CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1554-6 |
1570-0 |
15-2 |
1.0% |
1519-0 |
High |
1574-6 |
1574-4 |
-0-2 |
0.0% |
1555-6 |
Low |
1549-2 |
1557-2 |
8-0 |
0.5% |
1485-6 |
Close |
1570-4 |
1564-0 |
-6-4 |
-0.4% |
1534-2 |
Range |
25-4 |
17-2 |
-8-2 |
-32.4% |
70-0 |
ATR |
33-1 |
32-0 |
-1-1 |
-3.4% |
0-0 |
Volume |
136,436 |
96,987 |
-39,449 |
-28.9% |
572,737 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1617-0 |
1607-6 |
1573-4 |
|
R3 |
1599-6 |
1590-4 |
1568-6 |
|
R2 |
1582-4 |
1582-4 |
1567-1 |
|
R1 |
1573-2 |
1573-2 |
1565-5 |
1569-2 |
PP |
1565-2 |
1565-2 |
1565-2 |
1563-2 |
S1 |
1556-0 |
1556-0 |
1562-3 |
1552-0 |
S2 |
1548-0 |
1548-0 |
1560-7 |
|
S3 |
1530-6 |
1538-6 |
1559-2 |
|
S4 |
1513-4 |
1521-4 |
1554-4 |
|
|
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 |
1574-6 |
1526-4 |
48-2 |
3.1% |
24-7 |
1.6% |
78% |
False |
False |
112,450 |
10 |
1574-6 |
1485-6 |
89-0 |
5.7% |
28-6 |
1.8% |
88% |
False |
False |
115,326 |
20 |
1613-6 |
1485-6 |
128-0 |
8.2% |
32-4 |
2.1% |
61% |
False |
False |
135,651 |
40 |
1789-0 |
1485-6 |
303-2 |
19.4% |
33-6 |
2.2% |
26% |
False |
False |
130,642 |
60 |
1789-0 |
1485-6 |
303-2 |
19.4% |
35-1 |
2.2% |
26% |
False |
False |
122,265 |
80 |
1789-0 |
1485-6 |
303-2 |
19.4% |
38-3 |
2.5% |
26% |
False |
False |
128,885 |
100 |
1789-0 |
1275-4 |
513-4 |
32.8% |
36-6 |
2.4% |
56% |
False |
False |
122,508 |
120 |
1789-0 |
1244-6 |
544-2 |
34.8% |
35-2 |
2.3% |
59% |
False |
False |
111,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1647-6 |
2.618 |
1619-5 |
1.618 |
1602-3 |
1.000 |
1591-6 |
0.618 |
1585-1 |
HIGH |
1574-4 |
0.618 |
1567-7 |
0.500 |
1565-7 |
0.382 |
1563-7 |
LOW |
1557-2 |
0.618 |
1546-5 |
1.000 |
1540-0 |
1.618 |
1529-3 |
2.618 |
1512-1 |
4.250 |
1484-0 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1565-7 |
1560-0 |
PP |
1565-2 |
1555-7 |
S1 |
1564-5 |
1551-7 |
|