CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1710-0 |
1743-4 |
33-4 |
2.0% |
1773-0 |
| High |
1747-0 |
1749-0 |
2-0 |
0.1% |
1783-4 |
| Low |
1694-0 |
1733-0 |
39-0 |
2.3% |
1727-0 |
| Close |
1745-6 |
1747-2 |
1-4 |
0.1% |
1736-4 |
| Range |
53-0 |
16-0 |
-37-0 |
-69.8% |
56-4 |
| ATR |
28-7 |
27-7 |
-0-7 |
-3.2% |
0-0 |
| Volume |
164,599 |
111,672 |
-52,927 |
-32.2% |
443,202 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1791-1 |
1785-1 |
1756-0 |
|
| R3 |
1775-1 |
1769-1 |
1751-5 |
|
| R2 |
1759-1 |
1759-1 |
1750-1 |
|
| R1 |
1753-1 |
1753-1 |
1748-6 |
1756-1 |
| PP |
1743-1 |
1743-1 |
1743-1 |
1744-4 |
| S1 |
1737-1 |
1737-1 |
1745-6 |
1740-1 |
| S2 |
1727-1 |
1727-1 |
1744-3 |
|
| S3 |
1711-1 |
1721-1 |
1742-7 |
|
| S4 |
1695-1 |
1705-1 |
1738-4 |
|
|
| 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 |
1751-0 |
1694-0 |
57-0 |
3.3% |
26-2 |
1.5% |
93% |
False |
False |
114,311 |
| 10 |
1783-4 |
1694-0 |
89-4 |
5.1% |
22-7 |
1.3% |
59% |
False |
False |
113,135 |
| 20 |
1783-4 |
1625-0 |
158-4 |
9.1% |
21-7 |
1.3% |
77% |
False |
False |
111,072 |
| 40 |
1783-4 |
1552-2 |
231-2 |
13.2% |
23-2 |
1.3% |
84% |
False |
False |
123,909 |
| 60 |
1783-4 |
1371-0 |
412-4 |
23.6% |
23-0 |
1.3% |
91% |
False |
False |
125,153 |
| 80 |
1783-4 |
1253-0 |
530-4 |
30.4% |
20-6 |
1.2% |
93% |
False |
False |
110,030 |
| 100 |
1783-4 |
1253-0 |
530-4 |
30.4% |
19-5 |
1.1% |
93% |
False |
False |
99,734 |
| 120 |
1783-4 |
1253-0 |
530-4 |
30.4% |
18-4 |
1.1% |
93% |
False |
False |
90,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1817-0 |
|
2.618 |
1790-7 |
|
1.618 |
1774-7 |
|
1.000 |
1765-0 |
|
0.618 |
1758-7 |
|
HIGH |
1749-0 |
|
0.618 |
1742-7 |
|
0.500 |
1741-0 |
|
0.382 |
1739-1 |
|
LOW |
1733-0 |
|
0.618 |
1723-1 |
|
1.000 |
1717-0 |
|
1.618 |
1707-1 |
|
2.618 |
1691-1 |
|
4.250 |
1665-0 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1745-1 |
1738-5 |
| PP |
1743-1 |
1730-1 |
| S1 |
1741-0 |
1721-4 |
|