CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1718-0 |
1700-2 |
-17-6 |
-1.0% |
1771-4 |
| High |
1729-0 |
1750-0 |
21-0 |
1.2% |
1789-0 |
| Low |
1698-6 |
1693-4 |
-5-2 |
-0.3% |
1725-4 |
| Close |
1701-4 |
1745-6 |
44-2 |
2.6% |
1736-4 |
| Range |
30-2 |
56-4 |
26-2 |
86.8% |
63-4 |
| ATR |
34-7 |
36-3 |
1-4 |
4.4% |
0-0 |
| Volume |
110,103 |
164,599 |
54,496 |
49.5% |
443,202 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1899-2 |
1879-0 |
1776-7 |
|
| R3 |
1842-6 |
1822-4 |
1761-2 |
|
| R2 |
1786-2 |
1786-2 |
1756-1 |
|
| R1 |
1766-0 |
1766-0 |
1750-7 |
1776-1 |
| PP |
1729-6 |
1729-6 |
1729-6 |
1734-6 |
| S1 |
1709-4 |
1709-4 |
1740-5 |
1719-5 |
| S2 |
1673-2 |
1673-2 |
1735-3 |
|
| S3 |
1616-6 |
1653-0 |
1730-2 |
|
| S4 |
1560-2 |
1596-4 |
1714-5 |
|
|
| 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 |
1753-6 |
1693-4 |
60-2 |
3.5% |
33-6 |
1.9% |
87% |
False |
True |
113,243 |
| 10 |
1789-0 |
1693-4 |
95-4 |
5.5% |
32-1 |
1.8% |
55% |
False |
True |
106,576 |
| 20 |
1789-0 |
1597-2 |
191-6 |
11.0% |
33-4 |
1.9% |
77% |
False |
False |
104,245 |
| 40 |
1789-0 |
1536-0 |
253-0 |
14.5% |
41-6 |
2.4% |
83% |
False |
False |
120,669 |
| 60 |
1789-0 |
1343-0 |
446-0 |
25.5% |
39-2 |
2.2% |
90% |
False |
False |
122,188 |
| 80 |
1789-0 |
1244-6 |
544-2 |
31.2% |
36-2 |
2.1% |
92% |
False |
False |
107,385 |
| 100 |
1789-0 |
1244-6 |
544-2 |
31.2% |
33-7 |
1.9% |
92% |
False |
False |
97,651 |
| 120 |
1789-0 |
1244-6 |
544-2 |
31.2% |
32-0 |
1.8% |
92% |
False |
False |
88,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1990-1 |
|
2.618 |
1897-7 |
|
1.618 |
1841-3 |
|
1.000 |
1806-4 |
|
0.618 |
1784-7 |
|
HIGH |
1750-0 |
|
0.618 |
1728-3 |
|
0.500 |
1721-6 |
|
0.382 |
1715-1 |
|
LOW |
1693-4 |
|
0.618 |
1658-5 |
|
1.000 |
1637-0 |
|
1.618 |
1602-1 |
|
2.618 |
1545-5 |
|
4.250 |
1453-3 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1737-6 |
1737-6 |
| PP |
1729-6 |
1729-6 |
| S1 |
1721-6 |
1721-6 |
|