CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1668-0 |
1620-2 |
-47-6 |
-2.9% |
1733-2 |
| High |
1686-0 |
1639-0 |
-47-0 |
-2.8% |
1736-2 |
| Low |
1616-0 |
1607-4 |
-8-4 |
-0.5% |
1607-4 |
| Close |
1618-6 |
1621-6 |
3-0 |
0.2% |
1621-6 |
| Range |
70-0 |
31-4 |
-38-4 |
-55.0% |
128-6 |
| ATR |
39-3 |
38-7 |
-0-5 |
-1.4% |
0-0 |
| Volume |
190,026 |
135,462 |
-54,564 |
-28.7% |
787,894 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1717-2 |
1701-0 |
1639-1 |
|
| R3 |
1685-6 |
1669-4 |
1630-3 |
|
| R2 |
1654-2 |
1654-2 |
1627-4 |
|
| R1 |
1638-0 |
1638-0 |
1624-5 |
1646-1 |
| PP |
1622-6 |
1622-6 |
1622-6 |
1626-6 |
| S1 |
1606-4 |
1606-4 |
1618-7 |
1614-5 |
| S2 |
1591-2 |
1591-2 |
1616-0 |
|
| S3 |
1559-6 |
1575-0 |
1613-1 |
|
| S4 |
1528-2 |
1543-4 |
1604-3 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2041-3 |
1960-3 |
1692-4 |
|
| R3 |
1912-5 |
1831-5 |
1657-1 |
|
| R2 |
1783-7 |
1783-7 |
1645-3 |
|
| R1 |
1702-7 |
1702-7 |
1633-4 |
1679-0 |
| PP |
1655-1 |
1655-1 |
1655-1 |
1643-2 |
| S1 |
1574-1 |
1574-1 |
1610-0 |
1550-2 |
| S2 |
1526-3 |
1526-3 |
1598-1 |
|
| S3 |
1397-5 |
1445-3 |
1586-3 |
|
| S4 |
1268-7 |
1316-5 |
1551-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1736-2 |
1607-4 |
128-6 |
7.9% |
48-0 |
3.0% |
11% |
False |
True |
157,578 |
| 10 |
1765-6 |
1607-4 |
158-2 |
9.8% |
40-0 |
2.5% |
9% |
False |
True |
137,521 |
| 20 |
1789-0 |
1607-4 |
181-4 |
11.2% |
35-4 |
2.2% |
8% |
False |
True |
120,078 |
| 40 |
1789-0 |
1550-6 |
238-2 |
14.7% |
37-6 |
2.3% |
30% |
False |
False |
115,415 |
| 60 |
1789-0 |
1392-6 |
396-2 |
24.4% |
40-2 |
2.5% |
58% |
False |
False |
125,708 |
| 80 |
1789-0 |
1244-6 |
544-2 |
33.6% |
37-5 |
2.3% |
69% |
False |
False |
115,673 |
| 100 |
1789-0 |
1244-6 |
544-2 |
33.6% |
35-3 |
2.2% |
69% |
False |
False |
104,151 |
| 120 |
1789-0 |
1244-6 |
544-2 |
33.6% |
32-6 |
2.0% |
69% |
False |
False |
94,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1772-7 |
|
2.618 |
1721-4 |
|
1.618 |
1690-0 |
|
1.000 |
1670-4 |
|
0.618 |
1658-4 |
|
HIGH |
1639-0 |
|
0.618 |
1627-0 |
|
0.500 |
1623-2 |
|
0.382 |
1619-4 |
|
LOW |
1607-4 |
|
0.618 |
1588-0 |
|
1.000 |
1576-0 |
|
1.618 |
1556-4 |
|
2.618 |
1525-0 |
|
4.250 |
1473-5 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1623-2 |
1646-6 |
| PP |
1622-6 |
1638-3 |
| S1 |
1622-2 |
1630-1 |
|