CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1600-0 |
1615-0 |
15-0 |
0.9% |
1702-0 |
| High |
1616-0 |
1617-0 |
1-0 |
0.1% |
1702-0 |
| Low |
1593-4 |
1605-0 |
11-4 |
0.7% |
1608-0 |
| Close |
1610-0 |
1611-4 |
1-4 |
0.1% |
1621-6 |
| Range |
22-4 |
12-0 |
-10-4 |
-46.7% |
94-0 |
| ATR |
31-1 |
29-6 |
-1-3 |
-4.4% |
0-0 |
| Volume |
132,015 |
107,344 |
-24,671 |
-18.7% |
787,894 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1647-1 |
1641-3 |
1618-1 |
|
| R3 |
1635-1 |
1629-3 |
1614-6 |
|
| R2 |
1623-1 |
1623-1 |
1613-6 |
|
| R1 |
1617-3 |
1617-3 |
1612-5 |
1614-2 |
| PP |
1611-1 |
1611-1 |
1611-1 |
1609-5 |
| S1 |
1605-3 |
1605-3 |
1610-3 |
1602-2 |
| S2 |
1599-1 |
1599-1 |
1609-2 |
|
| S3 |
1587-1 |
1593-3 |
1608-2 |
|
| S4 |
1575-1 |
1581-3 |
1604-7 |
|
|
| 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% |
21-6 |
1.3% |
22% |
False |
False |
135,332 |
| 10 |
1763-0 |
1593-4 |
169-4 |
10.5% |
26-2 |
1.6% |
11% |
False |
False |
141,731 |
| 20 |
1783-4 |
1593-4 |
190-0 |
11.8% |
23-4 |
1.5% |
9% |
False |
False |
124,238 |
| 40 |
1783-4 |
1555-4 |
228-0 |
14.1% |
23-0 |
1.4% |
25% |
False |
False |
120,073 |
| 60 |
1783-4 |
1433-0 |
350-4 |
21.7% |
23-4 |
1.5% |
51% |
False |
False |
128,517 |
| 80 |
1783-4 |
1262-0 |
521-4 |
32.4% |
21-3 |
1.3% |
67% |
False |
False |
119,060 |
| 100 |
1783-4 |
1253-0 |
530-4 |
32.9% |
20-3 |
1.3% |
68% |
False |
False |
106,752 |
| 120 |
1783-4 |
1253-0 |
530-4 |
32.9% |
19-1 |
1.2% |
68% |
False |
False |
96,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1668-0 |
|
2.618 |
1648-3 |
|
1.618 |
1636-3 |
|
1.000 |
1629-0 |
|
0.618 |
1624-3 |
|
HIGH |
1617-0 |
|
0.618 |
1612-3 |
|
0.500 |
1611-0 |
|
0.382 |
1609-5 |
|
LOW |
1605-0 |
|
0.618 |
1597-5 |
|
1.000 |
1593-0 |
|
1.618 |
1585-5 |
|
2.618 |
1573-5 |
|
4.250 |
1554-0 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1611-3 |
1610-5 |
| PP |
1611-1 |
1609-7 |
| S1 |
1611-0 |
1609-0 |
|