CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1728-0 |
1718-0 |
-10-0 |
-0.6% |
1771-4 |
| High |
1744-2 |
1729-0 |
-15-2 |
-0.9% |
1789-0 |
| Low |
1716-0 |
1698-6 |
-17-2 |
-1.0% |
1725-4 |
| Close |
1718-6 |
1701-4 |
-17-2 |
-1.0% |
1736-4 |
| Range |
28-2 |
30-2 |
2-0 |
7.1% |
63-4 |
| ATR |
35-2 |
34-7 |
-0-3 |
-1.0% |
0-0 |
| Volume |
87,155 |
110,103 |
22,948 |
26.3% |
443,202 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1800-4 |
1781-2 |
1718-1 |
|
| R3 |
1770-2 |
1751-0 |
1709-7 |
|
| R2 |
1740-0 |
1740-0 |
1707-0 |
|
| R1 |
1720-6 |
1720-6 |
1704-2 |
1715-2 |
| PP |
1709-6 |
1709-6 |
1709-6 |
1707-0 |
| S1 |
1690-4 |
1690-4 |
1698-6 |
1685-0 |
| S2 |
1679-4 |
1679-4 |
1696-0 |
|
| S3 |
1649-2 |
1660-2 |
1693-1 |
|
| S4 |
1619-0 |
1630-0 |
1684-7 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1940-7 |
1902-1 |
1771-3 |
|
| R3 |
1877-3 |
1838-5 |
1754-0 |
|
| R2 |
1813-7 |
1813-7 |
1748-1 |
|
| R1 |
1775-1 |
1775-1 |
1742-3 |
1762-6 |
| PP |
1750-3 |
1750-3 |
1750-3 |
1744-1 |
| S1 |
1711-5 |
1711-5 |
1730-5 |
1699-2 |
| S2 |
1686-7 |
1686-7 |
1724-7 |
|
| S3 |
1623-3 |
1648-1 |
1719-0 |
|
| S4 |
1559-7 |
1584-5 |
1701-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1769-6 |
1698-6 |
71-0 |
4.2% |
28-0 |
1.6% |
4% |
False |
True |
101,403 |
| 10 |
1789-0 |
1698-6 |
90-2 |
5.3% |
29-4 |
1.7% |
3% |
False |
True |
101,110 |
| 20 |
1789-0 |
1587-0 |
202-0 |
11.9% |
32-0 |
1.9% |
57% |
False |
False |
100,382 |
| 40 |
1789-0 |
1536-0 |
253-0 |
14.9% |
41-1 |
2.4% |
65% |
False |
False |
119,519 |
| 60 |
1789-0 |
1317-6 |
471-2 |
27.7% |
38-6 |
2.3% |
81% |
False |
False |
120,568 |
| 80 |
1789-0 |
1244-6 |
544-2 |
32.0% |
35-7 |
2.1% |
84% |
False |
False |
106,050 |
| 100 |
1789-0 |
1244-6 |
544-2 |
32.0% |
33-5 |
2.0% |
84% |
False |
False |
96,334 |
| 120 |
1789-0 |
1244-6 |
544-2 |
32.0% |
31-5 |
1.9% |
84% |
False |
False |
87,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1857-4 |
|
2.618 |
1808-2 |
|
1.618 |
1778-0 |
|
1.000 |
1759-2 |
|
0.618 |
1747-6 |
|
HIGH |
1729-0 |
|
0.618 |
1717-4 |
|
0.500 |
1713-7 |
|
0.382 |
1710-2 |
|
LOW |
1698-6 |
|
0.618 |
1680-0 |
|
1.000 |
1668-4 |
|
1.618 |
1649-6 |
|
2.618 |
1619-4 |
|
4.250 |
1570-2 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1713-7 |
1725-3 |
| PP |
1709-6 |
1717-3 |
| S1 |
1705-5 |
1709-4 |
|