CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1608-2 |
1611-0 |
2-6 |
0.2% |
1733-2 |
| High |
1625-4 |
1613-2 |
-12-2 |
-0.8% |
1736-2 |
| Low |
1604-2 |
1565-0 |
-39-2 |
-2.4% |
1607-4 |
| Close |
1611-4 |
1573-0 |
-38-4 |
-2.4% |
1621-6 |
| Range |
21-2 |
48-2 |
27-0 |
127.1% |
128-6 |
| ATR |
37-3 |
38-1 |
0-6 |
2.1% |
0-0 |
| Volume |
107,344 |
146,255 |
38,911 |
36.2% |
787,894 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1728-4 |
1699-0 |
1599-4 |
|
| R3 |
1680-2 |
1650-6 |
1586-2 |
|
| R2 |
1632-0 |
1632-0 |
1581-7 |
|
| R1 |
1602-4 |
1602-4 |
1577-3 |
1593-1 |
| PP |
1583-6 |
1583-6 |
1583-6 |
1579-0 |
| S1 |
1554-2 |
1554-2 |
1568-5 |
1544-7 |
| S2 |
1535-4 |
1535-4 |
1564-1 |
|
| S3 |
1487-2 |
1506-0 |
1559-6 |
|
| S4 |
1439-0 |
1457-6 |
1546-4 |
|
|
| 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 |
1565-0 |
121-0 |
7.7% |
41-3 |
2.6% |
7% |
False |
True |
142,220 |
| 10 |
1765-6 |
1565-0 |
200-6 |
12.8% |
39-1 |
2.5% |
4% |
False |
True |
139,896 |
| 20 |
1789-0 |
1565-0 |
224-0 |
14.2% |
35-5 |
2.3% |
4% |
False |
True |
123,236 |
| 40 |
1789-0 |
1555-2 |
233-6 |
14.9% |
37-2 |
2.4% |
8% |
False |
False |
116,117 |
| 60 |
1789-0 |
1441-2 |
347-6 |
22.1% |
40-4 |
2.6% |
38% |
False |
False |
126,188 |
| 80 |
1789-0 |
1263-4 |
525-4 |
33.4% |
37-6 |
2.4% |
59% |
False |
False |
118,076 |
| 100 |
1789-0 |
1244-6 |
544-2 |
34.6% |
35-6 |
2.3% |
60% |
False |
False |
106,088 |
| 120 |
1789-0 |
1244-6 |
544-2 |
34.6% |
33-3 |
2.1% |
60% |
False |
False |
95,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1818-2 |
|
2.618 |
1739-5 |
|
1.618 |
1691-3 |
|
1.000 |
1661-4 |
|
0.618 |
1643-1 |
|
HIGH |
1613-2 |
|
0.618 |
1594-7 |
|
0.500 |
1589-1 |
|
0.382 |
1583-3 |
|
LOW |
1565-0 |
|
0.618 |
1535-1 |
|
1.000 |
1516-6 |
|
1.618 |
1486-7 |
|
2.618 |
1438-5 |
|
4.250 |
1360-0 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1589-1 |
1595-4 |
| PP |
1583-6 |
1588-0 |
| S1 |
1578-3 |
1580-4 |
|