CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1773-0 |
1760-4 |
-12-4 |
-0.7% |
1744-0 |
| High |
1783-4 |
1762-0 |
-21-4 |
-1.2% |
1770-0 |
| Low |
1756-4 |
1743-0 |
-13-4 |
-0.8% |
1708-0 |
| Close |
1768-2 |
1747-4 |
-20-6 |
-1.2% |
1756-4 |
| Range |
27-0 |
19-0 |
-8-0 |
-29.6% |
62-0 |
| ATR |
29-4 |
29-1 |
-0-2 |
-1.0% |
0-0 |
| Volume |
133,443 |
105,401 |
-28,042 |
-21.0% |
558,652 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1807-7 |
1796-5 |
1758-0 |
|
| R3 |
1788-7 |
1777-5 |
1752-6 |
|
| R2 |
1769-7 |
1769-7 |
1751-0 |
|
| R1 |
1758-5 |
1758-5 |
1749-2 |
1754-6 |
| PP |
1750-7 |
1750-7 |
1750-7 |
1748-7 |
| S1 |
1739-5 |
1739-5 |
1745-6 |
1735-6 |
| S2 |
1731-7 |
1731-7 |
1744-0 |
|
| S3 |
1712-7 |
1720-5 |
1742-2 |
|
| S4 |
1693-7 |
1701-5 |
1737-0 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1930-7 |
1905-5 |
1790-5 |
|
| R3 |
1868-7 |
1843-5 |
1773-4 |
|
| R2 |
1806-7 |
1806-7 |
1767-7 |
|
| R1 |
1781-5 |
1781-5 |
1762-1 |
1794-2 |
| PP |
1744-7 |
1744-7 |
1744-7 |
1751-1 |
| S1 |
1719-5 |
1719-5 |
1750-7 |
1732-2 |
| S2 |
1682-7 |
1682-7 |
1745-1 |
|
| S3 |
1620-7 |
1657-5 |
1739-4 |
|
| S4 |
1558-7 |
1595-5 |
1722-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1783-4 |
1726-0 |
57-4 |
3.3% |
21-7 |
1.3% |
37% |
False |
False |
110,352 |
| 10 |
1783-4 |
1704-6 |
78-6 |
4.5% |
21-6 |
1.2% |
54% |
False |
False |
113,133 |
| 20 |
1783-4 |
1555-4 |
228-0 |
13.0% |
21-4 |
1.2% |
84% |
False |
False |
110,525 |
| 40 |
1783-4 |
1506-0 |
277-4 |
15.9% |
23-3 |
1.3% |
87% |
False |
False |
127,665 |
| 60 |
1783-4 |
1308-0 |
475-4 |
27.2% |
21-7 |
1.2% |
92% |
False |
False |
121,392 |
| 80 |
1783-4 |
1253-0 |
530-4 |
30.4% |
19-7 |
1.1% |
93% |
False |
False |
106,500 |
| 100 |
1783-4 |
1253-0 |
530-4 |
30.4% |
18-6 |
1.1% |
93% |
False |
False |
95,241 |
| 120 |
1783-4 |
1253-0 |
530-4 |
30.4% |
17-6 |
1.0% |
93% |
False |
False |
85,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1842-6 |
|
2.618 |
1811-6 |
|
1.618 |
1792-6 |
|
1.000 |
1781-0 |
|
0.618 |
1773-6 |
|
HIGH |
1762-0 |
|
0.618 |
1754-6 |
|
0.500 |
1752-4 |
|
0.382 |
1750-2 |
|
LOW |
1743-0 |
|
0.618 |
1731-2 |
|
1.000 |
1724-0 |
|
1.618 |
1712-2 |
|
2.618 |
1693-2 |
|
4.250 |
1662-2 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1752-4 |
1763-2 |
| PP |
1750-7 |
1758-0 |
| S1 |
1749-1 |
1752-6 |
|