CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1598-0 |
1635-0 |
37-0 |
2.3% |
1601-0 |
| High |
1636-0 |
1643-2 |
7-2 |
0.4% |
1668-0 |
| Low |
1597-2 |
1619-4 |
22-2 |
1.4% |
1555-2 |
| Close |
1634-4 |
1625-2 |
-9-2 |
-0.6% |
1643-6 |
| Range |
38-6 |
23-6 |
-15-0 |
-38.7% |
112-6 |
| ATR |
45-5 |
44-0 |
-1-4 |
-3.4% |
0-0 |
| Volume |
82,301 |
87,741 |
5,440 |
6.6% |
589,576 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1700-5 |
1686-5 |
1638-2 |
|
| R3 |
1676-7 |
1662-7 |
1631-6 |
|
| R2 |
1653-1 |
1653-1 |
1629-5 |
|
| R1 |
1639-1 |
1639-1 |
1627-3 |
1634-2 |
| PP |
1629-3 |
1629-3 |
1629-3 |
1626-7 |
| S1 |
1615-3 |
1615-3 |
1623-1 |
1610-4 |
| S2 |
1605-5 |
1605-5 |
1620-7 |
|
| S3 |
1581-7 |
1591-5 |
1618-6 |
|
| S4 |
1558-1 |
1567-7 |
1612-2 |
|
|
| 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 |
1587-0 |
81-0 |
5.0% |
37-7 |
2.3% |
47% |
False |
False |
100,579 |
| 10 |
1668-0 |
1555-2 |
112-6 |
6.9% |
37-7 |
2.3% |
62% |
False |
False |
104,781 |
| 20 |
1691-4 |
1536-0 |
155-4 |
9.6% |
47-7 |
2.9% |
57% |
False |
False |
131,336 |
| 40 |
1691-4 |
1364-4 |
327-0 |
20.1% |
41-6 |
2.6% |
80% |
False |
False |
129,382 |
| 60 |
1691-4 |
1244-6 |
446-6 |
27.5% |
37-1 |
2.3% |
85% |
False |
False |
109,702 |
| 80 |
1691-4 |
1244-6 |
446-6 |
27.5% |
34-2 |
2.1% |
85% |
False |
False |
96,859 |
| 100 |
1691-4 |
1244-6 |
446-6 |
27.5% |
32-0 |
2.0% |
85% |
False |
False |
86,268 |
| 120 |
1691-4 |
1244-6 |
446-6 |
27.5% |
29-0 |
1.8% |
85% |
False |
False |
76,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1744-2 |
|
2.618 |
1705-3 |
|
1.618 |
1681-5 |
|
1.000 |
1667-0 |
|
0.618 |
1657-7 |
|
HIGH |
1643-2 |
|
0.618 |
1634-1 |
|
0.500 |
1631-3 |
|
0.382 |
1628-5 |
|
LOW |
1619-4 |
|
0.618 |
1604-7 |
|
1.000 |
1595-6 |
|
1.618 |
1581-1 |
|
2.618 |
1557-3 |
|
4.250 |
1518-4 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1631-3 |
1621-7 |
| PP |
1629-3 |
1618-4 |
| S1 |
1627-2 |
1615-1 |
|