CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1531-4 |
1532-0 |
0-4 |
0.0% |
1621-6 |
| High |
1543-6 |
1568-6 |
25-0 |
1.6% |
1626-0 |
| Low |
1504-0 |
1531-0 |
27-0 |
1.8% |
1557-4 |
| Close |
1531-6 |
1551-4 |
19-6 |
1.3% |
1601-0 |
| Range |
39-6 |
37-6 |
-2-0 |
-5.0% |
68-4 |
| ATR |
38-5 |
38-5 |
-0-1 |
-0.2% |
0-0 |
| Volume |
165,835 |
136,541 |
-29,294 |
-17.7% |
727,003 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1663-5 |
1645-3 |
1572-2 |
|
| R3 |
1625-7 |
1607-5 |
1561-7 |
|
| R2 |
1588-1 |
1588-1 |
1558-3 |
|
| R1 |
1569-7 |
1569-7 |
1555-0 |
1579-0 |
| PP |
1550-3 |
1550-3 |
1550-3 |
1555-0 |
| S1 |
1532-1 |
1532-1 |
1548-0 |
1541-2 |
| S2 |
1512-5 |
1512-5 |
1544-5 |
|
| S3 |
1474-7 |
1494-3 |
1541-1 |
|
| S4 |
1437-1 |
1456-5 |
1530-6 |
|
|
| 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 |
1613-6 |
1504-0 |
109-6 |
7.1% |
41-6 |
2.7% |
43% |
False |
False |
159,556 |
| 10 |
1639-0 |
1504-0 |
135-0 |
8.7% |
37-1 |
2.4% |
35% |
False |
False |
145,902 |
| 20 |
1765-6 |
1504-0 |
261-6 |
16.9% |
38-3 |
2.5% |
18% |
False |
False |
139,840 |
| 40 |
1789-0 |
1504-0 |
285-0 |
18.4% |
37-0 |
2.4% |
17% |
False |
False |
121,717 |
| 60 |
1789-0 |
1504-0 |
285-0 |
18.4% |
40-4 |
2.6% |
17% |
False |
False |
128,896 |
| 80 |
1789-0 |
1302-2 |
486-6 |
31.4% |
38-3 |
2.5% |
51% |
False |
False |
124,570 |
| 100 |
1789-0 |
1244-6 |
544-2 |
35.1% |
36-2 |
2.3% |
56% |
False |
False |
111,953 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.1% |
34-2 |
2.2% |
56% |
False |
False |
101,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1729-2 |
|
2.618 |
1667-5 |
|
1.618 |
1629-7 |
|
1.000 |
1606-4 |
|
0.618 |
1592-1 |
|
HIGH |
1568-6 |
|
0.618 |
1554-3 |
|
0.500 |
1549-7 |
|
0.382 |
1545-3 |
|
LOW |
1531-0 |
|
0.618 |
1507-5 |
|
1.000 |
1493-2 |
|
1.618 |
1469-7 |
|
2.618 |
1432-1 |
|
4.250 |
1370-4 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1551-0 |
1546-4 |
| PP |
1550-3 |
1541-3 |
| S1 |
1549-7 |
1536-3 |
|