CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1746-0 |
1746-4 |
0-4 |
0.0% |
1728-0 |
| High |
1750-0 |
1765-6 |
15-6 |
0.9% |
1765-6 |
| Low |
1732-6 |
1737-4 |
4-6 |
0.3% |
1693-4 |
| Close |
1747-2 |
1739-0 |
-8-2 |
-0.5% |
1739-0 |
| Range |
17-2 |
28-2 |
11-0 |
63.8% |
72-2 |
| ATR |
35-0 |
34-4 |
-0-4 |
-1.4% |
0-0 |
| Volume |
111,672 |
113,787 |
2,115 |
1.9% |
587,316 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1832-1 |
1813-7 |
1754-4 |
|
| R3 |
1803-7 |
1785-5 |
1746-6 |
|
| R2 |
1775-5 |
1775-5 |
1744-1 |
|
| R1 |
1757-3 |
1757-3 |
1741-5 |
1752-3 |
| PP |
1747-3 |
1747-3 |
1747-3 |
1745-0 |
| S1 |
1729-1 |
1729-1 |
1736-3 |
1724-1 |
| S2 |
1719-1 |
1719-1 |
1733-7 |
|
| S3 |
1690-7 |
1700-7 |
1731-2 |
|
| S4 |
1662-5 |
1672-5 |
1723-4 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1949-4 |
1916-4 |
1778-6 |
|
| R3 |
1877-2 |
1844-2 |
1758-7 |
|
| R2 |
1805-0 |
1805-0 |
1752-2 |
|
| R1 |
1772-0 |
1772-0 |
1745-5 |
1788-4 |
| PP |
1732-6 |
1732-6 |
1732-6 |
1741-0 |
| S1 |
1699-6 |
1699-6 |
1732-3 |
1716-2 |
| S2 |
1660-4 |
1660-4 |
1725-6 |
|
| S3 |
1588-2 |
1627-4 |
1719-1 |
|
| S4 |
1516-0 |
1555-2 |
1699-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1765-6 |
1693-4 |
72-2 |
4.2% |
32-1 |
1.8% |
63% |
True |
False |
117,463 |
| 10 |
1789-0 |
1693-4 |
95-4 |
5.5% |
29-2 |
1.7% |
48% |
False |
False |
112,641 |
| 20 |
1789-0 |
1620-4 |
168-4 |
9.7% |
32-5 |
1.9% |
70% |
False |
False |
107,015 |
| 40 |
1789-0 |
1536-0 |
253-0 |
14.5% |
40-2 |
2.3% |
80% |
False |
False |
119,176 |
| 60 |
1789-0 |
1364-4 |
424-4 |
24.4% |
38-6 |
2.2% |
88% |
False |
False |
121,927 |
| 80 |
1789-0 |
1244-6 |
544-2 |
31.3% |
36-0 |
2.1% |
91% |
False |
False |
109,031 |
| 100 |
1789-0 |
1244-6 |
544-2 |
31.3% |
34-0 |
2.0% |
91% |
False |
False |
98,890 |
| 120 |
1789-0 |
1244-6 |
544-2 |
31.3% |
32-1 |
1.8% |
91% |
False |
False |
89,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1885-6 |
|
2.618 |
1839-6 |
|
1.618 |
1811-4 |
|
1.000 |
1794-0 |
|
0.618 |
1783-2 |
|
HIGH |
1765-6 |
|
0.618 |
1755-0 |
|
0.500 |
1751-5 |
|
0.382 |
1748-2 |
|
LOW |
1737-4 |
|
0.618 |
1720-0 |
|
1.000 |
1709-2 |
|
1.618 |
1691-6 |
|
2.618 |
1663-4 |
|
4.250 |
1617-4 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1751-5 |
1735-7 |
| PP |
1747-3 |
1732-6 |
| S1 |
1743-2 |
1729-5 |
|