CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1620-2 |
1621-6 |
1-4 |
0.1% |
1733-2 |
| High |
1639-0 |
1626-0 |
-13-0 |
-0.8% |
1736-2 |
| Low |
1607-4 |
1590-2 |
-17-2 |
-1.1% |
1607-4 |
| Close |
1621-6 |
1610-0 |
-11-6 |
-0.7% |
1621-6 |
| Range |
31-4 |
35-6 |
4-2 |
13.5% |
128-6 |
| ATR |
38-7 |
38-5 |
-0-2 |
-0.6% |
0-0 |
| Volume |
135,462 |
132,015 |
-3,447 |
-2.5% |
787,894 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1716-0 |
1698-6 |
1629-5 |
|
| R3 |
1680-2 |
1663-0 |
1619-7 |
|
| R2 |
1644-4 |
1644-4 |
1616-4 |
|
| R1 |
1627-2 |
1627-2 |
1613-2 |
1618-0 |
| PP |
1608-6 |
1608-6 |
1608-6 |
1604-1 |
| S1 |
1591-4 |
1591-4 |
1606-6 |
1582-2 |
| S2 |
1573-0 |
1573-0 |
1603-4 |
|
| S3 |
1537-2 |
1555-6 |
1600-1 |
|
| S4 |
1501-4 |
1520-0 |
1590-3 |
|
|
| 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 |
1686-0 |
1590-2 |
95-6 |
5.9% |
41-6 |
2.6% |
21% |
False |
True |
150,488 |
| 10 |
1765-6 |
1590-2 |
175-4 |
10.9% |
40-6 |
2.5% |
11% |
False |
True |
142,007 |
| 20 |
1789-0 |
1590-2 |
198-6 |
12.3% |
36-0 |
2.2% |
10% |
False |
True |
122,291 |
| 40 |
1789-0 |
1555-2 |
233-6 |
14.5% |
37-1 |
2.3% |
23% |
False |
False |
115,617 |
| 60 |
1789-0 |
1401-0 |
388-0 |
24.1% |
40-3 |
2.5% |
54% |
False |
False |
125,878 |
| 80 |
1789-0 |
1244-6 |
544-2 |
33.8% |
37-5 |
2.3% |
67% |
False |
False |
116,672 |
| 100 |
1789-0 |
1244-6 |
544-2 |
33.8% |
35-3 |
2.2% |
67% |
False |
False |
104,893 |
| 120 |
1789-0 |
1244-6 |
544-2 |
33.8% |
32-7 |
2.0% |
67% |
False |
False |
94,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1778-0 |
|
2.618 |
1719-5 |
|
1.618 |
1683-7 |
|
1.000 |
1661-6 |
|
0.618 |
1648-1 |
|
HIGH |
1626-0 |
|
0.618 |
1612-3 |
|
0.500 |
1608-1 |
|
0.382 |
1603-7 |
|
LOW |
1590-2 |
|
0.618 |
1568-1 |
|
1.000 |
1554-4 |
|
1.618 |
1532-3 |
|
2.618 |
1496-5 |
|
4.250 |
1438-2 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1609-3 |
1638-1 |
| PP |
1608-6 |
1628-6 |
| S1 |
1608-1 |
1619-3 |
|