CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1643-0 |
1668-0 |
25-0 |
1.5% |
1728-0 |
| High |
1675-6 |
1686-0 |
10-2 |
0.6% |
1765-6 |
| Low |
1643-0 |
1616-0 |
-27-0 |
-1.6% |
1693-4 |
| Close |
1669-4 |
1618-6 |
-50-6 |
-3.0% |
1739-0 |
| Range |
32-6 |
70-0 |
37-2 |
113.7% |
72-2 |
| ATR |
37-1 |
39-3 |
2-3 |
6.3% |
0-0 |
| Volume |
111,816 |
190,026 |
78,210 |
69.9% |
587,316 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1850-2 |
1804-4 |
1657-2 |
|
| R3 |
1780-2 |
1734-4 |
1638-0 |
|
| R2 |
1710-2 |
1710-2 |
1631-5 |
|
| R1 |
1664-4 |
1664-4 |
1625-1 |
1652-3 |
| PP |
1640-2 |
1640-2 |
1640-2 |
1634-2 |
| S1 |
1594-4 |
1594-4 |
1612-3 |
1582-3 |
| S2 |
1570-2 |
1570-2 |
1605-7 |
|
| S3 |
1500-2 |
1524-4 |
1599-4 |
|
| S4 |
1430-2 |
1454-4 |
1580-2 |
|
|
| 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 |
1616-0 |
149-6 |
9.3% |
47-3 |
2.9% |
2% |
False |
True |
153,243 |
| 10 |
1765-6 |
1616-0 |
149-6 |
9.3% |
39-4 |
2.4% |
2% |
False |
True |
133,777 |
| 20 |
1789-0 |
1616-0 |
173-0 |
10.7% |
35-7 |
2.2% |
2% |
False |
True |
119,667 |
| 40 |
1789-0 |
1550-6 |
238-2 |
14.7% |
38-3 |
2.4% |
29% |
False |
False |
116,410 |
| 60 |
1789-0 |
1392-6 |
396-2 |
24.5% |
40-2 |
2.5% |
57% |
False |
False |
125,690 |
| 80 |
1789-0 |
1244-6 |
544-2 |
33.6% |
37-4 |
2.3% |
69% |
False |
False |
114,516 |
| 100 |
1789-0 |
1244-6 |
544-2 |
33.6% |
35-2 |
2.2% |
69% |
False |
False |
103,225 |
| 120 |
1789-0 |
1244-6 |
544-2 |
33.6% |
32-5 |
2.0% |
69% |
False |
False |
93,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1983-4 |
|
2.618 |
1869-2 |
|
1.618 |
1799-2 |
|
1.000 |
1756-0 |
|
0.618 |
1729-2 |
|
HIGH |
1686-0 |
|
0.618 |
1659-2 |
|
0.500 |
1651-0 |
|
0.382 |
1642-6 |
|
LOW |
1616-0 |
|
0.618 |
1572-6 |
|
1.000 |
1546-0 |
|
1.618 |
1502-6 |
|
2.618 |
1432-6 |
|
4.250 |
1318-4 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1651-0 |
1651-0 |
| PP |
1640-2 |
1640-2 |
| S1 |
1629-4 |
1629-4 |
|