
1706-5 |
1706-5 |
1713-5 |
| S1 |
1678-7 |
1678-7 |
1724-1 |
1692-6 |
| S2 |
1626-1 |
1626-1 |
1716-6 |
|
| S3 |
1545-5 |
1598-3 |
1709-3 |
|
| S4 |
1465-1 |
1517-7 |
1687-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1744-0 |
1704-6 |
39-2 |
2.3% |
21-0 |
1.2% |
36% |
True |
False |
122,960 |
| 10 |
1744-0 |
1588-0 |
156-0 |
9.1% |
19-1 |
1.1% |
84% |
True |
False |
105,786 |
| 20 |
1744-0 |
1555-4 |
188-4 |
11.0% |
22-4 |
1.3% |
87% |
True |
False |
115,907 |
| 40 |
1744-0 |
1433-0 |
311-0 |
18.1% |
23-4 |
1.4% |
92% |
True |
False |
130,656 |
| 60 |
1744-0 |
1262-0 |
482-0 |
28.0% |
20-5 |
1.2% |
95% |
True |
False |
117,334 |
| 80 |
1744-0 |
1253-0 |
491-0 |
28.6% |
19-4 |
1.1% |
95% |
True |
False |
102,380 |
| 100 |
1744-0 |
1253-0 |
491-0 |
28.6% |
18-2 |
1.1% |
95% |
True |
False |
90,958 |
| 120 |
1744-0 |
1253-0 |
491-0 |
28.6% |
17-1 |
1.0% |
95% |
True |
False |
81,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1869-3 |
|
2.618 |
1821-2 |
|
1.618 |
1791-6 |
|
1.000 |
1773-4 |
|
0.618 |
1762-2 |
|
HIGH |
1744-0 |
|
0.618 |
1732-6 |
|
0.500 |
1729-2 |
|
0.382 |
1725-6 |
|
LOW |
1714-4 |
|
0.618 |
1696-2 |
|
1.000 |
1685-0 |
|
1.618 |
1666-6 |
|
2.618 |
1637-2 |
|
4.250 |
1589-1 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1729-2 |
1724-3 |
| PP |
1725-6 |
1722-4 |
| S1 |
1722-2 |
1720-5 |
|