CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1532-0 |
1552-0 |
20-0 |
1.3% |
1596-4 |
| High |
1568-6 |
1569-4 |
0-6 |
0.0% |
1600-0 |
| Low |
1531-0 |
1544-4 |
13-4 |
0.9% |
1504-0 |
| Close |
1551-4 |
1551-4 |
0-0 |
0.0% |
1551-4 |
| Range |
37-6 |
25-0 |
-12-6 |
-33.8% |
96-0 |
| ATR |
38-5 |
37-5 |
-1-0 |
-2.5% |
0-0 |
| Volume |
136,541 |
145,075 |
8,534 |
6.3% |
741,635 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1630-1 |
1615-7 |
1565-2 |
|
| R3 |
1605-1 |
1590-7 |
1558-3 |
|
| R2 |
1580-1 |
1580-1 |
1556-1 |
|
| R1 |
1565-7 |
1565-7 |
1553-6 |
1560-4 |
| PP |
1555-1 |
1555-1 |
1555-1 |
1552-4 |
| S1 |
1540-7 |
1540-7 |
1549-2 |
1535-4 |
| S2 |
1530-1 |
1530-1 |
1546-7 |
|
| S3 |
1505-1 |
1515-7 |
1544-5 |
|
| S4 |
1480-1 |
1490-7 |
1537-6 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1839-7 |
1791-5 |
1604-2 |
|
| R3 |
1743-7 |
1695-5 |
1577-7 |
|
| R2 |
1647-7 |
1647-7 |
1569-1 |
|
| R1 |
1599-5 |
1599-5 |
1560-2 |
1575-6 |
| PP |
1551-7 |
1551-7 |
1551-7 |
1539-7 |
| S1 |
1503-5 |
1503-5 |
1542-6 |
1479-6 |
| S2 |
1455-7 |
1455-7 |
1533-7 |
|
| S3 |
1359-7 |
1407-5 |
1525-1 |
|
| S4 |
1263-7 |
1311-5 |
1498-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1600-0 |
1504-0 |
96-0 |
6.2% |
35-7 |
2.3% |
49% |
False |
False |
148,327 |
| 10 |
1626-0 |
1504-0 |
122-0 |
7.9% |
36-4 |
2.4% |
39% |
False |
False |
146,863 |
| 20 |
1765-6 |
1504-0 |
261-6 |
16.9% |
38-2 |
2.5% |
18% |
False |
False |
142,192 |
| 40 |
1789-0 |
1504-0 |
285-0 |
18.4% |
36-1 |
2.3% |
17% |
False |
False |
122,493 |
| 60 |
1789-0 |
1504-0 |
285-0 |
18.4% |
40-3 |
2.6% |
17% |
False |
False |
127,448 |
| 80 |
1789-0 |
1302-2 |
486-6 |
31.4% |
38-3 |
2.5% |
51% |
False |
False |
125,261 |
| 100 |
1789-0 |
1244-6 |
544-2 |
35.1% |
36-2 |
2.3% |
56% |
False |
False |
112,651 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.1% |
34-3 |
2.2% |
56% |
False |
False |
102,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1675-6 |
|
2.618 |
1635-0 |
|
1.618 |
1610-0 |
|
1.000 |
1594-4 |
|
0.618 |
1585-0 |
|
HIGH |
1569-4 |
|
0.618 |
1560-0 |
|
0.500 |
1557-0 |
|
0.382 |
1554-0 |
|
LOW |
1544-4 |
|
0.618 |
1529-0 |
|
1.000 |
1519-4 |
|
1.618 |
1504-0 |
|
2.618 |
1479-0 |
|
4.250 |
1438-2 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1557-0 |
1546-5 |
| PP |
1555-1 |
1541-5 |
| S1 |
1553-3 |
1536-6 |
|