CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1744-0 |
1709-0 |
-35-0 |
-2.0% |
1657-4 |
| High |
1744-0 |
1729-0 |
-15-0 |
-0.9% |
1734-4 |
| Low |
1714-4 |
1708-0 |
-6-4 |
-0.4% |
1654-0 |
| Close |
1718-6 |
1722-2 |
3-4 |
0.2% |
1731-4 |
| Range |
29-4 |
21-0 |
-8-4 |
-28.8% |
80-4 |
| ATR |
32-1 |
31-3 |
-0-6 |
-2.5% |
0-0 |
| Volume |
131,650 |
114,082 |
-17,568 |
-13.3% |
584,944 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1782-6 |
1773-4 |
1733-6 |
|
| R3 |
1761-6 |
1752-4 |
1728-0 |
|
| R2 |
1740-6 |
1740-6 |
1726-1 |
|
| R1 |
1731-4 |
1731-4 |
1724-1 |
1736-1 |
| PP |
1719-6 |
1719-6 |
1719-6 |
1722-0 |
| S1 |
1710-4 |
1710-4 |
1720-3 |
1715-1 |
| S2 |
1698-6 |
1698-6 |
1718-3 |
|
| S3 |
1677-6 |
1689-4 |
1716-4 |
|
| S4 |
1656-6 |
1668-4 |
1710-6 |
|
|
| 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% |
21-6 |
1.3% |
45% |
False |
False |
115,914 |
| 10 |
1744-0 |
1619-0 |
125-0 |
7.3% |
19-5 |
1.1% |
83% |
False |
False |
107,964 |
| 20 |
1744-0 |
1555-4 |
188-4 |
10.9% |
22-2 |
1.3% |
88% |
False |
False |
114,940 |
| 40 |
1744-0 |
1453-0 |
291-0 |
16.9% |
23-5 |
1.4% |
93% |
False |
False |
130,175 |
| 60 |
1744-0 |
1276-0 |
468-0 |
27.2% |
20-7 |
1.2% |
95% |
False |
False |
118,030 |
| 80 |
1744-0 |
1253-0 |
491-0 |
28.5% |
19-5 |
1.1% |
96% |
False |
False |
103,057 |
| 100 |
1744-0 |
1253-0 |
491-0 |
28.5% |
18-3 |
1.1% |
96% |
False |
False |
91,461 |
| 120 |
1744-0 |
1253-0 |
491-0 |
28.5% |
17-1 |
1.0% |
96% |
False |
False |
82,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1818-2 |
|
2.618 |
1784-0 |
|
1.618 |
1763-0 |
|
1.000 |
1750-0 |
|
0.618 |
1742-0 |
|
HIGH |
1729-0 |
|
0.618 |
1721-0 |
|
0.500 |
1718-4 |
|
0.382 |
1716-0 |
|
LOW |
1708-0 |
|
0.618 |
1695-0 |
|
1.000 |
1687-0 |
|
1.618 |
1674-0 |
|
2.618 |
1653-0 |
|
4.250 |
1618-6 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1721-0 |
1726-0 |
| PP |
1719-6 |
1724-6 |
| S1 |
1718-4 |
1723-4 |
|