CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1660-0 |
1643-0 |
-17-0 |
-1.0% |
1728-0 |
| High |
1669-0 |
1675-6 |
6-6 |
0.4% |
1765-6 |
| Low |
1630-4 |
1643-0 |
12-4 |
0.8% |
1693-4 |
| Close |
1640-0 |
1669-4 |
29-4 |
1.8% |
1739-0 |
| Range |
38-4 |
32-6 |
-5-6 |
-14.9% |
72-2 |
| ATR |
37-1 |
37-1 |
-0-1 |
-0.3% |
0-0 |
| Volume |
183,122 |
111,816 |
-71,306 |
-38.9% |
587,316 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1761-0 |
1748-0 |
1687-4 |
|
| R3 |
1728-2 |
1715-2 |
1678-4 |
|
| R2 |
1695-4 |
1695-4 |
1675-4 |
|
| R1 |
1682-4 |
1682-4 |
1672-4 |
1689-0 |
| PP |
1662-6 |
1662-6 |
1662-6 |
1666-0 |
| S1 |
1649-6 |
1649-6 |
1666-4 |
1656-2 |
| S2 |
1630-0 |
1630-0 |
1663-4 |
|
| S3 |
1597-2 |
1617-0 |
1660-4 |
|
| S4 |
1564-4 |
1584-2 |
1651-4 |
|
|
| 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 |
1630-4 |
135-2 |
8.1% |
36-6 |
2.2% |
29% |
False |
False |
137,573 |
| 10 |
1765-6 |
1630-4 |
135-2 |
8.1% |
35-2 |
2.1% |
29% |
False |
False |
125,408 |
| 20 |
1789-0 |
1630-4 |
158-4 |
9.5% |
33-3 |
2.0% |
25% |
False |
False |
115,079 |
| 40 |
1789-0 |
1536-0 |
253-0 |
15.2% |
38-6 |
2.3% |
53% |
False |
False |
116,426 |
| 60 |
1789-0 |
1392-6 |
396-2 |
23.7% |
39-5 |
2.4% |
70% |
False |
False |
125,104 |
| 80 |
1789-0 |
1244-6 |
544-2 |
32.6% |
36-7 |
2.2% |
78% |
False |
False |
112,584 |
| 100 |
1789-0 |
1244-6 |
544-2 |
32.6% |
34-6 |
2.1% |
78% |
False |
False |
101,757 |
| 120 |
1789-0 |
1244-6 |
544-2 |
32.6% |
32-3 |
1.9% |
78% |
False |
False |
92,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1815-0 |
|
2.618 |
1761-4 |
|
1.618 |
1728-6 |
|
1.000 |
1708-4 |
|
0.618 |
1696-0 |
|
HIGH |
1675-6 |
|
0.618 |
1663-2 |
|
0.500 |
1659-3 |
|
0.382 |
1655-4 |
|
LOW |
1643-0 |
|
0.618 |
1622-6 |
|
1.000 |
1610-2 |
|
1.618 |
1590-0 |
|
2.618 |
1557-2 |
|
4.250 |
1503-6 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1666-1 |
1683-3 |
| PP |
1662-6 |
1678-6 |
| S1 |
1659-3 |
1674-1 |
|