CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1685-0 |
1730-2 |
45-2 |
2.7% |
1633-0 |
| High |
1734-0 |
1734-2 |
0-2 |
0.0% |
1652-0 |
| Low |
1681-0 |
1715-4 |
34-4 |
2.1% |
1587-0 |
| Close |
1732-4 |
1727-6 |
-4-6 |
-0.3% |
1645-6 |
| Range |
53-0 |
18-6 |
-34-2 |
-64.6% |
65-0 |
| ATR |
43-5 |
41-7 |
-1-6 |
-4.1% |
0-0 |
| Volume |
136,639 |
98,252 |
-38,387 |
-28.1% |
426,030 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1782-1 |
1773-5 |
1738-0 |
|
| R3 |
1763-3 |
1754-7 |
1732-7 |
|
| R2 |
1744-5 |
1744-5 |
1731-2 |
|
| R1 |
1736-1 |
1736-1 |
1729-4 |
1731-0 |
| PP |
1725-7 |
1725-7 |
1725-7 |
1723-2 |
| S1 |
1717-3 |
1717-3 |
1726-0 |
1712-2 |
| S2 |
1707-1 |
1707-1 |
1724-2 |
|
| S3 |
1688-3 |
1698-5 |
1722-5 |
|
| S4 |
1669-5 |
1679-7 |
1717-4 |
|
|
| 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 |
1734-2 |
1619-4 |
114-6 |
6.6% |
33-2 |
1.9% |
94% |
True |
False |
97,426 |
| 10 |
1734-2 |
1576-4 |
157-6 |
9.1% |
38-7 |
2.2% |
96% |
True |
False |
101,633 |
| 20 |
1734-2 |
1550-6 |
183-4 |
10.6% |
40-6 |
2.4% |
96% |
True |
False |
113,153 |
| 40 |
1734-2 |
1392-6 |
341-4 |
19.8% |
42-3 |
2.5% |
98% |
True |
False |
128,702 |
| 60 |
1734-2 |
1244-6 |
489-4 |
28.3% |
38-0 |
2.2% |
99% |
True |
False |
112,799 |
| 80 |
1734-2 |
1244-6 |
489-4 |
28.3% |
35-0 |
2.0% |
99% |
True |
False |
99,114 |
| 100 |
1734-2 |
1244-6 |
489-4 |
28.3% |
32-0 |
1.9% |
99% |
True |
False |
88,336 |
| 120 |
1734-2 |
1244-6 |
489-4 |
28.3% |
29-6 |
1.7% |
99% |
True |
False |
79,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1814-0 |
|
2.618 |
1783-3 |
|
1.618 |
1764-5 |
|
1.000 |
1753-0 |
|
0.618 |
1745-7 |
|
HIGH |
1734-2 |
|
0.618 |
1727-1 |
|
0.500 |
1724-7 |
|
0.382 |
1722-5 |
|
LOW |
1715-4 |
|
0.618 |
1703-7 |
|
1.000 |
1696-6 |
|
1.618 |
1685-1 |
|
2.618 |
1666-3 |
|
4.250 |
1635-6 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1726-6 |
1714-3 |
| PP |
1725-7 |
1701-0 |
| S1 |
1724-7 |
1687-5 |
|