CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1569-4 |
1601-0 |
31-4 |
2.0% |
1532-0 |
| High |
1598-4 |
1607-0 |
8-4 |
0.5% |
1575-0 |
| Low |
1568-0 |
1575-2 |
7-2 |
0.5% |
1505-2 |
| Close |
1590-4 |
1590-4 |
0-0 |
0.0% |
1552-4 |
| Range |
30-4 |
31-6 |
1-2 |
4.1% |
69-6 |
| ATR |
36-6 |
36-3 |
-0-3 |
-1.0% |
0-0 |
| Volume |
101,409 |
118,616 |
17,207 |
17.0% |
743,326 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1686-1 |
1670-1 |
1608-0 |
|
| R3 |
1654-3 |
1638-3 |
1599-2 |
|
| R2 |
1622-5 |
1622-5 |
1596-3 |
|
| R1 |
1606-5 |
1606-5 |
1593-3 |
1598-6 |
| PP |
1590-7 |
1590-7 |
1590-7 |
1587-0 |
| S1 |
1574-7 |
1574-7 |
1587-5 |
1567-0 |
| S2 |
1559-1 |
1559-1 |
1584-5 |
|
| S3 |
1527-3 |
1543-1 |
1581-6 |
|
| S4 |
1495-5 |
1511-3 |
1573-0 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1753-4 |
1722-6 |
1590-7 |
|
| R3 |
1683-6 |
1653-0 |
1571-5 |
|
| R2 |
1614-0 |
1614-0 |
1565-2 |
|
| R1 |
1583-2 |
1583-2 |
1558-7 |
1598-5 |
| PP |
1544-2 |
1544-2 |
1544-2 |
1552-0 |
| S1 |
1513-4 |
1513-4 |
1546-1 |
1528-7 |
| S2 |
1474-4 |
1474-4 |
1539-6 |
|
| S3 |
1404-6 |
1443-6 |
1533-3 |
|
| S4 |
1335-0 |
1374-0 |
1514-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1607-0 |
1505-2 |
101-6 |
6.4% |
39-6 |
2.5% |
84% |
True |
False |
138,680 |
| 10 |
1607-0 |
1441-2 |
165-6 |
10.4% |
36-5 |
2.3% |
90% |
True |
False |
134,557 |
| 20 |
1607-0 |
1343-0 |
264-0 |
16.6% |
34-2 |
2.2% |
94% |
True |
False |
125,226 |
| 40 |
1607-0 |
1244-6 |
362-2 |
22.8% |
30-5 |
1.9% |
95% |
True |
False |
94,101 |
| 60 |
1607-0 |
1244-6 |
362-2 |
22.8% |
28-5 |
1.8% |
95% |
True |
False |
82,306 |
| 80 |
1607-0 |
1244-6 |
362-2 |
22.8% |
27-1 |
1.7% |
95% |
True |
False |
72,146 |
| 100 |
1607-0 |
1244-6 |
362-2 |
22.8% |
24-4 |
1.5% |
95% |
True |
False |
63,048 |
| 120 |
1607-0 |
1193-0 |
414-0 |
26.0% |
22-7 |
1.4% |
96% |
True |
False |
55,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1742-0 |
|
2.618 |
1690-1 |
|
1.618 |
1658-3 |
|
1.000 |
1638-6 |
|
0.618 |
1626-5 |
|
HIGH |
1607-0 |
|
0.618 |
1594-7 |
|
0.500 |
1591-1 |
|
0.382 |
1587-3 |
|
LOW |
1575-2 |
|
0.618 |
1555-5 |
|
1.000 |
1543-4 |
|
1.618 |
1523-7 |
|
2.618 |
1492-1 |
|
4.250 |
1440-2 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1591-1 |
1582-5 |
| PP |
1590-7 |
1574-5 |
| S1 |
1590-6 |
1566-6 |
|