CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1761-0 |
1771-4 |
10-4 |
0.6% |
1740-6 |
| High |
1763-2 |
1789-0 |
25-6 |
1.5% |
1771-2 |
| Low |
1745-4 |
1755-4 |
10-0 |
0.6% |
1701-0 |
| Close |
1756-4 |
1768-2 |
11-6 |
0.7% |
1756-4 |
| Range |
17-6 |
33-4 |
15-6 |
88.7% |
70-2 |
| ATR |
38-2 |
37-7 |
-0-3 |
-0.9% |
0-0 |
| Volume |
95,892 |
133,443 |
37,551 |
39.2% |
495,411 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1871-3 |
1853-3 |
1786-5 |
|
| R3 |
1837-7 |
1819-7 |
1777-4 |
|
| R2 |
1804-3 |
1804-3 |
1774-3 |
|
| R1 |
1786-3 |
1786-3 |
1771-3 |
1778-5 |
| PP |
1770-7 |
1770-7 |
1770-7 |
1767-0 |
| S1 |
1752-7 |
1752-7 |
1765-1 |
1745-1 |
| S2 |
1737-3 |
1737-3 |
1762-1 |
|
| S3 |
1703-7 |
1719-3 |
1759-0 |
|
| S4 |
1670-3 |
1685-7 |
1749-7 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1953-5 |
1925-3 |
1795-1 |
|
| R3 |
1883-3 |
1855-1 |
1775-7 |
|
| R2 |
1813-1 |
1813-1 |
1769-3 |
|
| R1 |
1784-7 |
1784-7 |
1763-0 |
1799-0 |
| PP |
1742-7 |
1742-7 |
1742-7 |
1750-0 |
| S1 |
1714-5 |
1714-5 |
1750-0 |
1728-6 |
| S2 |
1672-5 |
1672-5 |
1743-5 |
|
| S3 |
1602-3 |
1644-3 |
1737-1 |
|
| S4 |
1532-1 |
1574-1 |
1717-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1789-0 |
1701-0 |
88-0 |
5.0% |
31-0 |
1.8% |
76% |
True |
False |
100,817 |
| 10 |
1789-0 |
1681-0 |
108-0 |
6.1% |
34-0 |
1.9% |
81% |
True |
False |
107,874 |
| 20 |
1789-0 |
1555-2 |
233-6 |
13.2% |
36-3 |
2.1% |
91% |
True |
False |
103,754 |
| 40 |
1789-0 |
1505-2 |
283-6 |
16.0% |
42-4 |
2.4% |
93% |
True |
False |
125,169 |
| 60 |
1789-0 |
1302-2 |
486-6 |
27.5% |
38-4 |
2.2% |
96% |
True |
False |
118,630 |
| 80 |
1789-0 |
1244-6 |
544-2 |
30.8% |
36-0 |
2.0% |
96% |
True |
False |
104,127 |
| 100 |
1789-0 |
1244-6 |
544-2 |
30.8% |
33-2 |
1.9% |
96% |
True |
False |
93,063 |
| 120 |
1789-0 |
1244-6 |
544-2 |
30.8% |
31-1 |
1.8% |
96% |
True |
False |
84,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1931-3 |
|
2.618 |
1876-6 |
|
1.618 |
1843-2 |
|
1.000 |
1822-4 |
|
0.618 |
1809-6 |
|
HIGH |
1789-0 |
|
0.618 |
1776-2 |
|
0.500 |
1772-2 |
|
0.382 |
1768-2 |
|
LOW |
1755-4 |
|
0.618 |
1734-6 |
|
1.000 |
1722-0 |
|
1.618 |
1701-2 |
|
2.618 |
1667-6 |
|
4.250 |
1613-1 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1772-2 |
1766-2 |
| PP |
1770-7 |
1764-1 |
| S1 |
1769-5 |
1762-1 |
|