CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1523-0 |
1548-0 |
25-0 |
1.6% |
1553-4 |
| High |
1568-0 |
1553-4 |
-14-4 |
-0.9% |
1574-0 |
| Low |
1521-2 |
1510-0 |
-11-2 |
-0.7% |
1510-0 |
| Close |
1548-4 |
1522-4 |
-26-0 |
-1.7% |
1522-4 |
| Range |
46-6 |
43-4 |
-3-2 |
-7.0% |
64-0 |
| ATR |
36-4 |
37-0 |
0-4 |
1.4% |
0-0 |
| Volume |
209,081 |
133,054 |
-76,027 |
-36.4% |
749,948 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1659-1 |
1634-3 |
1546-3 |
|
| R3 |
1615-5 |
1590-7 |
1534-4 |
|
| R2 |
1572-1 |
1572-1 |
1530-4 |
|
| R1 |
1547-3 |
1547-3 |
1526-4 |
1538-0 |
| PP |
1528-5 |
1528-5 |
1528-5 |
1524-0 |
| S1 |
1503-7 |
1503-7 |
1518-4 |
1494-4 |
| S2 |
1485-1 |
1485-1 |
1514-4 |
|
| S3 |
1441-5 |
1460-3 |
1510-4 |
|
| S4 |
1398-1 |
1416-7 |
1498-5 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1727-4 |
1689-0 |
1557-6 |
|
| R3 |
1663-4 |
1625-0 |
1540-1 |
|
| R2 |
1599-4 |
1599-4 |
1534-2 |
|
| R1 |
1561-0 |
1561-0 |
1528-3 |
1548-2 |
| PP |
1535-4 |
1535-4 |
1535-4 |
1529-1 |
| S1 |
1497-0 |
1497-0 |
1516-5 |
1484-2 |
| S2 |
1471-4 |
1471-4 |
1510-6 |
|
| S3 |
1407-4 |
1433-0 |
1504-7 |
|
| S4 |
1343-4 |
1369-0 |
1487-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1574-0 |
1510-0 |
64-0 |
4.2% |
34-4 |
2.3% |
20% |
False |
True |
149,989 |
| 10 |
1600-0 |
1504-0 |
96-0 |
6.3% |
35-2 |
2.3% |
19% |
False |
False |
149,158 |
| 20 |
1736-2 |
1504-0 |
232-2 |
15.3% |
38-7 |
2.6% |
8% |
False |
False |
150,324 |
| 40 |
1789-0 |
1504-0 |
285-0 |
18.7% |
35-6 |
2.3% |
6% |
False |
False |
128,669 |
| 60 |
1789-0 |
1504-0 |
285-0 |
18.7% |
39-6 |
2.6% |
6% |
False |
False |
129,558 |
| 80 |
1789-0 |
1364-4 |
424-4 |
27.9% |
38-6 |
2.5% |
37% |
False |
False |
129,026 |
| 100 |
1789-0 |
1244-6 |
544-2 |
35.7% |
36-5 |
2.4% |
51% |
False |
False |
117,289 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.7% |
34-6 |
2.3% |
51% |
False |
False |
107,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1738-3 |
|
2.618 |
1667-3 |
|
1.618 |
1623-7 |
|
1.000 |
1597-0 |
|
0.618 |
1580-3 |
|
HIGH |
1553-4 |
|
0.618 |
1536-7 |
|
0.500 |
1531-6 |
|
0.382 |
1526-5 |
|
LOW |
1510-0 |
|
0.618 |
1483-1 |
|
1.000 |
1466-4 |
|
1.618 |
1439-5 |
|
2.618 |
1396-1 |
|
4.250 |
1325-1 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1531-6 |
1539-0 |
| PP |
1528-5 |
1533-4 |
| S1 |
1525-5 |
1528-0 |
|