CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1620-0 |
1600-0 |
-20-0 |
-1.2% |
1702-0 |
| High |
1624-4 |
1616-0 |
-8-4 |
-0.5% |
1702-0 |
| Low |
1608-0 |
1593-4 |
-14-4 |
-0.9% |
1608-0 |
| Close |
1621-6 |
1610-0 |
-11-6 |
-0.7% |
1621-6 |
| Range |
16-4 |
22-4 |
6-0 |
36.4% |
94-0 |
| ATR |
31-3 |
31-1 |
-0-2 |
-0.7% |
0-0 |
| Volume |
135,462 |
132,015 |
-3,447 |
-2.5% |
787,894 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1674-0 |
1664-4 |
1622-3 |
|
| R3 |
1651-4 |
1642-0 |
1616-2 |
|
| R2 |
1629-0 |
1629-0 |
1614-1 |
|
| R1 |
1619-4 |
1619-4 |
1612-0 |
1624-2 |
| PP |
1606-4 |
1606-4 |
1606-4 |
1608-7 |
| S1 |
1597-0 |
1597-0 |
1608-0 |
1601-6 |
| S2 |
1584-0 |
1584-0 |
1605-7 |
|
| S3 |
1561-4 |
1574-4 |
1603-6 |
|
| S4 |
1539-0 |
1552-0 |
1597-5 |
|
|
| 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 |
1674-0 |
1593-4 |
80-4 |
5.0% |
24-4 |
1.5% |
20% |
False |
True |
150,488 |
| 10 |
1763-0 |
1593-4 |
169-4 |
10.5% |
26-4 |
1.6% |
10% |
False |
True |
142,007 |
| 20 |
1783-4 |
1593-4 |
190-0 |
11.8% |
24-3 |
1.5% |
9% |
False |
True |
125,453 |
| 40 |
1783-4 |
1555-4 |
228-0 |
14.2% |
23-0 |
1.4% |
24% |
False |
False |
120,099 |
| 60 |
1783-4 |
1410-0 |
373-4 |
23.2% |
23-5 |
1.5% |
54% |
False |
False |
128,423 |
| 80 |
1783-4 |
1256-4 |
527-0 |
32.7% |
21-3 |
1.3% |
67% |
False |
False |
118,581 |
| 100 |
1783-4 |
1253-0 |
530-4 |
33.0% |
20-2 |
1.3% |
67% |
False |
False |
106,420 |
| 120 |
1783-4 |
1253-0 |
530-4 |
33.0% |
19-1 |
1.2% |
67% |
False |
False |
96,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1711-5 |
|
2.618 |
1674-7 |
|
1.618 |
1652-3 |
|
1.000 |
1638-4 |
|
0.618 |
1629-7 |
|
HIGH |
1616-0 |
|
0.618 |
1607-3 |
|
0.500 |
1604-6 |
|
0.382 |
1602-1 |
|
LOW |
1593-4 |
|
0.618 |
1579-5 |
|
1.000 |
1571-0 |
|
1.618 |
1557-1 |
|
2.618 |
1534-5 |
|
4.250 |
1497-7 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1608-2 |
1623-4 |
| PP |
1606-4 |
1619-0 |
| S1 |
1604-6 |
1614-4 |
|