CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1494-0 |
1493-6 |
-0-2 |
0.0% |
1553-4 |
High |
1514-6 |
1511-2 |
-3-4 |
-0.2% |
1574-0 |
Low |
1493-0 |
1487-2 |
-5-6 |
-0.4% |
1510-0 |
Close |
1493-6 |
1509-2 |
15-4 |
1.0% |
1522-4 |
Range |
21-6 |
24-0 |
2-2 |
10.3% |
64-0 |
ATR |
35-7 |
35-0 |
-0-7 |
-2.4% |
0-0 |
Volume |
103,736 |
80,780 |
-22,956 |
-22.1% |
749,948 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1574-5 |
1565-7 |
1522-4 |
|
R3 |
1550-5 |
1541-7 |
1515-7 |
|
R2 |
1526-5 |
1526-5 |
1513-5 |
|
R1 |
1517-7 |
1517-7 |
1511-4 |
1522-2 |
PP |
1502-5 |
1502-5 |
1502-5 |
1504-6 |
S1 |
1493-7 |
1493-7 |
1507-0 |
1498-2 |
S2 |
1478-5 |
1478-5 |
1504-7 |
|
S3 |
1454-5 |
1469-7 |
1502-5 |
|
S4 |
1430-5 |
1445-7 |
1496-0 |
|
|
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 |
1568-0 |
1485-6 |
82-2 |
5.4% |
34-0 |
2.3% |
29% |
False |
False |
131,216 |
10 |
1574-0 |
1485-6 |
88-2 |
5.8% |
31-4 |
2.1% |
27% |
False |
False |
134,551 |
20 |
1686-0 |
1485-6 |
200-2 |
13.3% |
36-0 |
2.4% |
12% |
False |
False |
142,901 |
40 |
1789-0 |
1485-6 |
303-2 |
20.1% |
34-5 |
2.3% |
8% |
False |
False |
128,990 |
60 |
1789-0 |
1485-6 |
303-2 |
20.1% |
37-7 |
2.5% |
8% |
False |
False |
125,251 |
80 |
1789-0 |
1392-6 |
396-2 |
26.3% |
38-6 |
2.6% |
29% |
False |
False |
129,553 |
100 |
1789-0 |
1244-6 |
544-2 |
36.1% |
36-5 |
2.4% |
49% |
False |
False |
118,647 |
120 |
1789-0 |
1244-6 |
544-2 |
36.1% |
35-0 |
2.3% |
49% |
False |
False |
108,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1613-2 |
2.618 |
1574-1 |
1.618 |
1550-1 |
1.000 |
1535-2 |
0.618 |
1526-1 |
HIGH |
1511-2 |
0.618 |
1502-1 |
0.500 |
1499-2 |
0.382 |
1496-3 |
LOW |
1487-2 |
0.618 |
1472-3 |
1.000 |
1463-2 |
1.618 |
1448-3 |
2.618 |
1424-3 |
4.250 |
1385-2 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1505-7 |
1507-1 |
PP |
1502-5 |
1505-0 |
S1 |
1499-2 |
1502-7 |
|