CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1548-0 |
1519-0 |
-29-0 |
-1.9% |
1553-4 |
| High |
1553-4 |
1520-0 |
-33-4 |
-2.2% |
1574-0 |
| Low |
1510-0 |
1485-6 |
-24-2 |
-1.6% |
1510-0 |
| Close |
1522-4 |
1492-4 |
-30-0 |
-2.0% |
1522-4 |
| Range |
43-4 |
34-2 |
-9-2 |
-21.3% |
64-0 |
| ATR |
37-0 |
36-7 |
0-0 |
0.0% |
0-0 |
| Volume |
133,054 |
129,430 |
-3,624 |
-2.7% |
749,948 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1602-1 |
1581-5 |
1511-3 |
|
| R3 |
1567-7 |
1547-3 |
1501-7 |
|
| R2 |
1533-5 |
1533-5 |
1498-6 |
|
| R1 |
1513-1 |
1513-1 |
1495-5 |
1506-2 |
| PP |
1499-3 |
1499-3 |
1499-3 |
1496-0 |
| S1 |
1478-7 |
1478-7 |
1489-3 |
1472-0 |
| S2 |
1465-1 |
1465-1 |
1486-2 |
|
| S3 |
1430-7 |
1444-5 |
1483-1 |
|
| S4 |
1396-5 |
1410-3 |
1473-5 |
|
|
| 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 |
1485-6 |
88-2 |
5.9% |
36-6 |
2.5% |
8% |
False |
True |
152,141 |
| 10 |
1574-0 |
1485-6 |
88-2 |
5.9% |
34-3 |
2.3% |
8% |
False |
True |
148,529 |
| 20 |
1686-0 |
1485-6 |
200-2 |
13.4% |
37-2 |
2.5% |
3% |
False |
True |
148,422 |
| 40 |
1789-0 |
1485-6 |
303-2 |
20.3% |
36-0 |
2.4% |
2% |
False |
True |
130,230 |
| 60 |
1789-0 |
1485-6 |
303-2 |
20.3% |
39-5 |
2.7% |
2% |
False |
True |
128,170 |
| 80 |
1789-0 |
1364-4 |
424-4 |
28.4% |
38-7 |
2.6% |
30% |
False |
False |
129,463 |
| 100 |
1789-0 |
1244-6 |
544-2 |
36.5% |
36-5 |
2.5% |
46% |
False |
False |
117,943 |
| 120 |
1789-0 |
1244-6 |
544-2 |
36.5% |
34-7 |
2.3% |
46% |
False |
False |
108,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1665-4 |
|
2.618 |
1609-5 |
|
1.618 |
1575-3 |
|
1.000 |
1554-2 |
|
0.618 |
1541-1 |
|
HIGH |
1520-0 |
|
0.618 |
1506-7 |
|
0.500 |
1502-7 |
|
0.382 |
1498-7 |
|
LOW |
1485-6 |
|
0.618 |
1464-5 |
|
1.000 |
1451-4 |
|
1.618 |
1430-3 |
|
2.618 |
1396-1 |
|
4.250 |
1340-2 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1502-7 |
1526-7 |
| PP |
1499-3 |
1515-3 |
| S1 |
1496-0 |
1504-0 |
|