CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1753-0 |
1761-0 |
8-0 |
0.5% |
1740-6 |
| High |
1771-2 |
1763-2 |
-8-0 |
-0.5% |
1771-2 |
| Low |
1735-2 |
1745-4 |
10-2 |
0.6% |
1701-0 |
| Close |
1763-4 |
1756-4 |
-7-0 |
-0.4% |
1756-4 |
| Range |
36-0 |
17-6 |
-18-2 |
-50.7% |
70-2 |
| ATR |
39-6 |
38-2 |
-1-4 |
-3.9% |
0-0 |
| Volume |
72,605 |
95,892 |
23,287 |
32.1% |
495,411 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1808-3 |
1800-1 |
1766-2 |
|
| R3 |
1790-5 |
1782-3 |
1761-3 |
|
| R2 |
1772-7 |
1772-7 |
1759-6 |
|
| R1 |
1764-5 |
1764-5 |
1758-1 |
1759-7 |
| PP |
1755-1 |
1755-1 |
1755-1 |
1752-6 |
| S1 |
1746-7 |
1746-7 |
1754-7 |
1742-1 |
| S2 |
1737-3 |
1737-3 |
1753-2 |
|
| S3 |
1719-5 |
1729-1 |
1751-5 |
|
| S4 |
1701-7 |
1711-3 |
1746-6 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1953-5 |
1925-3 |
1795-1 |
|
| R3 |
1883-3 |
1855-1 |
1775-7 |
|
| R2 |
1813-1 |
1813-1 |
1769-3 |
|
| R1 |
1784-7 |
1784-7 |
1763-0 |
1799-0 |
| PP |
1742-7 |
1742-7 |
1742-7 |
1750-0 |
| S1 |
1714-5 |
1714-5 |
1750-0 |
1728-6 |
| S2 |
1672-5 |
1672-5 |
1743-5 |
|
| S3 |
1602-3 |
1644-3 |
1737-1 |
|
| S4 |
1532-1 |
1574-1 |
1717-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1771-2 |
1701-0 |
70-2 |
4.0% |
33-4 |
1.9% |
79% |
False |
False |
99,082 |
| 10 |
1771-2 |
1641-0 |
130-2 |
7.4% |
35-0 |
2.0% |
89% |
False |
False |
104,280 |
| 20 |
1771-2 |
1555-2 |
216-0 |
12.3% |
36-0 |
2.1% |
93% |
False |
False |
102,920 |
| 40 |
1771-2 |
1505-2 |
266-0 |
15.1% |
42-7 |
2.4% |
94% |
False |
False |
124,626 |
| 60 |
1771-2 |
1302-2 |
469-0 |
26.7% |
38-3 |
2.2% |
97% |
False |
False |
117,827 |
| 80 |
1771-2 |
1244-6 |
526-4 |
30.0% |
36-0 |
2.1% |
97% |
False |
False |
103,121 |
| 100 |
1771-2 |
1244-6 |
526-4 |
30.0% |
33-1 |
1.9% |
97% |
False |
False |
92,157 |
| 120 |
1771-2 |
1244-6 |
526-4 |
30.0% |
31-0 |
1.8% |
97% |
False |
False |
83,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1838-6 |
|
2.618 |
1809-6 |
|
1.618 |
1792-0 |
|
1.000 |
1781-0 |
|
0.618 |
1774-2 |
|
HIGH |
1763-2 |
|
0.618 |
1756-4 |
|
0.500 |
1754-3 |
|
0.382 |
1752-2 |
|
LOW |
1745-4 |
|
0.618 |
1734-4 |
|
1.000 |
1727-6 |
|
1.618 |
1716-6 |
|
2.618 |
1699-0 |
|
4.250 |
1670-0 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1755-6 |
1752-2 |
| PP |
1755-1 |
1748-1 |
| S1 |
1754-3 |
1743-7 |
|