CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1646-0 |
1685-0 |
39-0 |
2.4% |
1633-0 |
| High |
1685-0 |
1734-0 |
49-0 |
2.9% |
1652-0 |
| Low |
1641-0 |
1681-0 |
40-0 |
2.4% |
1587-0 |
| Close |
1683-4 |
1732-4 |
49-0 |
2.9% |
1645-6 |
| Range |
44-0 |
53-0 |
9-0 |
20.5% |
65-0 |
| ATR |
42-7 |
43-5 |
0-6 |
1.7% |
0-0 |
| Volume |
97,505 |
136,639 |
39,134 |
40.1% |
426,030 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1874-7 |
1856-5 |
1761-5 |
|
| R3 |
1821-7 |
1803-5 |
1747-1 |
|
| R2 |
1768-7 |
1768-7 |
1742-2 |
|
| R1 |
1750-5 |
1750-5 |
1737-3 |
1759-6 |
| PP |
1715-7 |
1715-7 |
1715-7 |
1720-3 |
| S1 |
1697-5 |
1697-5 |
1727-5 |
1706-6 |
| S2 |
1662-7 |
1662-7 |
1722-6 |
|
| S3 |
1609-7 |
1644-5 |
1717-7 |
|
| S4 |
1556-7 |
1591-5 |
1703-3 |
|
|
| 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 |
1734-0 |
1597-2 |
136-6 |
7.9% |
37-2 |
2.2% |
99% |
True |
False |
94,236 |
| 10 |
1734-0 |
1555-2 |
178-6 |
10.3% |
39-6 |
2.3% |
99% |
True |
False |
101,808 |
| 20 |
1734-0 |
1536-0 |
198-0 |
11.4% |
44-2 |
2.6% |
99% |
True |
False |
117,774 |
| 40 |
1734-0 |
1392-6 |
341-2 |
19.7% |
42-6 |
2.5% |
100% |
True |
False |
130,116 |
| 60 |
1734-0 |
1244-6 |
489-2 |
28.2% |
38-0 |
2.2% |
100% |
True |
False |
111,752 |
| 80 |
1734-0 |
1244-6 |
489-2 |
28.2% |
35-1 |
2.0% |
100% |
True |
False |
98,427 |
| 100 |
1734-0 |
1244-6 |
489-2 |
28.2% |
32-1 |
1.9% |
100% |
True |
False |
88,195 |
| 120 |
1734-0 |
1244-6 |
489-2 |
28.2% |
29-6 |
1.7% |
100% |
True |
False |
78,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1959-2 |
|
2.618 |
1872-6 |
|
1.618 |
1819-6 |
|
1.000 |
1787-0 |
|
0.618 |
1766-6 |
|
HIGH |
1734-0 |
|
0.618 |
1713-6 |
|
0.500 |
1707-4 |
|
0.382 |
1701-2 |
|
LOW |
1681-0 |
|
0.618 |
1648-2 |
|
1.000 |
1628-0 |
|
1.618 |
1595-2 |
|
2.618 |
1542-2 |
|
4.250 |
1455-6 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1724-1 |
1714-1 |
| PP |
1715-7 |
1695-5 |
| S1 |
1707-4 |
1677-2 |
|