CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1690-6 |
1624-2 |
-66-4 |
-3.9% |
1569-4 |
| High |
1691-4 |
1628-0 |
-63-4 |
-3.8% |
1691-0 |
| Low |
1616-2 |
1552-2 |
-64-0 |
-4.0% |
1568-0 |
| Close |
1622-2 |
1569-4 |
-52-6 |
-3.3% |
1686-2 |
| Range |
75-2 |
75-6 |
0-4 |
0.7% |
123-0 |
| ATR |
41-7 |
44-2 |
2-3 |
5.8% |
0-0 |
| Volume |
175,237 |
184,410 |
9,173 |
5.2% |
717,930 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1810-4 |
1765-6 |
1611-1 |
|
| R3 |
1734-6 |
1690-0 |
1590-3 |
|
| R2 |
1659-0 |
1659-0 |
1583-3 |
|
| R1 |
1614-2 |
1614-2 |
1576-4 |
1598-6 |
| PP |
1583-2 |
1583-2 |
1583-2 |
1575-4 |
| S1 |
1538-4 |
1538-4 |
1562-4 |
1523-0 |
| S2 |
1507-4 |
1507-4 |
1555-5 |
|
| S3 |
1431-6 |
1462-6 |
1548-5 |
|
| S4 |
1356-0 |
1387-0 |
1527-7 |
|
|
| 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 |
1552-2 |
139-2 |
8.9% |
60-5 |
3.9% |
12% |
False |
True |
171,510 |
| 10 |
1691-4 |
1505-2 |
186-2 |
11.9% |
50-2 |
3.2% |
34% |
False |
False |
155,095 |
| 20 |
1691-4 |
1392-6 |
298-6 |
19.0% |
41-1 |
2.6% |
59% |
False |
False |
142,458 |
| 40 |
1691-4 |
1244-6 |
446-6 |
28.5% |
34-7 |
2.2% |
73% |
False |
False |
108,742 |
| 60 |
1691-4 |
1244-6 |
446-6 |
28.5% |
32-1 |
2.0% |
73% |
False |
False |
91,978 |
| 80 |
1691-4 |
1244-6 |
446-6 |
28.5% |
29-1 |
1.9% |
73% |
False |
False |
80,800 |
| 100 |
1691-4 |
1244-6 |
446-6 |
28.5% |
26-7 |
1.7% |
73% |
False |
False |
70,493 |
| 120 |
1691-4 |
1220-0 |
471-4 |
30.0% |
24-6 |
1.6% |
74% |
False |
False |
61,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1950-0 |
|
2.618 |
1826-3 |
|
1.618 |
1750-5 |
|
1.000 |
1703-6 |
|
0.618 |
1674-7 |
|
HIGH |
1628-0 |
|
0.618 |
1599-1 |
|
0.500 |
1590-1 |
|
0.382 |
1581-1 |
|
LOW |
1552-2 |
|
0.618 |
1505-3 |
|
1.000 |
1476-4 |
|
1.618 |
1429-5 |
|
2.618 |
1353-7 |
|
4.250 |
1230-2 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1590-1 |
1621-7 |
| PP |
1583-2 |
1604-3 |
| S1 |
1576-3 |
1587-0 |
|