CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1746-0 |
1728-0 |
-18-0 |
-1.0% |
1771-4 |
| High |
1752-0 |
1744-2 |
-7-6 |
-0.4% |
1789-0 |
| Low |
1726-2 |
1716-0 |
-10-2 |
-0.6% |
1725-4 |
| Close |
1736-4 |
1718-6 |
-17-6 |
-1.0% |
1736-4 |
| Range |
25-6 |
28-2 |
2-4 |
9.7% |
63-4 |
| ATR |
35-6 |
35-2 |
-0-4 |
-1.5% |
0-0 |
| Volume |
98,029 |
87,155 |
-10,874 |
-11.1% |
443,202 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1811-1 |
1793-1 |
1734-2 |
|
| R3 |
1782-7 |
1764-7 |
1726-4 |
|
| R2 |
1754-5 |
1754-5 |
1723-7 |
|
| R1 |
1736-5 |
1736-5 |
1721-3 |
1731-4 |
| PP |
1726-3 |
1726-3 |
1726-3 |
1723-6 |
| S1 |
1708-3 |
1708-3 |
1716-1 |
1703-2 |
| S2 |
1698-1 |
1698-1 |
1713-5 |
|
| S3 |
1669-7 |
1680-1 |
1711-0 |
|
| S4 |
1641-5 |
1651-7 |
1703-2 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1940-7 |
1902-1 |
1771-3 |
|
| R3 |
1877-3 |
1838-5 |
1754-0 |
|
| R2 |
1813-7 |
1813-7 |
1748-1 |
|
| R1 |
1775-1 |
1775-1 |
1742-3 |
1762-6 |
| PP |
1750-3 |
1750-3 |
1750-3 |
1744-1 |
| S1 |
1711-5 |
1711-5 |
1730-5 |
1699-2 |
| S2 |
1686-7 |
1686-7 |
1724-7 |
|
| S3 |
1623-3 |
1648-1 |
1719-0 |
|
| S4 |
1559-7 |
1584-5 |
1701-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1789-0 |
1716-0 |
73-0 |
4.2% |
28-5 |
1.7% |
4% |
False |
True |
106,071 |
| 10 |
1789-0 |
1701-0 |
88-0 |
5.1% |
31-1 |
1.8% |
20% |
False |
False |
102,576 |
| 20 |
1789-0 |
1587-0 |
202-0 |
11.8% |
33-1 |
1.9% |
65% |
False |
False |
99,959 |
| 40 |
1789-0 |
1536-0 |
253-0 |
14.7% |
41-1 |
2.4% |
72% |
False |
False |
119,302 |
| 60 |
1789-0 |
1306-6 |
482-2 |
28.1% |
38-4 |
2.2% |
85% |
False |
False |
119,754 |
| 80 |
1789-0 |
1244-6 |
544-2 |
31.7% |
35-6 |
2.1% |
87% |
False |
False |
105,556 |
| 100 |
1789-0 |
1244-6 |
544-2 |
31.7% |
33-4 |
1.9% |
87% |
False |
False |
95,614 |
| 120 |
1789-0 |
1244-6 |
544-2 |
31.7% |
31-5 |
1.8% |
87% |
False |
False |
86,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1864-2 |
|
2.618 |
1818-2 |
|
1.618 |
1790-0 |
|
1.000 |
1772-4 |
|
0.618 |
1761-6 |
|
HIGH |
1744-2 |
|
0.618 |
1733-4 |
|
0.500 |
1730-1 |
|
0.382 |
1726-6 |
|
LOW |
1716-0 |
|
0.618 |
1698-4 |
|
1.000 |
1687-6 |
|
1.618 |
1670-2 |
|
2.618 |
1642-0 |
|
4.250 |
1596-0 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1730-1 |
1734-7 |
| PP |
1726-3 |
1729-4 |
| S1 |
1722-4 |
1724-1 |
|