CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1544-6 |
1530-6 |
-14-0 |
-0.9% |
1519-0 |
High |
1555-6 |
1558-4 |
2-6 |
0.2% |
1555-6 |
Low |
1532-2 |
1526-4 |
-5-6 |
-0.4% |
1485-6 |
Close |
1534-2 |
1546-4 |
12-2 |
0.8% |
1534-2 |
Range |
23-4 |
32-0 |
8-4 |
36.2% |
70-0 |
ATR |
34-4 |
34-3 |
-0-1 |
-0.5% |
0-0 |
Volume |
114,775 |
118,869 |
4,094 |
3.6% |
572,737 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1639-7 |
1625-1 |
1564-1 |
|
R3 |
1607-7 |
1593-1 |
1555-2 |
|
R2 |
1575-7 |
1575-7 |
1552-3 |
|
R1 |
1561-1 |
1561-1 |
1549-3 |
1568-4 |
PP |
1543-7 |
1543-7 |
1543-7 |
1547-4 |
S1 |
1529-1 |
1529-1 |
1543-5 |
1536-4 |
S2 |
1511-7 |
1511-7 |
1540-5 |
|
S3 |
1479-7 |
1497-1 |
1537-6 |
|
S4 |
1447-7 |
1465-1 |
1528-7 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1735-2 |
1704-6 |
1572-6 |
|
R3 |
1665-2 |
1634-6 |
1553-4 |
|
R2 |
1595-2 |
1595-2 |
1547-1 |
|
R1 |
1564-6 |
1564-6 |
1540-5 |
1580-0 |
PP |
1525-2 |
1525-2 |
1525-2 |
1532-7 |
S1 |
1494-6 |
1494-6 |
1527-7 |
1510-0 |
S2 |
1455-2 |
1455-2 |
1521-3 |
|
S3 |
1385-2 |
1424-6 |
1515-0 |
|
S4 |
1315-2 |
1354-6 |
1495-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1558-4 |
1487-2 |
71-2 |
4.6% |
28-2 |
1.8% |
83% |
True |
False |
112,435 |
10 |
1574-0 |
1485-6 |
88-2 |
5.7% |
32-4 |
2.1% |
69% |
False |
False |
132,288 |
20 |
1625-4 |
1485-6 |
139-6 |
9.0% |
33-7 |
2.2% |
43% |
False |
False |
138,908 |
40 |
1789-0 |
1485-6 |
303-2 |
19.6% |
34-7 |
2.3% |
20% |
False |
False |
130,600 |
60 |
1789-0 |
1485-6 |
303-2 |
19.6% |
36-1 |
2.3% |
20% |
False |
False |
123,381 |
80 |
1789-0 |
1401-0 |
388-0 |
25.1% |
38-6 |
2.5% |
38% |
False |
False |
129,136 |
100 |
1789-0 |
1244-6 |
544-2 |
35.2% |
36-7 |
2.4% |
55% |
False |
False |
121,120 |
120 |
1789-0 |
1244-6 |
544-2 |
35.2% |
35-1 |
2.3% |
55% |
False |
False |
110,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1694-4 |
2.618 |
1642-2 |
1.618 |
1610-2 |
1.000 |
1590-4 |
0.618 |
1578-2 |
HIGH |
1558-4 |
0.618 |
1546-2 |
0.500 |
1542-4 |
0.382 |
1538-6 |
LOW |
1526-4 |
0.618 |
1506-6 |
1.000 |
1494-4 |
1.618 |
1474-6 |
2.618 |
1442-6 |
4.250 |
1390-4 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1545-1 |
1542-0 |
PP |
1543-7 |
1537-4 |
S1 |
1542-4 |
1533-0 |
|