CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 08-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1552-0 |
1553-4 |
1-4 |
0.1% |
1596-4 |
High |
1569-4 |
1561-0 |
-8-4 |
-0.5% |
1600-0 |
Low |
1544-4 |
1537-4 |
-7-0 |
-0.5% |
1504-0 |
Close |
1551-4 |
1551-0 |
-0-4 |
0.0% |
1551-4 |
Range |
25-0 |
23-4 |
-1-4 |
-6.0% |
96-0 |
ATR |
37-5 |
36-5 |
-1-0 |
-2.7% |
0-0 |
Volume |
145,075 |
118,673 |
-26,402 |
-18.2% |
741,635 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1620-3 |
1609-1 |
1563-7 |
|
R3 |
1596-7 |
1585-5 |
1557-4 |
|
R2 |
1573-3 |
1573-3 |
1555-2 |
|
R1 |
1562-1 |
1562-1 |
1553-1 |
1556-0 |
PP |
1549-7 |
1549-7 |
1549-7 |
1546-6 |
S1 |
1538-5 |
1538-5 |
1548-7 |
1532-4 |
S2 |
1526-3 |
1526-3 |
1546-6 |
|
S3 |
1502-7 |
1515-1 |
1544-4 |
|
S4 |
1479-3 |
1491-5 |
1538-1 |
|
|
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 |
1569-4 |
1504-0 |
65-4 |
4.2% |
32-1 |
2.1% |
72% |
False |
False |
144,917 |
10 |
1625-4 |
1504-0 |
121-4 |
7.8% |
35-2 |
2.3% |
39% |
False |
False |
145,529 |
20 |
1765-6 |
1504-0 |
261-6 |
16.9% |
38-0 |
2.5% |
18% |
False |
False |
143,768 |
40 |
1789-0 |
1504-0 |
285-0 |
18.4% |
35-5 |
2.3% |
16% |
False |
False |
121,863 |
60 |
1789-0 |
1504-0 |
285-0 |
18.4% |
40-1 |
2.6% |
16% |
False |
False |
127,457 |
80 |
1789-0 |
1306-6 |
482-2 |
31.1% |
38-3 |
2.5% |
51% |
False |
False |
125,757 |
100 |
1789-0 |
1244-6 |
544-2 |
35.1% |
36-2 |
2.3% |
56% |
False |
False |
113,198 |
120 |
1789-0 |
1244-6 |
544-2 |
35.1% |
34-2 |
2.2% |
56% |
False |
False |
103,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1660-7 |
2.618 |
1622-4 |
1.618 |
1599-0 |
1.000 |
1584-4 |
0.618 |
1575-4 |
HIGH |
1561-0 |
0.618 |
1552-0 |
0.500 |
1549-2 |
0.382 |
1546-4 |
LOW |
1537-4 |
0.618 |
1523-0 |
1.000 |
1514-0 |
1.618 |
1499-4 |
2.618 |
1476-0 |
4.250 |
1437-5 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1550-3 |
1550-6 |
PP |
1549-7 |
1550-4 |
S1 |
1549-2 |
1550-2 |
|