CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1652-0 |
1690-6 |
38-6 |
2.3% |
1569-4 |
| High |
1691-0 |
1691-4 |
0-4 |
0.0% |
1691-0 |
| Low |
1645-0 |
1616-2 |
-28-6 |
-1.7% |
1568-0 |
| Close |
1686-2 |
1622-2 |
-64-0 |
-3.8% |
1686-2 |
| Range |
46-0 |
75-2 |
29-2 |
63.6% |
123-0 |
| ATR |
39-2 |
41-7 |
2-5 |
6.6% |
0-0 |
| Volume |
212,731 |
175,237 |
-37,494 |
-17.6% |
717,930 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1869-1 |
1820-7 |
1663-5 |
|
| R3 |
1793-7 |
1745-5 |
1643-0 |
|
| R2 |
1718-5 |
1718-5 |
1636-0 |
|
| R1 |
1670-3 |
1670-3 |
1629-1 |
1656-7 |
| PP |
1643-3 |
1643-3 |
1643-3 |
1636-4 |
| S1 |
1595-1 |
1595-1 |
1615-3 |
1581-5 |
| S2 |
1568-1 |
1568-1 |
1608-4 |
|
| S3 |
1492-7 |
1519-7 |
1601-4 |
|
| S4 |
1417-5 |
1444-5 |
1580-7 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2017-3 |
1974-7 |
1753-7 |
|
| R3 |
1894-3 |
1851-7 |
1720-1 |
|
| R2 |
1771-3 |
1771-3 |
1708-6 |
|
| R1 |
1728-7 |
1728-7 |
1697-4 |
1750-1 |
| PP |
1648-3 |
1648-3 |
1648-3 |
1659-0 |
| S1 |
1605-7 |
1605-7 |
1675-0 |
1627-1 |
| S2 |
1525-3 |
1525-3 |
1663-6 |
|
| S3 |
1402-3 |
1482-7 |
1652-3 |
|
| S4 |
1279-3 |
1359-7 |
1618-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1691-4 |
1575-2 |
116-2 |
7.2% |
51-7 |
3.2% |
40% |
True |
False |
158,351 |
| 10 |
1691-4 |
1505-2 |
186-2 |
11.5% |
45-1 |
2.8% |
63% |
True |
False |
152,478 |
| 20 |
1691-4 |
1392-6 |
298-6 |
18.4% |
39-2 |
2.4% |
77% |
True |
False |
137,385 |
| 40 |
1691-4 |
1244-6 |
446-6 |
27.5% |
33-4 |
2.1% |
84% |
True |
False |
105,330 |
| 60 |
1691-4 |
1244-6 |
446-6 |
27.5% |
31-1 |
1.9% |
84% |
True |
False |
89,722 |
| 80 |
1691-4 |
1244-6 |
446-6 |
27.5% |
29-0 |
1.8% |
84% |
True |
False |
79,013 |
| 100 |
1691-4 |
1244-6 |
446-6 |
27.5% |
26-2 |
1.6% |
84% |
True |
False |
68,841 |
| 120 |
1691-4 |
1210-4 |
481-0 |
29.7% |
24-2 |
1.5% |
86% |
True |
False |
60,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2011-2 |
|
2.618 |
1888-4 |
|
1.618 |
1813-2 |
|
1.000 |
1766-6 |
|
0.618 |
1738-0 |
|
HIGH |
1691-4 |
|
0.618 |
1662-6 |
|
0.500 |
1653-7 |
|
0.382 |
1645-0 |
|
LOW |
1616-2 |
|
0.618 |
1569-6 |
|
1.000 |
1541-0 |
|
1.618 |
1494-4 |
|
2.618 |
1419-2 |
|
4.250 |
1296-4 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1653-7 |
1652-4 |
| PP |
1643-3 |
1642-3 |
| S1 |
1632-6 |
1632-3 |
|