CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1565-4 |
1620-2 |
54-6 |
3.5% |
1690-6 |
| High |
1612-0 |
1648-0 |
36-0 |
2.2% |
1691-4 |
| Low |
1550-6 |
1617-4 |
66-6 |
4.3% |
1536-0 |
| Close |
1601-6 |
1643-4 |
41-6 |
2.6% |
1601-6 |
| Range |
61-2 |
30-4 |
-30-6 |
-50.2% |
155-4 |
| ATR |
48-6 |
48-5 |
-0-1 |
-0.4% |
0-0 |
| Volume |
123,918 |
104,693 |
-19,225 |
-15.5% |
849,514 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1727-7 |
1716-1 |
1660-2 |
|
| R3 |
1697-3 |
1685-5 |
1651-7 |
|
| R2 |
1666-7 |
1666-7 |
1649-1 |
|
| R1 |
1655-1 |
1655-1 |
1646-2 |
1661-0 |
| PP |
1636-3 |
1636-3 |
1636-3 |
1639-2 |
| S1 |
1624-5 |
1624-5 |
1640-6 |
1630-4 |
| S2 |
1605-7 |
1605-7 |
1637-7 |
|
| S3 |
1575-3 |
1594-1 |
1635-1 |
|
| S4 |
1544-7 |
1563-5 |
1626-6 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2076-2 |
1994-4 |
1687-2 |
|
| R3 |
1920-6 |
1839-0 |
1644-4 |
|
| R2 |
1765-2 |
1765-2 |
1630-2 |
|
| R1 |
1683-4 |
1683-4 |
1616-0 |
1646-5 |
| PP |
1609-6 |
1609-6 |
1609-6 |
1591-2 |
| S1 |
1528-0 |
1528-0 |
1587-4 |
1491-1 |
| S2 |
1454-2 |
1454-2 |
1573-2 |
|
| S3 |
1298-6 |
1372-4 |
1559-0 |
|
| S4 |
1143-2 |
1217-0 |
1516-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1648-0 |
1536-0 |
112-0 |
6.8% |
61-6 |
3.8% |
96% |
True |
False |
155,794 |
| 10 |
1691-4 |
1536-0 |
155-4 |
9.5% |
56-7 |
3.5% |
69% |
False |
False |
157,072 |
| 20 |
1691-4 |
1430-4 |
261-0 |
15.9% |
46-3 |
2.8% |
82% |
False |
False |
146,549 |
| 40 |
1691-4 |
1244-6 |
446-6 |
27.2% |
38-0 |
2.3% |
89% |
False |
False |
118,620 |
| 60 |
1691-4 |
1244-6 |
446-6 |
27.2% |
34-4 |
2.1% |
89% |
False |
False |
98,253 |
| 80 |
1691-4 |
1244-6 |
446-6 |
27.2% |
31-0 |
1.9% |
89% |
False |
False |
84,729 |
| 100 |
1691-4 |
1244-6 |
446-6 |
27.2% |
28-6 |
1.7% |
89% |
False |
False |
75,510 |
| 120 |
1691-4 |
1225-6 |
465-6 |
28.3% |
26-2 |
1.6% |
90% |
False |
False |
66,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1777-5 |
|
2.618 |
1727-7 |
|
1.618 |
1697-3 |
|
1.000 |
1678-4 |
|
0.618 |
1666-7 |
|
HIGH |
1648-0 |
|
0.618 |
1636-3 |
|
0.500 |
1632-6 |
|
0.382 |
1629-1 |
|
LOW |
1617-4 |
|
0.618 |
1598-5 |
|
1.000 |
1587-0 |
|
1.618 |
1568-1 |
|
2.618 |
1537-5 |
|
4.250 |
1487-7 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1639-7 |
1628-6 |
| PP |
1636-3 |
1614-1 |
| S1 |
1632-6 |
1599-3 |
|