CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1591-0 |
1620-4 |
29-4 |
1.9% |
1532-0 |
| High |
1622-0 |
1673-6 |
51-6 |
3.2% |
1575-0 |
| Low |
1576-0 |
1613-4 |
37-4 |
2.4% |
1505-2 |
| Close |
1620-0 |
1652-2 |
32-2 |
2.0% |
1552-4 |
| Range |
46-0 |
60-2 |
14-2 |
31.0% |
69-6 |
| ATR |
37-1 |
38-6 |
1-5 |
4.5% |
0-0 |
| Volume |
134,736 |
150,438 |
15,702 |
11.7% |
743,326 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1827-2 |
1800-0 |
1685-3 |
|
| R3 |
1767-0 |
1739-6 |
1668-7 |
|
| R2 |
1706-6 |
1706-6 |
1663-2 |
|
| R1 |
1679-4 |
1679-4 |
1657-6 |
1693-1 |
| PP |
1646-4 |
1646-4 |
1646-4 |
1653-2 |
| S1 |
1619-2 |
1619-2 |
1646-6 |
1632-7 |
| S2 |
1586-2 |
1586-2 |
1641-2 |
|
| S3 |
1526-0 |
1559-0 |
1635-5 |
|
| S4 |
1465-6 |
1498-6 |
1619-1 |
|
|
| 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 |
1673-6 |
1526-4 |
147-2 |
8.9% |
40-6 |
2.5% |
85% |
True |
False |
124,664 |
| 10 |
1673-6 |
1504-4 |
169-2 |
10.2% |
40-0 |
2.4% |
87% |
True |
False |
140,594 |
| 20 |
1673-6 |
1364-4 |
309-2 |
18.7% |
35-6 |
2.2% |
93% |
True |
False |
127,429 |
| 40 |
1673-6 |
1244-6 |
429-0 |
26.0% |
31-7 |
1.9% |
95% |
True |
False |
98,885 |
| 60 |
1673-6 |
1244-6 |
429-0 |
26.0% |
29-6 |
1.8% |
95% |
True |
False |
85,367 |
| 80 |
1673-6 |
1244-6 |
429-0 |
26.0% |
28-1 |
1.7% |
95% |
True |
False |
75,001 |
| 100 |
1673-6 |
1244-6 |
429-0 |
26.0% |
25-2 |
1.5% |
95% |
True |
False |
65,496 |
| 120 |
1673-6 |
1194-0 |
479-6 |
29.0% |
23-4 |
1.4% |
96% |
True |
False |
57,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1929-6 |
|
2.618 |
1831-4 |
|
1.618 |
1771-2 |
|
1.000 |
1734-0 |
|
0.618 |
1711-0 |
|
HIGH |
1673-6 |
|
0.618 |
1650-6 |
|
0.500 |
1643-5 |
|
0.382 |
1636-4 |
|
LOW |
1613-4 |
|
0.618 |
1576-2 |
|
1.000 |
1553-2 |
|
1.618 |
1516-0 |
|
2.618 |
1455-6 |
|
4.250 |
1357-4 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1649-3 |
1643-0 |
| PP |
1646-4 |
1633-6 |
| S1 |
1643-5 |
1624-4 |
|