CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1493-6 |
1509-0 |
15-2 |
1.0% |
1553-4 |
| High |
1511-2 |
1547-6 |
36-4 |
2.4% |
1574-0 |
| Low |
1487-2 |
1507-4 |
20-2 |
1.4% |
1510-0 |
| Close |
1509-2 |
1545-4 |
36-2 |
2.4% |
1522-4 |
| Range |
24-0 |
40-2 |
16-2 |
67.7% |
64-0 |
| ATR |
35-0 |
35-3 |
0-3 |
1.1% |
0-0 |
| Volume |
80,780 |
144,016 |
63,236 |
78.3% |
749,948 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1654-3 |
1640-1 |
1567-5 |
|
| R3 |
1614-1 |
1599-7 |
1556-5 |
|
| R2 |
1573-7 |
1573-7 |
1552-7 |
|
| R1 |
1559-5 |
1559-5 |
1549-2 |
1566-6 |
| PP |
1533-5 |
1533-5 |
1533-5 |
1537-1 |
| S1 |
1519-3 |
1519-3 |
1541-6 |
1526-4 |
| S2 |
1493-3 |
1493-3 |
1538-1 |
|
| S3 |
1453-1 |
1479-1 |
1534-3 |
|
| S4 |
1412-7 |
1438-7 |
1523-3 |
|
|
| 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 |
1553-4 |
1485-6 |
67-6 |
4.4% |
32-6 |
2.1% |
88% |
False |
False |
118,203 |
| 10 |
1574-0 |
1485-6 |
88-2 |
5.7% |
31-6 |
2.1% |
68% |
False |
False |
135,298 |
| 20 |
1639-0 |
1485-6 |
153-2 |
9.9% |
34-4 |
2.2% |
39% |
False |
False |
140,600 |
| 40 |
1789-0 |
1485-6 |
303-2 |
19.6% |
35-2 |
2.3% |
20% |
False |
False |
130,134 |
| 60 |
1789-0 |
1485-6 |
303-2 |
19.6% |
37-1 |
2.4% |
20% |
False |
False |
124,473 |
| 80 |
1789-0 |
1392-6 |
396-2 |
25.6% |
38-6 |
2.5% |
39% |
False |
False |
129,418 |
| 100 |
1789-0 |
1244-6 |
544-2 |
35.2% |
36-7 |
2.4% |
55% |
False |
False |
119,733 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.2% |
35-1 |
2.3% |
55% |
False |
False |
109,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1718-6 |
|
2.618 |
1653-1 |
|
1.618 |
1612-7 |
|
1.000 |
1588-0 |
|
0.618 |
1572-5 |
|
HIGH |
1547-6 |
|
0.618 |
1532-3 |
|
0.500 |
1527-5 |
|
0.382 |
1522-7 |
|
LOW |
1507-4 |
|
0.618 |
1482-5 |
|
1.000 |
1467-2 |
|
1.618 |
1442-3 |
|
2.618 |
1402-1 |
|
4.250 |
1336-4 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1539-4 |
1536-1 |
| PP |
1533-5 |
1526-7 |
| S1 |
1527-5 |
1517-4 |
|