CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1702-0 |
1643-0 |
-59-0 |
-3.5% |
1735-0 |
| High |
1702-0 |
1665-0 |
-37-0 |
-2.2% |
1763-0 |
| Low |
1669-0 |
1639-0 |
-30-0 |
-1.8% |
1694-0 |
| Close |
1669-0 |
1640-0 |
-29-0 |
-1.7% |
1739-0 |
| Range |
33-0 |
26-0 |
-7-0 |
-21.2% |
69-0 |
| ATR |
30-6 |
30-6 |
0-0 |
-0.2% |
0-0 |
| Volume |
167,468 |
183,122 |
15,654 |
9.3% |
587,316 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1726-0 |
1709-0 |
1654-2 |
|
| R3 |
1700-0 |
1683-0 |
1647-1 |
|
| R2 |
1674-0 |
1674-0 |
1644-6 |
|
| R1 |
1657-0 |
1657-0 |
1642-3 |
1652-4 |
| PP |
1648-0 |
1648-0 |
1648-0 |
1645-6 |
| S1 |
1631-0 |
1631-0 |
1637-5 |
1626-4 |
| S2 |
1622-0 |
1622-0 |
1635-2 |
|
| S3 |
1596-0 |
1605-0 |
1632-7 |
|
| S4 |
1570-0 |
1579-0 |
1625-6 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1939-0 |
1908-0 |
1777-0 |
|
| R3 |
1870-0 |
1839-0 |
1758-0 |
|
| R2 |
1801-0 |
1801-0 |
1751-5 |
|
| R1 |
1770-0 |
1770-0 |
1745-3 |
1785-4 |
| PP |
1732-0 |
1732-0 |
1732-0 |
1739-6 |
| S1 |
1701-0 |
1701-0 |
1732-5 |
1716-4 |
| S2 |
1663-0 |
1663-0 |
1726-3 |
|
| S3 |
1594-0 |
1632-0 |
1720-0 |
|
| S4 |
1525-0 |
1563-0 |
1701-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1763-0 |
1639-0 |
124-0 |
7.6% |
30-6 |
1.9% |
1% |
False |
True |
148,129 |
| 10 |
1763-0 |
1639-0 |
124-0 |
7.6% |
25-1 |
1.5% |
1% |
False |
True |
124,766 |
| 20 |
1783-4 |
1639-0 |
144-4 |
8.8% |
23-3 |
1.4% |
1% |
False |
True |
121,145 |
| 40 |
1783-4 |
1552-2 |
231-2 |
14.1% |
23-2 |
1.4% |
38% |
False |
False |
122,058 |
| 60 |
1783-4 |
1401-4 |
382-0 |
23.3% |
23-5 |
1.4% |
62% |
False |
False |
127,167 |
| 80 |
1783-4 |
1256-4 |
527-0 |
32.1% |
20-7 |
1.3% |
73% |
False |
False |
113,694 |
| 100 |
1783-4 |
1253-0 |
530-4 |
32.3% |
20-1 |
1.2% |
73% |
False |
False |
102,656 |
| 120 |
1783-4 |
1253-0 |
530-4 |
32.3% |
19-0 |
1.2% |
73% |
False |
False |
93,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1775-4 |
|
2.618 |
1733-1 |
|
1.618 |
1707-1 |
|
1.000 |
1691-0 |
|
0.618 |
1681-1 |
|
HIGH |
1665-0 |
|
0.618 |
1655-1 |
|
0.500 |
1652-0 |
|
0.382 |
1648-7 |
|
LOW |
1639-0 |
|
0.618 |
1622-7 |
|
1.000 |
1613-0 |
|
1.618 |
1596-7 |
|
2.618 |
1570-7 |
|
4.250 |
1528-4 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1652-0 |
1701-0 |
| PP |
1648-0 |
1680-5 |
| S1 |
1644-0 |
1660-3 |
|