CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1624-2 |
1646-0 |
21-6 |
1.3% |
1633-0 |
| High |
1647-4 |
1685-0 |
37-4 |
2.3% |
1652-0 |
| Low |
1620-4 |
1641-0 |
20-4 |
1.3% |
1587-0 |
| Close |
1645-6 |
1683-4 |
37-6 |
2.3% |
1645-6 |
| Range |
27-0 |
44-0 |
17-0 |
63.0% |
65-0 |
| ATR |
42-7 |
42-7 |
0-1 |
0.2% |
0-0 |
| Volume |
66,997 |
97,505 |
30,508 |
45.5% |
426,030 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1801-7 |
1786-5 |
1707-6 |
|
| R3 |
1757-7 |
1742-5 |
1695-5 |
|
| R2 |
1713-7 |
1713-7 |
1691-5 |
|
| R1 |
1698-5 |
1698-5 |
1687-4 |
1706-2 |
| PP |
1669-7 |
1669-7 |
1669-7 |
1673-5 |
| S1 |
1654-5 |
1654-5 |
1679-4 |
1662-2 |
| S2 |
1625-7 |
1625-7 |
1675-3 |
|
| S3 |
1581-7 |
1610-5 |
1671-3 |
|
| S4 |
1537-7 |
1566-5 |
1659-2 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1823-2 |
1799-4 |
1681-4 |
|
| R3 |
1758-2 |
1734-4 |
1663-5 |
|
| R2 |
1693-2 |
1693-2 |
1657-5 |
|
| R1 |
1669-4 |
1669-4 |
1651-6 |
1681-3 |
| PP |
1628-2 |
1628-2 |
1628-2 |
1634-2 |
| S1 |
1604-4 |
1604-4 |
1639-6 |
1616-3 |
| S2 |
1563-2 |
1563-2 |
1633-7 |
|
| S3 |
1498-2 |
1539-4 |
1627-7 |
|
| S4 |
1433-2 |
1474-4 |
1610-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1685-0 |
1587-0 |
98-0 |
5.8% |
31-7 |
1.9% |
98% |
True |
False |
84,378 |
| 10 |
1685-0 |
1555-2 |
129-6 |
7.7% |
38-6 |
2.3% |
99% |
True |
False |
99,635 |
| 20 |
1685-0 |
1536-0 |
149-0 |
8.9% |
45-3 |
2.7% |
99% |
True |
False |
120,163 |
| 40 |
1691-4 |
1392-6 |
298-6 |
17.7% |
42-3 |
2.5% |
97% |
False |
False |
128,774 |
| 60 |
1691-4 |
1244-6 |
446-6 |
26.5% |
37-4 |
2.2% |
98% |
False |
False |
110,274 |
| 80 |
1691-4 |
1244-6 |
446-6 |
26.5% |
34-6 |
2.1% |
98% |
False |
False |
97,332 |
| 100 |
1691-4 |
1244-6 |
446-6 |
26.5% |
32-2 |
1.9% |
98% |
False |
False |
87,243 |
| 120 |
1691-4 |
1244-6 |
446-6 |
26.5% |
29-3 |
1.7% |
98% |
False |
False |
77,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1872-0 |
|
2.618 |
1800-2 |
|
1.618 |
1756-2 |
|
1.000 |
1729-0 |
|
0.618 |
1712-2 |
|
HIGH |
1685-0 |
|
0.618 |
1668-2 |
|
0.500 |
1663-0 |
|
0.382 |
1657-6 |
|
LOW |
1641-0 |
|
0.618 |
1613-6 |
|
1.000 |
1597-0 |
|
1.618 |
1569-6 |
|
2.618 |
1525-6 |
|
4.250 |
1454-0 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1676-5 |
1673-1 |
| PP |
1669-7 |
1662-5 |
| S1 |
1663-0 |
1652-2 |
|