CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1621-6 |
1608-2 |
-13-4 |
-0.8% |
1733-2 |
| High |
1626-0 |
1625-4 |
-0-4 |
0.0% |
1736-2 |
| Low |
1590-2 |
1604-2 |
14-0 |
0.9% |
1607-4 |
| Close |
1610-0 |
1611-4 |
1-4 |
0.1% |
1621-6 |
| Range |
35-6 |
21-2 |
-14-4 |
-40.6% |
128-6 |
| ATR |
38-5 |
37-3 |
-1-2 |
-3.2% |
0-0 |
| Volume |
132,015 |
107,344 |
-24,671 |
-18.7% |
787,894 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1677-4 |
1665-6 |
1623-2 |
|
| R3 |
1656-2 |
1644-4 |
1617-3 |
|
| R2 |
1635-0 |
1635-0 |
1615-3 |
|
| R1 |
1623-2 |
1623-2 |
1613-4 |
1629-1 |
| PP |
1613-6 |
1613-6 |
1613-6 |
1616-6 |
| S1 |
1602-0 |
1602-0 |
1609-4 |
1607-7 |
| S2 |
1592-4 |
1592-4 |
1607-5 |
|
| S3 |
1571-2 |
1580-6 |
1605-5 |
|
| S4 |
1550-0 |
1559-4 |
1599-6 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2041-3 |
1960-3 |
1692-4 |
|
| R3 |
1912-5 |
1831-5 |
1657-1 |
|
| R2 |
1783-7 |
1783-7 |
1645-3 |
|
| R1 |
1702-7 |
1702-7 |
1633-4 |
1679-0 |
| PP |
1655-1 |
1655-1 |
1655-1 |
1643-2 |
| S1 |
1574-1 |
1574-1 |
1610-0 |
1550-2 |
| S2 |
1526-3 |
1526-3 |
1598-1 |
|
| S3 |
1397-5 |
1445-3 |
1586-3 |
|
| S4 |
1268-7 |
1316-5 |
1551-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1686-0 |
1590-2 |
95-6 |
5.9% |
38-2 |
2.4% |
22% |
False |
False |
135,332 |
| 10 |
1765-6 |
1590-2 |
175-4 |
10.9% |
39-7 |
2.5% |
12% |
False |
False |
141,731 |
| 20 |
1789-0 |
1590-2 |
198-6 |
12.3% |
34-5 |
2.2% |
11% |
False |
False |
121,420 |
| 40 |
1789-0 |
1555-2 |
233-6 |
14.5% |
37-0 |
2.3% |
24% |
False |
False |
115,684 |
| 60 |
1789-0 |
1430-4 |
358-4 |
22.2% |
40-1 |
2.5% |
50% |
False |
False |
125,972 |
| 80 |
1789-0 |
1244-6 |
544-2 |
33.8% |
37-4 |
2.3% |
67% |
False |
False |
117,152 |
| 100 |
1789-0 |
1244-6 |
544-2 |
33.8% |
35-4 |
2.2% |
67% |
False |
False |
105,225 |
| 120 |
1789-0 |
1244-6 |
544-2 |
33.8% |
33-0 |
2.0% |
67% |
False |
False |
95,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1715-6 |
|
2.618 |
1681-1 |
|
1.618 |
1659-7 |
|
1.000 |
1646-6 |
|
0.618 |
1638-5 |
|
HIGH |
1625-4 |
|
0.618 |
1617-3 |
|
0.500 |
1614-7 |
|
0.382 |
1612-3 |
|
LOW |
1604-2 |
|
0.618 |
1591-1 |
|
1.000 |
1583-0 |
|
1.618 |
1569-7 |
|
2.618 |
1548-5 |
|
4.250 |
1514-0 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1614-7 |
1614-5 |
| PP |
1613-6 |
1613-5 |
| S1 |
1612-5 |
1612-4 |
|