CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1700-2 |
1746-0 |
45-6 |
2.7% |
1771-4 |
High |
1750-0 |
1750-0 |
0-0 |
0.0% |
1789-0 |
Low |
1693-4 |
1732-6 |
39-2 |
2.3% |
1725-4 |
Close |
1745-6 |
1747-2 |
1-4 |
0.1% |
1736-4 |
Range |
56-4 |
17-2 |
-39-2 |
-69.5% |
63-4 |
ATR |
36-3 |
35-0 |
-1-3 |
-3.8% |
0-0 |
Volume |
164,599 |
111,672 |
-52,927 |
-32.2% |
443,202 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1795-1 |
1788-3 |
1756-6 |
|
R3 |
1777-7 |
1771-1 |
1752-0 |
|
R2 |
1760-5 |
1760-5 |
1750-3 |
|
R1 |
1753-7 |
1753-7 |
1748-7 |
1757-2 |
PP |
1743-3 |
1743-3 |
1743-3 |
1745-0 |
S1 |
1736-5 |
1736-5 |
1745-5 |
1740-0 |
S2 |
1726-1 |
1726-1 |
1744-1 |
|
S3 |
1708-7 |
1719-3 |
1742-4 |
|
S4 |
1691-5 |
1702-1 |
1737-6 |
|
|
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 |
1752-0 |
1693-4 |
58-4 |
3.3% |
31-5 |
1.8% |
92% |
False |
False |
114,311 |
10 |
1789-0 |
1693-4 |
95-4 |
5.5% |
30-1 |
1.7% |
56% |
False |
False |
108,522 |
20 |
1789-0 |
1619-4 |
169-4 |
9.7% |
32-3 |
1.9% |
75% |
False |
False |
105,713 |
40 |
1789-0 |
1536-0 |
253-0 |
14.5% |
41-1 |
2.4% |
83% |
False |
False |
120,092 |
60 |
1789-0 |
1364-4 |
424-4 |
24.3% |
38-6 |
2.2% |
90% |
False |
False |
122,608 |
80 |
1789-0 |
1244-6 |
544-2 |
31.1% |
36-2 |
2.1% |
92% |
False |
False |
108,122 |
100 |
1789-0 |
1244-6 |
544-2 |
31.1% |
33-7 |
1.9% |
92% |
False |
False |
98,207 |
120 |
1789-0 |
1244-6 |
544-2 |
31.1% |
32-0 |
1.8% |
92% |
False |
False |
89,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1823-2 |
2.618 |
1795-1 |
1.618 |
1777-7 |
1.000 |
1767-2 |
0.618 |
1760-5 |
HIGH |
1750-0 |
0.618 |
1743-3 |
0.500 |
1741-3 |
0.382 |
1739-3 |
LOW |
1732-6 |
0.618 |
1722-1 |
1.000 |
1715-4 |
1.618 |
1704-7 |
2.618 |
1687-5 |
4.250 |
1659-4 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1745-2 |
1738-6 |
PP |
1743-3 |
1730-2 |
S1 |
1741-3 |
1721-6 |
|