CME Pit-Traded Soybean 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 |
1760-4 |
1745-0 |
-15-4 |
-0.9% |
1744-0 |
| High |
1762-0 |
1753-0 |
-9-0 |
-0.5% |
1770-0 |
| Low |
1743-0 |
1737-0 |
-6-0 |
-0.3% |
1708-0 |
| Close |
1747-4 |
1747-0 |
-0-4 |
0.0% |
1756-4 |
| Range |
19-0 |
16-0 |
-3-0 |
-15.8% |
62-0 |
| ATR |
29-1 |
28-2 |
-1-0 |
-3.2% |
0-0 |
| Volume |
105,401 |
106,329 |
928 |
0.9% |
558,652 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1793-5 |
1786-3 |
1755-6 |
|
| R3 |
1777-5 |
1770-3 |
1751-3 |
|
| R2 |
1761-5 |
1761-5 |
1749-7 |
|
| R1 |
1754-3 |
1754-3 |
1748-4 |
1758-0 |
| PP |
1745-5 |
1745-5 |
1745-5 |
1747-4 |
| S1 |
1738-3 |
1738-3 |
1745-4 |
1742-0 |
| S2 |
1729-5 |
1729-5 |
1744-1 |
|
| S3 |
1713-5 |
1722-3 |
1742-5 |
|
| S4 |
1697-5 |
1706-3 |
1738-2 |
|
|
| 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 |
1737-0 |
46-4 |
2.7% |
19-4 |
1.1% |
22% |
False |
True |
111,959 |
| 10 |
1783-4 |
1704-6 |
78-6 |
4.5% |
21-7 |
1.3% |
54% |
False |
False |
113,481 |
| 20 |
1783-4 |
1588-0 |
195-4 |
11.2% |
20-7 |
1.2% |
81% |
False |
False |
110,440 |
| 40 |
1783-4 |
1523-4 |
260-0 |
14.9% |
22-2 |
1.3% |
86% |
False |
False |
127,242 |
| 60 |
1783-4 |
1308-0 |
475-4 |
27.2% |
21-7 |
1.3% |
92% |
False |
False |
122,025 |
| 80 |
1783-4 |
1253-0 |
530-4 |
30.4% |
19-7 |
1.1% |
93% |
False |
False |
106,889 |
| 100 |
1783-4 |
1253-0 |
530-4 |
30.4% |
18-7 |
1.1% |
93% |
False |
False |
95,899 |
| 120 |
1783-4 |
1253-0 |
530-4 |
30.4% |
17-6 |
1.0% |
93% |
False |
False |
86,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1821-0 |
|
2.618 |
1794-7 |
|
1.618 |
1778-7 |
|
1.000 |
1769-0 |
|
0.618 |
1762-7 |
|
HIGH |
1753-0 |
|
0.618 |
1746-7 |
|
0.500 |
1745-0 |
|
0.382 |
1743-1 |
|
LOW |
1737-0 |
|
0.618 |
1727-1 |
|
1.000 |
1721-0 |
|
1.618 |
1711-1 |
|
2.618 |
1695-1 |
|
4.250 |
1669-0 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1746-3 |
1760-2 |
| PP |
1745-5 |
1755-7 |
| S1 |
1745-0 |
1751-3 |
|