CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1763-0 |
1702-0 |
-61-0 |
-3.5% |
1735-0 |
| High |
1763-0 |
1702-0 |
-61-0 |
-3.5% |
1763-0 |
| Low |
1737-4 |
1669-0 |
-68-4 |
-3.9% |
1694-0 |
| Close |
1739-0 |
1669-0 |
-70-0 |
-4.0% |
1739-0 |
| Range |
25-4 |
33-0 |
7-4 |
29.4% |
69-0 |
| ATR |
27-6 |
30-6 |
3-0 |
10.9% |
0-0 |
| Volume |
113,787 |
167,468 |
53,681 |
47.2% |
587,316 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1779-0 |
1757-0 |
1687-1 |
|
| R3 |
1746-0 |
1724-0 |
1678-1 |
|
| R2 |
1713-0 |
1713-0 |
1675-0 |
|
| R1 |
1691-0 |
1691-0 |
1672-0 |
1685-4 |
| PP |
1680-0 |
1680-0 |
1680-0 |
1677-2 |
| S1 |
1658-0 |
1658-0 |
1666-0 |
1652-4 |
| S2 |
1647-0 |
1647-0 |
1663-0 |
|
| S3 |
1614-0 |
1625-0 |
1659-7 |
|
| S4 |
1581-0 |
1592-0 |
1650-7 |
|
|
| 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 |
1669-0 |
94-0 |
5.6% |
28-5 |
1.7% |
0% |
False |
True |
133,525 |
| 10 |
1783-4 |
1669-0 |
114-4 |
6.9% |
25-2 |
1.5% |
0% |
False |
True |
119,798 |
| 20 |
1783-4 |
1654-0 |
129-4 |
7.8% |
23-4 |
1.4% |
12% |
False |
False |
117,079 |
| 40 |
1783-4 |
1552-2 |
231-2 |
13.9% |
23-3 |
1.4% |
50% |
False |
False |
121,861 |
| 60 |
1783-4 |
1373-0 |
410-4 |
24.6% |
23-3 |
1.4% |
72% |
False |
False |
125,689 |
| 80 |
1783-4 |
1256-4 |
527-0 |
31.6% |
20-7 |
1.2% |
78% |
False |
False |
112,231 |
| 100 |
1783-4 |
1253-0 |
530-4 |
31.8% |
20-0 |
1.2% |
78% |
False |
False |
101,542 |
| 120 |
1783-4 |
1253-0 |
530-4 |
31.8% |
18-7 |
1.1% |
78% |
False |
False |
92,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1842-2 |
|
2.618 |
1788-3 |
|
1.618 |
1755-3 |
|
1.000 |
1735-0 |
|
0.618 |
1722-3 |
|
HIGH |
1702-0 |
|
0.618 |
1689-3 |
|
0.500 |
1685-4 |
|
0.382 |
1681-5 |
|
LOW |
1669-0 |
|
0.618 |
1648-5 |
|
1.000 |
1636-0 |
|
1.618 |
1615-5 |
|
2.618 |
1582-5 |
|
4.250 |
1528-6 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1685-4 |
1716-0 |
| PP |
1680-0 |
1700-3 |
| S1 |
1674-4 |
1684-5 |
|