CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1530-6 |
1546-4 |
15-6 |
1.0% |
1519-0 |
High |
1558-4 |
1555-0 |
-3-4 |
-0.2% |
1555-6 |
Low |
1526-4 |
1529-0 |
2-4 |
0.2% |
1485-6 |
Close |
1546-4 |
1553-2 |
6-6 |
0.4% |
1534-2 |
Range |
32-0 |
26-0 |
-6-0 |
-18.8% |
70-0 |
ATR |
34-3 |
33-6 |
-0-5 |
-1.7% |
0-0 |
Volume |
118,869 |
95,184 |
-23,685 |
-19.9% |
572,737 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1623-6 |
1614-4 |
1567-4 |
|
R3 |
1597-6 |
1588-4 |
1560-3 |
|
R2 |
1571-6 |
1571-6 |
1558-0 |
|
R1 |
1562-4 |
1562-4 |
1555-5 |
1567-1 |
PP |
1545-6 |
1545-6 |
1545-6 |
1548-0 |
S1 |
1536-4 |
1536-4 |
1550-7 |
1541-1 |
S2 |
1519-6 |
1519-6 |
1548-4 |
|
S3 |
1493-6 |
1510-4 |
1546-1 |
|
S4 |
1467-6 |
1484-4 |
1539-0 |
|
|
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% |
29-1 |
1.9% |
93% |
False |
False |
110,724 |
10 |
1568-0 |
1485-6 |
82-2 |
5.3% |
32-3 |
2.1% |
82% |
False |
False |
128,263 |
20 |
1613-6 |
1485-6 |
128-0 |
8.2% |
34-1 |
2.2% |
53% |
False |
False |
138,300 |
40 |
1789-0 |
1485-6 |
303-2 |
19.5% |
34-3 |
2.2% |
22% |
False |
False |
129,860 |
60 |
1789-0 |
1485-6 |
303-2 |
19.5% |
36-0 |
2.3% |
22% |
False |
False |
123,223 |
80 |
1789-0 |
1430-4 |
358-4 |
23.1% |
38-5 |
2.5% |
34% |
False |
False |
129,054 |
100 |
1789-0 |
1244-6 |
544-2 |
35.0% |
36-6 |
2.4% |
57% |
False |
False |
121,381 |
120 |
1789-0 |
1244-6 |
544-2 |
35.0% |
35-2 |
2.3% |
57% |
False |
False |
110,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1665-4 |
2.618 |
1623-1 |
1.618 |
1597-1 |
1.000 |
1581-0 |
0.618 |
1571-1 |
HIGH |
1555-0 |
0.618 |
1545-1 |
0.500 |
1542-0 |
0.382 |
1538-7 |
LOW |
1529-0 |
0.618 |
1512-7 |
1.000 |
1503-0 |
1.618 |
1486-7 |
2.618 |
1460-7 |
4.250 |
1418-4 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1549-4 |
1549-5 |
PP |
1545-6 |
1546-1 |
S1 |
1542-0 |
1542-4 |
|