CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1729-0 |
1755-0 |
26-0 |
1.5% |
1657-4 |
| High |
1753-4 |
1770-0 |
16-4 |
0.9% |
1734-4 |
| Low |
1726-0 |
1747-0 |
21-0 |
1.2% |
1654-0 |
| Close |
1753-0 |
1763-4 |
10-4 |
0.6% |
1731-4 |
| Range |
27-4 |
23-0 |
-4-4 |
-16.4% |
80-4 |
| ATR |
31-3 |
30-6 |
-0-5 |
-1.9% |
0-0 |
| Volume |
98,298 |
118,730 |
20,432 |
20.8% |
584,944 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1829-1 |
1819-3 |
1776-1 |
|
| R3 |
1806-1 |
1796-3 |
1769-7 |
|
| R2 |
1783-1 |
1783-1 |
1767-6 |
|
| R1 |
1773-3 |
1773-3 |
1765-5 |
1778-2 |
| PP |
1760-1 |
1760-1 |
1760-1 |
1762-5 |
| S1 |
1750-3 |
1750-3 |
1761-3 |
1755-2 |
| S2 |
1737-1 |
1737-1 |
1759-2 |
|
| S3 |
1714-1 |
1727-3 |
1757-1 |
|
| S4 |
1691-1 |
1704-3 |
1750-7 |
|
|
| 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 |
1770-0 |
1708-0 |
62-0 |
3.5% |
23-3 |
1.3% |
90% |
True |
False |
111,426 |
| 10 |
1770-0 |
1634-4 |
135-4 |
7.7% |
21-6 |
1.2% |
95% |
True |
False |
111,772 |
| 20 |
1770-0 |
1555-4 |
214-4 |
12.2% |
21-4 |
1.2% |
97% |
True |
False |
111,171 |
| 40 |
1770-0 |
1505-0 |
265-0 |
15.0% |
23-4 |
1.3% |
98% |
True |
False |
129,981 |
| 60 |
1770-0 |
1308-0 |
462-0 |
26.2% |
21-4 |
1.2% |
99% |
True |
False |
119,923 |
| 80 |
1770-0 |
1253-0 |
517-0 |
29.3% |
19-7 |
1.1% |
99% |
True |
False |
104,659 |
| 100 |
1770-0 |
1253-0 |
517-0 |
29.3% |
18-4 |
1.0% |
99% |
True |
False |
93,285 |
| 120 |
1770-0 |
1253-0 |
517-0 |
29.3% |
17-3 |
1.0% |
99% |
True |
False |
83,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1867-6 |
|
2.618 |
1830-2 |
|
1.618 |
1807-2 |
|
1.000 |
1793-0 |
|
0.618 |
1784-2 |
|
HIGH |
1770-0 |
|
0.618 |
1761-2 |
|
0.500 |
1758-4 |
|
0.382 |
1755-6 |
|
LOW |
1747-0 |
|
0.618 |
1732-6 |
|
1.000 |
1724-0 |
|
1.618 |
1709-6 |
|
2.618 |
1686-6 |
|
4.250 |
1649-2 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1761-7 |
1755-3 |
| PP |
1760-1 |
1747-1 |
| S1 |
1758-4 |
1739-0 |
|