CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1643-0 |
1658-0 |
15-0 |
0.9% |
1735-0 |
| High |
1665-0 |
1674-0 |
9-0 |
0.5% |
1763-0 |
| Low |
1639-0 |
1652-4 |
13-4 |
0.8% |
1694-0 |
| Close |
1640-0 |
1669-4 |
29-4 |
1.8% |
1739-0 |
| Range |
26-0 |
21-4 |
-4-4 |
-17.3% |
69-0 |
| ATR |
30-6 |
31-0 |
0-2 |
0.8% |
0-0 |
| Volume |
183,122 |
111,816 |
-71,306 |
-38.9% |
587,316 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1729-7 |
1721-1 |
1681-3 |
|
| R3 |
1708-3 |
1699-5 |
1675-3 |
|
| R2 |
1686-7 |
1686-7 |
1673-4 |
|
| R1 |
1678-1 |
1678-1 |
1671-4 |
1682-4 |
| PP |
1665-3 |
1665-3 |
1665-3 |
1667-4 |
| S1 |
1656-5 |
1656-5 |
1667-4 |
1661-0 |
| S2 |
1643-7 |
1643-7 |
1665-4 |
|
| S3 |
1622-3 |
1635-1 |
1663-5 |
|
| S4 |
1600-7 |
1613-5 |
1657-5 |
|
|
| 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 |
7.4% |
24-3 |
1.5% |
25% |
False |
False |
137,573 |
| 10 |
1763-0 |
1639-0 |
124-0 |
7.4% |
25-3 |
1.5% |
25% |
False |
False |
125,408 |
| 20 |
1783-4 |
1639-0 |
144-4 |
8.7% |
23-5 |
1.4% |
21% |
False |
False |
119,270 |
| 40 |
1783-4 |
1555-4 |
228-0 |
13.7% |
23-1 |
1.4% |
50% |
False |
False |
120,243 |
| 60 |
1783-4 |
1401-4 |
382-0 |
22.9% |
23-5 |
1.4% |
70% |
False |
False |
127,648 |
| 80 |
1783-4 |
1256-4 |
527-0 |
31.6% |
21-1 |
1.3% |
78% |
False |
False |
114,492 |
| 100 |
1783-4 |
1253-0 |
530-4 |
31.8% |
20-1 |
1.2% |
79% |
False |
False |
103,284 |
| 120 |
1783-4 |
1253-0 |
530-4 |
31.8% |
19-0 |
1.1% |
79% |
False |
False |
93,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1765-3 |
|
2.618 |
1730-2 |
|
1.618 |
1708-6 |
|
1.000 |
1695-4 |
|
0.618 |
1687-2 |
|
HIGH |
1674-0 |
|
0.618 |
1665-6 |
|
0.500 |
1663-2 |
|
0.382 |
1660-6 |
|
LOW |
1652-4 |
|
0.618 |
1639-2 |
|
1.000 |
1631-0 |
|
1.618 |
1617-6 |
|
2.618 |
1596-2 |
|
4.250 |
1561-1 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1667-3 |
1670-4 |
| PP |
1665-3 |
1670-1 |
| S1 |
1663-2 |
1669-7 |
|