CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1766-6 |
1748-0 |
-18-6 |
-1.1% |
1740-6 |
| High |
1769-6 |
1753-6 |
-16-0 |
-0.9% |
1771-2 |
| Low |
1742-4 |
1725-4 |
-17-0 |
-1.0% |
1701-0 |
| Close |
1747-4 |
1747-0 |
-0-4 |
0.0% |
1756-4 |
| Range |
27-2 |
28-2 |
1-0 |
3.7% |
70-2 |
| ATR |
37-1 |
36-4 |
-0-5 |
-1.7% |
0-0 |
| Volume |
105,401 |
106,329 |
928 |
0.9% |
495,411 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1826-7 |
1815-1 |
1762-4 |
|
| R3 |
1798-5 |
1786-7 |
1754-6 |
|
| R2 |
1770-3 |
1770-3 |
1752-1 |
|
| R1 |
1758-5 |
1758-5 |
1749-5 |
1750-3 |
| PP |
1742-1 |
1742-1 |
1742-1 |
1738-0 |
| S1 |
1730-3 |
1730-3 |
1744-3 |
1722-1 |
| S2 |
1713-7 |
1713-7 |
1741-7 |
|
| S3 |
1685-5 |
1702-1 |
1739-2 |
|
| S4 |
1657-3 |
1673-7 |
1731-4 |
|
|
| 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 |
1789-0 |
1725-4 |
63-4 |
3.6% |
28-4 |
1.6% |
34% |
False |
True |
102,734 |
| 10 |
1789-0 |
1701-0 |
88-0 |
5.0% |
32-3 |
1.9% |
52% |
False |
False |
105,558 |
| 20 |
1789-0 |
1576-4 |
212-4 |
12.2% |
35-5 |
2.0% |
80% |
False |
False |
103,595 |
| 40 |
1789-0 |
1510-4 |
278-4 |
15.9% |
41-4 |
2.4% |
85% |
False |
False |
123,425 |
| 60 |
1789-0 |
1302-2 |
486-6 |
27.9% |
38-4 |
2.2% |
91% |
False |
False |
119,480 |
| 80 |
1789-0 |
1244-6 |
544-2 |
31.2% |
35-6 |
2.0% |
92% |
False |
False |
104,981 |
| 100 |
1789-0 |
1244-6 |
544-2 |
31.2% |
33-4 |
1.9% |
92% |
False |
False |
94,373 |
| 120 |
1789-0 |
1244-6 |
544-2 |
31.2% |
31-4 |
1.8% |
92% |
False |
False |
85,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1873-6 |
|
2.618 |
1827-6 |
|
1.618 |
1799-4 |
|
1.000 |
1782-0 |
|
0.618 |
1771-2 |
|
HIGH |
1753-6 |
|
0.618 |
1743-0 |
|
0.500 |
1739-5 |
|
0.382 |
1736-2 |
|
LOW |
1725-4 |
|
0.618 |
1708-0 |
|
1.000 |
1697-2 |
|
1.618 |
1679-6 |
|
2.618 |
1651-4 |
|
4.250 |
1605-4 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1744-4 |
1757-2 |
| PP |
1742-1 |
1753-7 |
| S1 |
1739-5 |
1750-3 |
|