CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1633-0 |
1597-2 |
-35-6 |
-2.2% |
1601-0 |
| High |
1652-0 |
1613-0 |
-39-0 |
-2.4% |
1668-0 |
| Low |
1598-2 |
1587-0 |
-11-2 |
-0.7% |
1555-2 |
| Close |
1600-6 |
1598-0 |
-2-6 |
-0.2% |
1643-6 |
| Range |
53-6 |
26-0 |
-27-6 |
-51.6% |
112-6 |
| ATR |
47-6 |
46-1 |
-1-4 |
-3.2% |
0-0 |
| Volume |
101,643 |
87,348 |
-14,295 |
-14.1% |
589,576 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1677-3 |
1663-5 |
1612-2 |
|
| R3 |
1651-3 |
1637-5 |
1605-1 |
|
| R2 |
1625-3 |
1625-3 |
1602-6 |
|
| R1 |
1611-5 |
1611-5 |
1600-3 |
1618-4 |
| PP |
1599-3 |
1599-3 |
1599-3 |
1602-6 |
| S1 |
1585-5 |
1585-5 |
1595-5 |
1592-4 |
| S2 |
1573-3 |
1573-3 |
1593-2 |
|
| S3 |
1547-3 |
1559-5 |
1590-7 |
|
| S4 |
1521-3 |
1533-5 |
1583-6 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1960-5 |
1914-7 |
1705-6 |
|
| R3 |
1847-7 |
1802-1 |
1674-6 |
|
| R2 |
1735-1 |
1735-1 |
1664-3 |
|
| R1 |
1689-3 |
1689-3 |
1654-1 |
1712-2 |
| PP |
1622-3 |
1622-3 |
1622-3 |
1633-6 |
| S1 |
1576-5 |
1576-5 |
1633-3 |
1599-4 |
| S2 |
1509-5 |
1509-5 |
1623-1 |
|
| S3 |
1396-7 |
1463-7 |
1612-6 |
|
| S4 |
1284-1 |
1351-1 |
1581-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1668-0 |
1555-2 |
112-6 |
7.1% |
42-2 |
2.6% |
38% |
False |
False |
109,380 |
| 10 |
1668-0 |
1555-2 |
112-6 |
7.1% |
43-1 |
2.7% |
38% |
False |
False |
116,083 |
| 20 |
1691-4 |
1536-0 |
155-4 |
9.7% |
50-1 |
3.1% |
40% |
False |
False |
137,093 |
| 40 |
1691-4 |
1343-0 |
348-4 |
21.8% |
42-1 |
2.6% |
73% |
False |
False |
131,159 |
| 60 |
1691-4 |
1244-6 |
446-6 |
28.0% |
37-1 |
2.3% |
79% |
False |
False |
108,431 |
| 80 |
1691-4 |
1244-6 |
446-6 |
28.0% |
34-0 |
2.1% |
79% |
False |
False |
96,002 |
| 100 |
1691-4 |
1244-6 |
446-6 |
28.0% |
31-6 |
2.0% |
79% |
False |
False |
85,135 |
| 120 |
1691-4 |
1244-6 |
446-6 |
28.0% |
28-6 |
1.8% |
79% |
False |
False |
75,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1723-4 |
|
2.618 |
1681-1 |
|
1.618 |
1655-1 |
|
1.000 |
1639-0 |
|
0.618 |
1629-1 |
|
HIGH |
1613-0 |
|
0.618 |
1603-1 |
|
0.500 |
1600-0 |
|
0.382 |
1596-7 |
|
LOW |
1587-0 |
|
0.618 |
1570-7 |
|
1.000 |
1561-0 |
|
1.618 |
1544-7 |
|
2.618 |
1518-7 |
|
4.250 |
1476-4 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1600-0 |
1627-4 |
| PP |
1599-3 |
1617-5 |
| S1 |
1598-5 |
1607-7 |
|