CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1573-4 |
1570-0 |
-3-4 |
-0.2% |
1621-6 |
| High |
1584-0 |
1613-6 |
29-6 |
1.9% |
1626-0 |
| Low |
1557-4 |
1559-4 |
2-0 |
0.1% |
1557-4 |
| Close |
1570-6 |
1601-0 |
30-2 |
1.9% |
1601-0 |
| Range |
26-4 |
54-2 |
27-6 |
104.7% |
68-4 |
| ATR |
37-3 |
38-4 |
1-2 |
3.2% |
0-0 |
| Volume |
140,165 |
201,224 |
61,059 |
43.6% |
727,003 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1754-1 |
1731-7 |
1630-7 |
|
| R3 |
1699-7 |
1677-5 |
1615-7 |
|
| R2 |
1645-5 |
1645-5 |
1611-0 |
|
| R1 |
1623-3 |
1623-3 |
1606-0 |
1634-4 |
| PP |
1591-3 |
1591-3 |
1591-3 |
1597-0 |
| S1 |
1569-1 |
1569-1 |
1596-0 |
1580-2 |
| S2 |
1537-1 |
1537-1 |
1591-0 |
|
| S3 |
1482-7 |
1514-7 |
1586-1 |
|
| S4 |
1428-5 |
1460-5 |
1571-1 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1800-3 |
1769-1 |
1638-5 |
|
| R3 |
1731-7 |
1700-5 |
1619-7 |
|
| R2 |
1663-3 |
1663-3 |
1613-4 |
|
| R1 |
1632-1 |
1632-1 |
1607-2 |
1613-4 |
| PP |
1594-7 |
1594-7 |
1594-7 |
1585-4 |
| S1 |
1563-5 |
1563-5 |
1594-6 |
1545-0 |
| S2 |
1526-3 |
1526-3 |
1588-4 |
|
| S3 |
1457-7 |
1495-1 |
1582-1 |
|
| S4 |
1389-3 |
1426-5 |
1563-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1626-0 |
1557-4 |
68-4 |
4.3% |
37-2 |
2.3% |
64% |
False |
False |
145,400 |
| 10 |
1736-2 |
1557-4 |
178-6 |
11.2% |
42-5 |
2.7% |
24% |
False |
False |
151,489 |
| 20 |
1789-0 |
1557-4 |
231-4 |
14.5% |
36-0 |
2.2% |
19% |
False |
False |
132,065 |
| 40 |
1789-0 |
1555-2 |
233-6 |
14.6% |
36-4 |
2.3% |
20% |
False |
False |
117,575 |
| 60 |
1789-0 |
1504-4 |
284-4 |
17.8% |
40-5 |
2.5% |
34% |
False |
False |
128,131 |
| 80 |
1789-0 |
1296-6 |
492-2 |
30.7% |
38-1 |
2.4% |
62% |
False |
False |
121,050 |
| 100 |
1789-0 |
1244-6 |
544-2 |
34.0% |
36-1 |
2.3% |
65% |
False |
False |
108,614 |
| 120 |
1789-0 |
1244-6 |
544-2 |
34.0% |
33-5 |
2.1% |
65% |
False |
False |
98,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1844-2 |
|
2.618 |
1755-6 |
|
1.618 |
1701-4 |
|
1.000 |
1668-0 |
|
0.618 |
1647-2 |
|
HIGH |
1613-6 |
|
0.618 |
1593-0 |
|
0.500 |
1586-5 |
|
0.382 |
1580-2 |
|
LOW |
1559-4 |
|
0.618 |
1526-0 |
|
1.000 |
1505-2 |
|
1.618 |
1471-6 |
|
2.618 |
1417-4 |
|
4.250 |
1329-0 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1596-2 |
1595-7 |
| PP |
1591-3 |
1590-6 |
| S1 |
1586-5 |
1585-5 |
|