CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1743-4 |
1763-0 |
19-4 |
1.1% |
1735-0 |
| High |
1749-0 |
1763-0 |
14-0 |
0.8% |
1763-0 |
| Low |
1733-0 |
1737-4 |
4-4 |
0.3% |
1694-0 |
| Close |
1747-2 |
1739-0 |
-8-2 |
-0.5% |
1739-0 |
| Range |
16-0 |
25-4 |
9-4 |
59.4% |
69-0 |
| ATR |
27-7 |
27-6 |
-0-1 |
-0.6% |
0-0 |
| Volume |
111,672 |
113,787 |
2,115 |
1.9% |
587,316 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1823-0 |
1806-4 |
1753-0 |
|
| R3 |
1797-4 |
1781-0 |
1746-0 |
|
| R2 |
1772-0 |
1772-0 |
1743-5 |
|
| R1 |
1755-4 |
1755-4 |
1741-3 |
1751-0 |
| PP |
1746-4 |
1746-4 |
1746-4 |
1744-2 |
| S1 |
1730-0 |
1730-0 |
1736-5 |
1725-4 |
| S2 |
1721-0 |
1721-0 |
1734-3 |
|
| S3 |
1695-4 |
1704-4 |
1732-0 |
|
| S4 |
1670-0 |
1679-0 |
1725-0 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1939-0 |
1908-0 |
1777-0 |
|
| R3 |
1870-0 |
1839-0 |
1758-0 |
|
| R2 |
1801-0 |
1801-0 |
1751-5 |
|
| R1 |
1770-0 |
1770-0 |
1745-3 |
1785-4 |
| PP |
1732-0 |
1732-0 |
1732-0 |
1739-6 |
| S1 |
1701-0 |
1701-0 |
1732-5 |
1716-4 |
| S2 |
1663-0 |
1663-0 |
1726-3 |
|
| S3 |
1594-0 |
1632-0 |
1720-0 |
|
| S4 |
1525-0 |
1563-0 |
1701-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1763-0 |
1694-0 |
69-0 |
4.0% |
26-5 |
1.5% |
65% |
True |
False |
117,463 |
| 10 |
1783-4 |
1694-0 |
89-4 |
5.1% |
23-1 |
1.3% |
50% |
False |
False |
112,641 |
| 20 |
1783-4 |
1634-4 |
149-0 |
8.6% |
22-4 |
1.3% |
70% |
False |
False |
112,206 |
| 40 |
1783-4 |
1552-2 |
231-2 |
13.3% |
23-1 |
1.3% |
81% |
False |
False |
122,993 |
| 60 |
1783-4 |
1371-0 |
412-4 |
23.7% |
23-2 |
1.3% |
89% |
False |
False |
124,471 |
| 80 |
1783-4 |
1253-0 |
530-4 |
30.5% |
20-5 |
1.2% |
92% |
False |
False |
110,939 |
| 100 |
1783-4 |
1253-0 |
530-4 |
30.5% |
19-6 |
1.1% |
92% |
False |
False |
100,417 |
| 120 |
1783-4 |
1253-0 |
530-4 |
30.5% |
18-5 |
1.1% |
92% |
False |
False |
90,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1871-3 |
|
2.618 |
1829-6 |
|
1.618 |
1804-2 |
|
1.000 |
1788-4 |
|
0.618 |
1778-6 |
|
HIGH |
1763-0 |
|
0.618 |
1753-2 |
|
0.500 |
1750-2 |
|
0.382 |
1747-2 |
|
LOW |
1737-4 |
|
0.618 |
1721-6 |
|
1.000 |
1712-0 |
|
1.618 |
1696-2 |
|
2.618 |
1670-6 |
|
4.250 |
1629-1 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1750-2 |
1735-4 |
| PP |
1746-4 |
1732-0 |
| S1 |
1742-6 |
1728-4 |
|