CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1630-0 |
1641-2 |
11-2 |
0.7% |
1690-6 |
| High |
1663-2 |
1660-0 |
-3-2 |
-0.2% |
1691-4 |
| Low |
1629-6 |
1595-6 |
-34-0 |
-2.1% |
1536-0 |
| Close |
1641-0 |
1629-0 |
-12-0 |
-0.7% |
1601-6 |
| Range |
33-4 |
64-2 |
30-6 |
91.8% |
155-4 |
| ATR |
47-4 |
48-6 |
1-2 |
2.5% |
0-0 |
| Volume |
128,911 |
161,963 |
33,052 |
25.6% |
849,514 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1821-0 |
1789-2 |
1664-3 |
|
| R3 |
1756-6 |
1725-0 |
1646-5 |
|
| R2 |
1692-4 |
1692-4 |
1640-6 |
|
| R1 |
1660-6 |
1660-6 |
1634-7 |
1644-4 |
| PP |
1628-2 |
1628-2 |
1628-2 |
1620-1 |
| S1 |
1596-4 |
1596-4 |
1623-1 |
1580-2 |
| S2 |
1564-0 |
1564-0 |
1617-2 |
|
| S3 |
1499-6 |
1532-2 |
1611-3 |
|
| S4 |
1435-4 |
1468-0 |
1593-5 |
|
|
| 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 |
1663-2 |
1550-6 |
112-4 |
6.9% |
48-5 |
3.0% |
70% |
False |
False |
138,951 |
| 10 |
1691-4 |
1536-0 |
155-4 |
9.5% |
58-7 |
3.6% |
60% |
False |
False |
160,825 |
| 20 |
1691-4 |
1493-0 |
198-4 |
12.2% |
48-2 |
3.0% |
69% |
False |
False |
148,745 |
| 40 |
1691-4 |
1275-4 |
416-0 |
25.5% |
39-2 |
2.4% |
85% |
False |
False |
122,872 |
| 60 |
1691-4 |
1244-6 |
446-6 |
27.4% |
35-4 |
2.2% |
86% |
False |
False |
101,263 |
| 80 |
1691-4 |
1244-6 |
446-6 |
27.4% |
32-0 |
2.0% |
86% |
False |
False |
87,845 |
| 100 |
1691-4 |
1244-6 |
446-6 |
27.4% |
29-3 |
1.8% |
86% |
False |
False |
77,641 |
| 120 |
1691-4 |
1242-4 |
449-0 |
27.6% |
26-6 |
1.6% |
86% |
False |
False |
68,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1933-0 |
|
2.618 |
1828-2 |
|
1.618 |
1764-0 |
|
1.000 |
1724-2 |
|
0.618 |
1699-6 |
|
HIGH |
1660-0 |
|
0.618 |
1635-4 |
|
0.500 |
1627-7 |
|
0.382 |
1620-2 |
|
LOW |
1595-6 |
|
0.618 |
1556-0 |
|
1.000 |
1531-4 |
|
1.618 |
1491-6 |
|
2.618 |
1427-4 |
|
4.250 |
1322-6 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1628-5 |
1629-4 |
| PP |
1628-2 |
1629-3 |
| S1 |
1627-7 |
1629-1 |
|