CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1587-0 |
1566-4 |
-20-4 |
-1.3% |
1702-0 |
| High |
1587-4 |
1582-0 |
-5-4 |
-0.3% |
1702-0 |
| Low |
1565-4 |
1565-0 |
-0-4 |
0.0% |
1608-0 |
| Close |
1573-0 |
1570-6 |
-2-2 |
-0.1% |
1621-6 |
| Range |
22-0 |
17-0 |
-5-0 |
-22.7% |
94-0 |
| ATR |
30-7 |
29-7 |
-1-0 |
-3.2% |
0-0 |
| Volume |
146,255 |
140,165 |
-6,090 |
-4.2% |
787,894 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1623-5 |
1614-1 |
1580-1 |
|
| R3 |
1606-5 |
1597-1 |
1575-3 |
|
| R2 |
1589-5 |
1589-5 |
1573-7 |
|
| R1 |
1580-1 |
1580-1 |
1572-2 |
1584-7 |
| PP |
1572-5 |
1572-5 |
1572-5 |
1575-0 |
| S1 |
1563-1 |
1563-1 |
1569-2 |
1567-7 |
| S2 |
1555-5 |
1555-5 |
1567-5 |
|
| S3 |
1538-5 |
1546-1 |
1566-1 |
|
| S4 |
1521-5 |
1529-1 |
1561-3 |
|
|
| 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 |
1624-4 |
1565-0 |
59-4 |
3.8% |
18-0 |
1.1% |
10% |
False |
True |
132,248 |
| 10 |
1763-0 |
1565-0 |
198-0 |
12.6% |
23-2 |
1.5% |
3% |
False |
True |
142,746 |
| 20 |
1783-4 |
1565-0 |
218-4 |
13.9% |
23-0 |
1.5% |
3% |
False |
True |
127,940 |
| 40 |
1783-4 |
1555-4 |
228-0 |
14.5% |
22-3 |
1.4% |
7% |
False |
False |
119,686 |
| 60 |
1783-4 |
1494-4 |
289-0 |
18.4% |
23-4 |
1.5% |
26% |
False |
False |
129,174 |
| 80 |
1783-4 |
1296-4 |
487-0 |
31.0% |
21-6 |
1.4% |
56% |
False |
False |
121,130 |
| 100 |
1783-4 |
1253-0 |
530-4 |
33.8% |
20-4 |
1.3% |
60% |
False |
False |
108,513 |
| 120 |
1783-4 |
1253-0 |
530-4 |
33.8% |
19-3 |
1.2% |
60% |
False |
False |
98,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1654-2 |
|
2.618 |
1626-4 |
|
1.618 |
1609-4 |
|
1.000 |
1599-0 |
|
0.618 |
1592-4 |
|
HIGH |
1582-0 |
|
0.618 |
1575-4 |
|
0.500 |
1573-4 |
|
0.382 |
1571-4 |
|
LOW |
1565-0 |
|
0.618 |
1554-4 |
|
1.000 |
1548-0 |
|
1.618 |
1537-4 |
|
2.618 |
1520-4 |
|
4.250 |
1492-6 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1573-4 |
1591-0 |
| PP |
1572-5 |
1584-2 |
| S1 |
1571-5 |
1577-4 |
|