CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1649-0 |
1620-0 |
-29-0 |
-1.8% |
1702-0 |
| High |
1653-4 |
1624-4 |
-29-0 |
-1.8% |
1702-0 |
| Low |
1617-4 |
1608-0 |
-9-4 |
-0.6% |
1608-0 |
| Close |
1618-6 |
1621-6 |
3-0 |
0.2% |
1621-6 |
| Range |
36-0 |
16-4 |
-19-4 |
-54.2% |
94-0 |
| ATR |
32-4 |
31-3 |
-1-1 |
-3.5% |
0-0 |
| Volume |
190,026 |
135,462 |
-54,564 |
-28.7% |
787,894 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1667-5 |
1661-1 |
1630-7 |
|
| R3 |
1651-1 |
1644-5 |
1626-2 |
|
| R2 |
1634-5 |
1634-5 |
1624-6 |
|
| R1 |
1628-1 |
1628-1 |
1623-2 |
1631-3 |
| PP |
1618-1 |
1618-1 |
1618-1 |
1619-6 |
| S1 |
1611-5 |
1611-5 |
1620-2 |
1614-7 |
| S2 |
1601-5 |
1601-5 |
1618-6 |
|
| S3 |
1585-1 |
1595-1 |
1617-2 |
|
| S4 |
1568-5 |
1578-5 |
1612-5 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1925-7 |
1867-7 |
1673-4 |
|
| R3 |
1831-7 |
1773-7 |
1647-5 |
|
| R2 |
1737-7 |
1737-7 |
1639-0 |
|
| R1 |
1679-7 |
1679-7 |
1630-3 |
1661-7 |
| PP |
1643-7 |
1643-7 |
1643-7 |
1635-0 |
| S1 |
1585-7 |
1585-7 |
1613-1 |
1567-7 |
| S2 |
1549-7 |
1549-7 |
1604-4 |
|
| S3 |
1455-7 |
1491-7 |
1595-7 |
|
| S4 |
1361-7 |
1397-7 |
1570-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1702-0 |
1608-0 |
94-0 |
5.8% |
26-5 |
1.6% |
15% |
False |
True |
157,578 |
| 10 |
1763-0 |
1608-0 |
155-0 |
9.6% |
26-5 |
1.6% |
9% |
False |
True |
137,521 |
| 20 |
1783-4 |
1608-0 |
175-4 |
10.8% |
24-1 |
1.5% |
8% |
False |
True |
123,571 |
| 40 |
1783-4 |
1555-4 |
228-0 |
14.1% |
22-6 |
1.4% |
29% |
False |
False |
120,033 |
| 60 |
1783-4 |
1401-4 |
382-0 |
23.6% |
23-5 |
1.5% |
58% |
False |
False |
128,252 |
| 80 |
1783-4 |
1256-4 |
527-0 |
32.5% |
21-3 |
1.3% |
69% |
False |
False |
117,582 |
| 100 |
1783-4 |
1253-0 |
530-4 |
32.7% |
20-3 |
1.3% |
70% |
False |
False |
105,677 |
| 120 |
1783-4 |
1253-0 |
530-4 |
32.7% |
19-1 |
1.2% |
70% |
False |
False |
95,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1694-5 |
|
2.618 |
1667-6 |
|
1.618 |
1651-2 |
|
1.000 |
1641-0 |
|
0.618 |
1634-6 |
|
HIGH |
1624-4 |
|
0.618 |
1618-2 |
|
0.500 |
1616-2 |
|
0.382 |
1614-2 |
|
LOW |
1608-0 |
|
0.618 |
1597-6 |
|
1.000 |
1591-4 |
|
1.618 |
1581-2 |
|
2.618 |
1564-6 |
|
4.250 |
1537-7 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1619-7 |
1641-0 |
| PP |
1618-1 |
1634-5 |
| S1 |
1616-2 |
1628-1 |
|