CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1550-4 |
1547-6 |
-2-6 |
-0.2% |
1596-4 |
High |
1574-0 |
1550-0 |
-24-0 |
-1.5% |
1600-0 |
Low |
1547-0 |
1518-0 |
-29-0 |
-1.9% |
1504-0 |
Close |
1550-0 |
1523-2 |
-26-6 |
-1.7% |
1551-4 |
Range |
27-0 |
32-0 |
5-0 |
18.5% |
96-0 |
ATR |
35-7 |
35-5 |
-0-2 |
-0.8% |
0-0 |
Volume |
135,427 |
153,713 |
18,286 |
13.5% |
741,635 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1626-3 |
1606-7 |
1540-7 |
|
R3 |
1594-3 |
1574-7 |
1532-0 |
|
R2 |
1562-3 |
1562-3 |
1529-1 |
|
R1 |
1542-7 |
1542-7 |
1526-1 |
1536-5 |
PP |
1530-3 |
1530-3 |
1530-3 |
1527-2 |
S1 |
1510-7 |
1510-7 |
1520-3 |
1504-5 |
S2 |
1498-3 |
1498-3 |
1517-3 |
|
S3 |
1466-3 |
1478-7 |
1514-4 |
|
S4 |
1434-3 |
1446-7 |
1505-5 |
|
|
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 |
1574-0 |
1518-0 |
56-0 |
3.7% |
29-0 |
1.9% |
9% |
False |
True |
137,885 |
10 |
1613-6 |
1504-0 |
109-6 |
7.2% |
34-2 |
2.2% |
18% |
False |
False |
149,083 |
20 |
1765-6 |
1504-0 |
261-6 |
17.2% |
36-5 |
2.4% |
7% |
False |
False |
144,490 |
40 |
1789-0 |
1504-0 |
285-0 |
18.7% |
35-1 |
2.3% |
7% |
False |
False |
124,367 |
60 |
1789-0 |
1504-0 |
285-0 |
18.7% |
40-1 |
2.6% |
7% |
False |
False |
128,609 |
80 |
1789-0 |
1343-0 |
446-0 |
29.3% |
38-5 |
2.5% |
40% |
False |
False |
127,763 |
100 |
1789-0 |
1244-6 |
544-2 |
35.7% |
36-3 |
2.4% |
51% |
False |
False |
114,806 |
120 |
1789-0 |
1244-6 |
544-2 |
35.7% |
34-3 |
2.3% |
51% |
False |
False |
105,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1686-0 |
2.618 |
1633-6 |
1.618 |
1601-6 |
1.000 |
1582-0 |
0.618 |
1569-6 |
HIGH |
1550-0 |
0.618 |
1537-6 |
0.500 |
1534-0 |
0.382 |
1530-2 |
LOW |
1518-0 |
0.618 |
1498-2 |
1.000 |
1486-0 |
1.618 |
1466-2 |
2.618 |
1434-2 |
4.250 |
1382-0 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1534-0 |
1546-0 |
PP |
1530-3 |
1538-3 |
S1 |
1526-7 |
1530-7 |
|