CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1733-2 |
1660-0 |
-73-2 |
-4.2% |
1728-0 |
| High |
1736-2 |
1669-0 |
-67-2 |
-3.9% |
1765-6 |
| Low |
1669-0 |
1630-4 |
-38-4 |
-2.3% |
1693-4 |
| Close |
1669-0 |
1640-0 |
-29-0 |
-1.7% |
1739-0 |
| Range |
67-2 |
38-4 |
-28-6 |
-42.8% |
72-2 |
| ATR |
37-1 |
37-1 |
0-1 |
0.3% |
0-0 |
| Volume |
167,468 |
183,122 |
15,654 |
9.3% |
587,316 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1762-0 |
1739-4 |
1661-1 |
|
| R3 |
1723-4 |
1701-0 |
1650-5 |
|
| R2 |
1685-0 |
1685-0 |
1647-0 |
|
| R1 |
1662-4 |
1662-4 |
1643-4 |
1654-4 |
| PP |
1646-4 |
1646-4 |
1646-4 |
1642-4 |
| S1 |
1624-0 |
1624-0 |
1636-4 |
1616-0 |
| S2 |
1608-0 |
1608-0 |
1633-0 |
|
| S3 |
1569-4 |
1585-4 |
1629-3 |
|
| S4 |
1531-0 |
1547-0 |
1618-7 |
|
|
| 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 |
1630-4 |
135-2 |
8.2% |
41-4 |
2.5% |
7% |
False |
True |
148,129 |
| 10 |
1769-6 |
1630-4 |
139-2 |
8.5% |
34-6 |
2.1% |
7% |
False |
True |
124,766 |
| 20 |
1789-0 |
1630-4 |
158-4 |
9.7% |
34-3 |
2.1% |
6% |
False |
True |
116,320 |
| 40 |
1789-0 |
1536-0 |
253-0 |
15.4% |
39-7 |
2.4% |
41% |
False |
False |
118,241 |
| 60 |
1789-0 |
1392-6 |
396-2 |
24.2% |
39-6 |
2.4% |
62% |
False |
False |
124,622 |
| 80 |
1789-0 |
1244-6 |
544-2 |
33.2% |
36-6 |
2.2% |
73% |
False |
False |
111,786 |
| 100 |
1789-0 |
1244-6 |
544-2 |
33.2% |
34-5 |
2.1% |
73% |
False |
False |
101,129 |
| 120 |
1789-0 |
1244-6 |
544-2 |
33.2% |
32-5 |
2.0% |
73% |
False |
False |
92,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1832-5 |
|
2.618 |
1769-6 |
|
1.618 |
1731-2 |
|
1.000 |
1707-4 |
|
0.618 |
1692-6 |
|
HIGH |
1669-0 |
|
0.618 |
1654-2 |
|
0.500 |
1649-6 |
|
0.382 |
1645-2 |
|
LOW |
1630-4 |
|
0.618 |
1606-6 |
|
1.000 |
1592-0 |
|
1.618 |
1568-2 |
|
2.618 |
1529-6 |
|
4.250 |
1466-7 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1649-6 |
1698-1 |
| PP |
1646-4 |
1678-6 |
| S1 |
1643-2 |
1659-3 |
|