CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1566-4 |
1574-4 |
8-0 |
0.5% |
1600-0 |
| High |
1582-0 |
1612-0 |
30-0 |
1.9% |
1617-0 |
| Low |
1565-0 |
1564-0 |
-1-0 |
-0.1% |
1564-0 |
| Close |
1570-6 |
1601-0 |
30-2 |
1.9% |
1601-0 |
| Range |
17-0 |
48-0 |
31-0 |
182.4% |
53-0 |
| ATR |
29-7 |
31-2 |
1-2 |
4.3% |
0-0 |
| Volume |
140,165 |
201,224 |
61,059 |
43.6% |
727,003 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1736-3 |
1716-5 |
1627-3 |
|
| R3 |
1688-3 |
1668-5 |
1614-2 |
|
| R2 |
1640-3 |
1640-3 |
1609-6 |
|
| R1 |
1620-5 |
1620-5 |
1605-3 |
1630-4 |
| PP |
1592-3 |
1592-3 |
1592-3 |
1597-2 |
| S1 |
1572-5 |
1572-5 |
1596-5 |
1582-4 |
| S2 |
1544-3 |
1544-3 |
1592-2 |
|
| S3 |
1496-3 |
1524-5 |
1587-6 |
|
| S4 |
1448-3 |
1476-5 |
1574-5 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1753-0 |
1730-0 |
1630-1 |
|
| R3 |
1700-0 |
1677-0 |
1615-5 |
|
| R2 |
1647-0 |
1647-0 |
1610-6 |
|
| R1 |
1624-0 |
1624-0 |
1605-7 |
1635-4 |
| PP |
1594-0 |
1594-0 |
1594-0 |
1599-6 |
| S1 |
1571-0 |
1571-0 |
1596-1 |
1582-4 |
| S2 |
1541-0 |
1541-0 |
1591-2 |
|
| S3 |
1488-0 |
1518-0 |
1586-3 |
|
| S4 |
1435-0 |
1465-0 |
1571-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1617-0 |
1564-0 |
53-0 |
3.3% |
24-2 |
1.5% |
70% |
False |
True |
145,400 |
| 10 |
1702-0 |
1564-0 |
138-0 |
8.6% |
25-4 |
1.6% |
27% |
False |
True |
151,489 |
| 20 |
1783-4 |
1564-0 |
219-4 |
13.7% |
24-2 |
1.5% |
17% |
False |
True |
132,065 |
| 40 |
1783-4 |
1555-4 |
228-0 |
14.2% |
22-7 |
1.4% |
20% |
False |
False |
121,618 |
| 60 |
1783-4 |
1505-0 |
278-4 |
17.4% |
23-6 |
1.5% |
34% |
False |
False |
130,676 |
| 80 |
1783-4 |
1308-0 |
475-4 |
29.7% |
22-2 |
1.4% |
62% |
False |
False |
122,958 |
| 100 |
1783-4 |
1253-0 |
530-4 |
33.1% |
20-6 |
1.3% |
66% |
False |
False |
110,140 |
| 120 |
1783-4 |
1253-0 |
530-4 |
33.1% |
19-4 |
1.2% |
66% |
False |
False |
99,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1816-0 |
|
2.618 |
1737-5 |
|
1.618 |
1689-5 |
|
1.000 |
1660-0 |
|
0.618 |
1641-5 |
|
HIGH |
1612-0 |
|
0.618 |
1593-5 |
|
0.500 |
1588-0 |
|
0.382 |
1582-3 |
|
LOW |
1564-0 |
|
0.618 |
1534-3 |
|
1.000 |
1516-0 |
|
1.618 |
1486-3 |
|
2.618 |
1438-3 |
|
4.250 |
1360-0 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1596-5 |
1596-5 |
| PP |
1592-3 |
1592-3 |
| S1 |
1588-0 |
1588-0 |
|