CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1611-0 |
1573-4 |
-37-4 |
-2.3% |
1733-2 |
| High |
1613-2 |
1584-0 |
-29-2 |
-1.8% |
1736-2 |
| Low |
1565-0 |
1557-4 |
-7-4 |
-0.5% |
1607-4 |
| Close |
1573-0 |
1570-6 |
-2-2 |
-0.1% |
1621-6 |
| Range |
48-2 |
26-4 |
-21-6 |
-45.1% |
128-6 |
| ATR |
38-1 |
37-3 |
-0-7 |
-2.2% |
0-0 |
| Volume |
146,255 |
140,165 |
-6,090 |
-4.2% |
787,894 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1650-2 |
1637-0 |
1585-3 |
|
| R3 |
1623-6 |
1610-4 |
1578-0 |
|
| R2 |
1597-2 |
1597-2 |
1575-5 |
|
| R1 |
1584-0 |
1584-0 |
1573-1 |
1577-3 |
| PP |
1570-6 |
1570-6 |
1570-6 |
1567-4 |
| S1 |
1557-4 |
1557-4 |
1568-3 |
1550-7 |
| S2 |
1544-2 |
1544-2 |
1565-7 |
|
| S3 |
1517-6 |
1531-0 |
1563-4 |
|
| S4 |
1491-2 |
1504-4 |
1556-1 |
|
|
| 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 |
1639-0 |
1557-4 |
81-4 |
5.2% |
32-5 |
2.1% |
16% |
False |
True |
132,248 |
| 10 |
1765-6 |
1557-4 |
208-2 |
13.3% |
40-0 |
2.5% |
6% |
False |
True |
142,746 |
| 20 |
1789-0 |
1557-4 |
231-4 |
14.7% |
35-0 |
2.2% |
6% |
False |
True |
125,634 |
| 40 |
1789-0 |
1555-2 |
233-6 |
14.9% |
36-3 |
2.3% |
7% |
False |
False |
115,572 |
| 60 |
1789-0 |
1493-0 |
296-0 |
18.8% |
40-2 |
2.6% |
26% |
False |
False |
126,630 |
| 80 |
1789-0 |
1275-4 |
513-4 |
32.7% |
37-7 |
2.4% |
57% |
False |
False |
119,222 |
| 100 |
1789-0 |
1244-6 |
544-2 |
34.6% |
35-7 |
2.3% |
60% |
False |
False |
106,987 |
| 120 |
1789-0 |
1244-6 |
544-2 |
34.6% |
33-3 |
2.1% |
60% |
False |
False |
97,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1696-5 |
|
2.618 |
1653-3 |
|
1.618 |
1626-7 |
|
1.000 |
1610-4 |
|
0.618 |
1600-3 |
|
HIGH |
1584-0 |
|
0.618 |
1573-7 |
|
0.500 |
1570-6 |
|
0.382 |
1567-5 |
|
LOW |
1557-4 |
|
0.618 |
1541-1 |
|
1.000 |
1531-0 |
|
1.618 |
1514-5 |
|
2.618 |
1488-1 |
|
4.250 |
1444-7 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1570-6 |
1591-4 |
| PP |
1570-6 |
1584-5 |
| S1 |
1570-6 |
1577-5 |
|