CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1755-0 |
1751-4 |
-3-4 |
-0.2% |
1744-0 |
| High |
1770-0 |
1760-6 |
-9-2 |
-0.5% |
1770-0 |
| Low |
1747-0 |
1748-0 |
1-0 |
0.1% |
1708-0 |
| Close |
1763-4 |
1756-4 |
-7-0 |
-0.4% |
1756-4 |
| Range |
23-0 |
12-6 |
-10-2 |
-44.6% |
62-0 |
| ATR |
30-6 |
29-5 |
-1-1 |
-3.5% |
0-0 |
| Volume |
118,730 |
95,892 |
-22,838 |
-19.2% |
558,652 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1793-3 |
1787-5 |
1763-4 |
|
| R3 |
1780-5 |
1774-7 |
1760-0 |
|
| R2 |
1767-7 |
1767-7 |
1758-7 |
|
| R1 |
1762-1 |
1762-1 |
1757-5 |
1765-0 |
| PP |
1755-1 |
1755-1 |
1755-1 |
1756-4 |
| S1 |
1749-3 |
1749-3 |
1755-3 |
1752-2 |
| S2 |
1742-3 |
1742-3 |
1754-1 |
|
| S3 |
1729-5 |
1736-5 |
1753-0 |
|
| S4 |
1716-7 |
1723-7 |
1749-4 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1930-7 |
1905-5 |
1790-5 |
|
| R3 |
1868-7 |
1843-5 |
1773-4 |
|
| R2 |
1806-7 |
1806-7 |
1767-7 |
|
| R1 |
1781-5 |
1781-5 |
1762-1 |
1794-2 |
| PP |
1744-7 |
1744-7 |
1744-7 |
1751-1 |
| S1 |
1719-5 |
1719-5 |
1750-7 |
1732-2 |
| S2 |
1682-7 |
1682-7 |
1745-1 |
|
| S3 |
1620-7 |
1657-5 |
1739-4 |
|
| S4 |
1558-7 |
1595-5 |
1722-3 |
|
|
| 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% |
22-6 |
1.3% |
78% |
False |
False |
111,730 |
| 10 |
1770-0 |
1654-0 |
116-0 |
6.6% |
21-7 |
1.2% |
88% |
False |
False |
114,359 |
| 20 |
1770-0 |
1555-4 |
214-4 |
12.2% |
21-4 |
1.2% |
94% |
False |
False |
110,811 |
| 40 |
1770-0 |
1506-0 |
264-0 |
15.0% |
23-3 |
1.3% |
95% |
False |
False |
128,443 |
| 60 |
1770-0 |
1308-0 |
462-0 |
26.3% |
21-3 |
1.2% |
97% |
False |
False |
120,372 |
| 80 |
1770-0 |
1253-0 |
517-0 |
29.4% |
19-7 |
1.1% |
97% |
False |
False |
105,029 |
| 100 |
1770-0 |
1253-0 |
517-0 |
29.4% |
18-4 |
1.1% |
97% |
False |
False |
93,683 |
| 120 |
1770-0 |
1253-0 |
517-0 |
29.4% |
17-3 |
1.0% |
97% |
False |
False |
84,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1815-0 |
|
2.618 |
1794-1 |
|
1.618 |
1781-3 |
|
1.000 |
1773-4 |
|
0.618 |
1768-5 |
|
HIGH |
1760-6 |
|
0.618 |
1755-7 |
|
0.500 |
1754-3 |
|
0.382 |
1752-7 |
|
LOW |
1748-0 |
|
0.618 |
1740-1 |
|
1.000 |
1735-2 |
|
1.618 |
1727-3 |
|
2.618 |
1714-5 |
|
4.250 |
1693-6 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1755-6 |
1753-5 |
| PP |
1755-1 |
1750-7 |
| S1 |
1754-3 |
1748-0 |
|