CME Pit-Traded Soybean 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 |
1615-0 |
1587-0 |
-28-0 |
-1.7% |
1702-0 |
| High |
1617-0 |
1587-4 |
-29-4 |
-1.8% |
1702-0 |
| Low |
1605-0 |
1565-4 |
-39-4 |
-2.5% |
1608-0 |
| Close |
1611-4 |
1573-0 |
-38-4 |
-2.4% |
1621-6 |
| Range |
12-0 |
22-0 |
10-0 |
83.3% |
94-0 |
| ATR |
29-6 |
30-7 |
1-1 |
3.9% |
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 |
1641-3 |
1629-1 |
1585-1 |
|
| R3 |
1619-3 |
1607-1 |
1579-0 |
|
| R2 |
1597-3 |
1597-3 |
1577-0 |
|
| R1 |
1585-1 |
1585-1 |
1575-0 |
1580-2 |
| PP |
1575-3 |
1575-3 |
1575-3 |
1572-7 |
| S1 |
1563-1 |
1563-1 |
1571-0 |
1558-2 |
| S2 |
1553-3 |
1553-3 |
1569-0 |
|
| S3 |
1531-3 |
1541-1 |
1567-0 |
|
| S4 |
1509-3 |
1519-1 |
1560-7 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1925-7 |
1867-7 |
1673-4 |
|
| R3 |
1831-7 |
1773-7 |
1647-5 |
|
| R2 |
1737-7 |
1737-7 |
1639-0 |
|
| R1 |
1679-7 |
1679-7 |
1630-3 |
1661-7 |
| PP |
1643-7 |
1643-7 |
1643-7 |
1635-0 |
| S1 |
1585-7 |
1585-7 |
1613-1 |
1567-7 |
| S2 |
1549-7 |
1549-7 |
1604-4 |
|
| S3 |
1455-7 |
1491-7 |
1595-7 |
|
| S4 |
1361-7 |
1397-7 |
1570-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1653-4 |
1565-4 |
88-0 |
5.6% |
21-6 |
1.4% |
9% |
False |
True |
142,220 |
| 10 |
1763-0 |
1565-4 |
197-4 |
12.6% |
23-1 |
1.5% |
4% |
False |
True |
139,896 |
| 20 |
1783-4 |
1565-4 |
218-0 |
13.9% |
23-5 |
1.5% |
3% |
False |
True |
125,847 |
| 40 |
1783-4 |
1555-4 |
228-0 |
14.5% |
23-0 |
1.5% |
8% |
False |
False |
120,393 |
| 60 |
1783-4 |
1453-0 |
330-4 |
21.0% |
23-5 |
1.5% |
36% |
False |
False |
128,732 |
| 80 |
1783-4 |
1276-0 |
507-4 |
32.3% |
21-5 |
1.4% |
59% |
False |
False |
119,984 |
| 100 |
1783-4 |
1253-0 |
530-4 |
33.7% |
20-3 |
1.3% |
60% |
False |
False |
107,615 |
| 120 |
1783-4 |
1253-0 |
530-4 |
33.7% |
19-2 |
1.2% |
60% |
False |
False |
97,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1681-0 |
|
2.618 |
1645-1 |
|
1.618 |
1623-1 |
|
1.000 |
1609-4 |
|
0.618 |
1601-1 |
|
HIGH |
1587-4 |
|
0.618 |
1579-1 |
|
0.500 |
1576-4 |
|
0.382 |
1573-7 |
|
LOW |
1565-4 |
|
0.618 |
1551-7 |
|
1.000 |
1543-4 |
|
1.618 |
1529-7 |
|
2.618 |
1507-7 |
|
4.250 |
1472-0 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1576-4 |
1591-2 |
| PP |
1575-3 |
1585-1 |
| S1 |
1574-1 |
1579-1 |
|