CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1728-4 |
1735-0 |
6-4 |
0.4% |
1773-0 |
High |
1751-0 |
1740-0 |
-11-0 |
-0.6% |
1783-4 |
Low |
1727-0 |
1717-0 |
-10-0 |
-0.6% |
1727-0 |
Close |
1736-4 |
1718-6 |
-17-6 |
-1.0% |
1736-4 |
Range |
24-0 |
23-0 |
-1-0 |
-4.2% |
56-4 |
ATR |
27-7 |
27-5 |
-0-3 |
-1.3% |
0-0 |
Volume |
98,029 |
87,155 |
-10,874 |
-11.1% |
443,202 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1794-2 |
1779-4 |
1731-3 |
|
R3 |
1771-2 |
1756-4 |
1725-1 |
|
R2 |
1748-2 |
1748-2 |
1723-0 |
|
R1 |
1733-4 |
1733-4 |
1720-7 |
1729-3 |
PP |
1725-2 |
1725-2 |
1725-2 |
1723-2 |
S1 |
1710-4 |
1710-4 |
1716-5 |
1706-3 |
S2 |
1702-2 |
1702-2 |
1714-4 |
|
S3 |
1679-2 |
1687-4 |
1712-3 |
|
S4 |
1656-2 |
1664-4 |
1706-1 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1918-4 |
1884-0 |
1767-5 |
|
R3 |
1862-0 |
1827-4 |
1752-0 |
|
R2 |
1805-4 |
1805-4 |
1746-7 |
|
R1 |
1771-0 |
1771-0 |
1741-5 |
1760-0 |
PP |
1749-0 |
1749-0 |
1749-0 |
1743-4 |
S1 |
1714-4 |
1714-4 |
1731-3 |
1703-4 |
S2 |
1692-4 |
1692-4 |
1726-1 |
|
S3 |
1636-0 |
1658-0 |
1721-0 |
|
S4 |
1579-4 |
1601-4 |
1705-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1783-4 |
1717-0 |
66-4 |
3.9% |
21-6 |
1.3% |
3% |
False |
True |
106,071 |
10 |
1783-4 |
1708-0 |
75-4 |
4.4% |
22-2 |
1.3% |
14% |
False |
False |
108,900 |
20 |
1783-4 |
1588-0 |
195-4 |
11.4% |
20-0 |
1.2% |
67% |
False |
False |
106,138 |
40 |
1783-4 |
1552-2 |
231-2 |
13.5% |
22-5 |
1.3% |
72% |
False |
False |
123,119 |
60 |
1783-4 |
1308-6 |
474-6 |
27.6% |
22-2 |
1.3% |
86% |
False |
False |
122,298 |
80 |
1783-4 |
1253-0 |
530-4 |
30.9% |
20-2 |
1.2% |
88% |
False |
False |
107,464 |
100 |
1783-4 |
1253-0 |
530-4 |
30.9% |
19-2 |
1.1% |
88% |
False |
False |
97,141 |
120 |
1783-4 |
1253-0 |
530-4 |
30.9% |
18-0 |
1.0% |
88% |
False |
False |
87,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1837-6 |
2.618 |
1800-2 |
1.618 |
1777-2 |
1.000 |
1763-0 |
0.618 |
1754-2 |
HIGH |
1740-0 |
0.618 |
1731-2 |
0.500 |
1728-4 |
0.382 |
1725-6 |
LOW |
1717-0 |
0.618 |
1702-6 |
1.000 |
1694-0 |
1.618 |
1679-6 |
2.618 |
1656-6 |
4.250 |
1619-2 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1728-4 |
1735-0 |
PP |
1725-2 |
1729-5 |
S1 |
1722-0 |
1724-1 |
|