CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1745-0 |
1728-4 |
-16-4 |
-0.9% |
1773-0 |
High |
1753-0 |
1751-0 |
-2-0 |
-0.1% |
1783-4 |
Low |
1737-0 |
1727-0 |
-10-0 |
-0.6% |
1727-0 |
Close |
1747-0 |
1736-4 |
-10-4 |
-0.6% |
1736-4 |
Range |
16-0 |
24-0 |
8-0 |
50.0% |
56-4 |
ATR |
28-2 |
27-7 |
-0-2 |
-1.1% |
0-0 |
Volume |
106,329 |
98,029 |
-8,300 |
-7.8% |
443,202 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1810-1 |
1797-3 |
1749-6 |
|
R3 |
1786-1 |
1773-3 |
1743-1 |
|
R2 |
1762-1 |
1762-1 |
1740-7 |
|
R1 |
1749-3 |
1749-3 |
1738-6 |
1755-6 |
PP |
1738-1 |
1738-1 |
1738-1 |
1741-3 |
S1 |
1725-3 |
1725-3 |
1734-2 |
1731-6 |
S2 |
1714-1 |
1714-1 |
1732-1 |
|
S3 |
1690-1 |
1701-3 |
1729-7 |
|
S4 |
1666-1 |
1677-3 |
1723-2 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1918-4 |
1884-0 |
1767-5 |
|
R3 |
1862-0 |
1827-4 |
1752-0 |
|
R2 |
1805-4 |
1805-4 |
1746-7 |
|
R1 |
1771-0 |
1771-0 |
1741-5 |
1760-0 |
PP |
1749-0 |
1749-0 |
1749-0 |
1743-4 |
S1 |
1714-4 |
1714-4 |
1731-3 |
1703-4 |
S2 |
1692-4 |
1692-4 |
1726-1 |
|
S3 |
1636-0 |
1658-0 |
1721-0 |
|
S4 |
1579-4 |
1601-4 |
1705-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1783-4 |
1727-0 |
56-4 |
3.3% |
19-6 |
1.1% |
17% |
False |
True |
107,818 |
10 |
1783-4 |
1708-0 |
75-4 |
4.3% |
21-5 |
1.2% |
38% |
False |
False |
109,622 |
20 |
1783-4 |
1588-0 |
195-4 |
11.3% |
20-5 |
1.2% |
76% |
False |
False |
109,221 |
40 |
1783-4 |
1542-4 |
241-0 |
13.9% |
22-4 |
1.3% |
80% |
False |
False |
123,893 |
60 |
1783-4 |
1308-0 |
475-4 |
27.4% |
22-1 |
1.3% |
90% |
False |
False |
122,161 |
80 |
1783-4 |
1253-0 |
530-4 |
30.5% |
20-1 |
1.2% |
91% |
False |
False |
107,175 |
100 |
1783-4 |
1253-0 |
530-4 |
30.5% |
19-1 |
1.1% |
91% |
False |
False |
96,530 |
120 |
1783-4 |
1253-0 |
530-4 |
30.5% |
17-7 |
1.0% |
91% |
False |
False |
87,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1853-0 |
2.618 |
1813-7 |
1.618 |
1789-7 |
1.000 |
1775-0 |
0.618 |
1765-7 |
HIGH |
1751-0 |
0.618 |
1741-7 |
0.500 |
1739-0 |
0.382 |
1736-1 |
LOW |
1727-0 |
0.618 |
1712-1 |
1.000 |
1703-0 |
1.618 |
1688-1 |
2.618 |
1664-1 |
4.250 |
1625-0 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1739-0 |
1744-4 |
PP |
1738-1 |
1741-7 |
S1 |
1737-3 |
1739-1 |
|