CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1714-4 |
1710-0 |
-4-4 |
-0.3% |
1773-0 |
| High |
1715-0 |
1747-0 |
32-0 |
1.9% |
1783-4 |
| Low |
1699-4 |
1694-0 |
-5-4 |
-0.3% |
1727-0 |
| Close |
1701-4 |
1745-6 |
44-2 |
2.6% |
1736-4 |
| Range |
15-4 |
53-0 |
37-4 |
241.9% |
56-4 |
| ATR |
27-0 |
28-7 |
1-7 |
6.9% |
0-0 |
| Volume |
110,103 |
164,599 |
54,496 |
49.5% |
443,202 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1887-7 |
1869-7 |
1774-7 |
|
| R3 |
1834-7 |
1816-7 |
1760-3 |
|
| R2 |
1781-7 |
1781-7 |
1755-4 |
|
| R1 |
1763-7 |
1763-7 |
1750-5 |
1772-7 |
| PP |
1728-7 |
1728-7 |
1728-7 |
1733-4 |
| S1 |
1710-7 |
1710-7 |
1740-7 |
1719-7 |
| S2 |
1675-7 |
1675-7 |
1736-0 |
|
| S3 |
1622-7 |
1657-7 |
1731-1 |
|
| S4 |
1569-7 |
1604-7 |
1716-5 |
|
|
| 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 |
1753-0 |
1694-0 |
59-0 |
3.4% |
26-2 |
1.5% |
88% |
False |
True |
113,243 |
| 10 |
1783-4 |
1694-0 |
89-4 |
5.1% |
24-1 |
1.4% |
58% |
False |
True |
111,797 |
| 20 |
1783-4 |
1619-0 |
164-4 |
9.4% |
21-7 |
1.3% |
77% |
False |
False |
109,881 |
| 40 |
1783-4 |
1552-2 |
231-2 |
13.2% |
23-5 |
1.4% |
84% |
False |
False |
124,486 |
| 60 |
1783-4 |
1371-0 |
412-4 |
23.6% |
23-1 |
1.3% |
91% |
False |
False |
124,732 |
| 80 |
1783-4 |
1253-0 |
530-4 |
30.4% |
20-5 |
1.2% |
93% |
False |
False |
109,293 |
| 100 |
1783-4 |
1253-0 |
530-4 |
30.4% |
19-4 |
1.1% |
93% |
False |
False |
99,178 |
| 120 |
1783-4 |
1253-0 |
530-4 |
30.4% |
18-4 |
1.1% |
93% |
False |
False |
89,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1972-2 |
|
2.618 |
1885-6 |
|
1.618 |
1832-6 |
|
1.000 |
1800-0 |
|
0.618 |
1779-6 |
|
HIGH |
1747-0 |
|
0.618 |
1726-6 |
|
0.500 |
1720-4 |
|
0.382 |
1714-2 |
|
LOW |
1694-0 |
|
0.618 |
1661-2 |
|
1.000 |
1641-0 |
|
1.618 |
1608-2 |
|
2.618 |
1555-2 |
|
4.250 |
1468-6 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1737-3 |
1737-3 |
| PP |
1728-7 |
1728-7 |
| S1 |
1720-4 |
1720-4 |
|