CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1570-0 |
1562-4 |
-7-4 |
-0.5% |
1530-6 |
High |
1574-4 |
1566-6 |
-7-6 |
-0.5% |
1574-6 |
Low |
1557-2 |
1552-4 |
-4-6 |
-0.3% |
1526-4 |
Close |
1564-0 |
1561-2 |
-2-6 |
-0.2% |
1561-2 |
Range |
17-2 |
14-2 |
-3-0 |
-17.4% |
48-2 |
ATR |
32-0 |
30-6 |
-1-2 |
-4.0% |
0-0 |
Volume |
96,987 |
106,493 |
9,506 |
9.8% |
553,969 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1602-7 |
1596-3 |
1569-1 |
|
R3 |
1588-5 |
1582-1 |
1565-1 |
|
R2 |
1574-3 |
1574-3 |
1563-7 |
|
R1 |
1567-7 |
1567-7 |
1562-4 |
1564-0 |
PP |
1560-1 |
1560-1 |
1560-1 |
1558-2 |
S1 |
1553-5 |
1553-5 |
1560-0 |
1549-6 |
S2 |
1545-7 |
1545-7 |
1558-5 |
|
S3 |
1531-5 |
1539-3 |
1557-3 |
|
S4 |
1517-3 |
1525-1 |
1553-3 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1698-7 |
1678-3 |
1587-6 |
|
R3 |
1650-5 |
1630-1 |
1574-4 |
|
R2 |
1602-3 |
1602-3 |
1570-1 |
|
R1 |
1581-7 |
1581-7 |
1565-5 |
1592-1 |
PP |
1554-1 |
1554-1 |
1554-1 |
1559-2 |
S1 |
1533-5 |
1533-5 |
1556-7 |
1543-7 |
S2 |
1505-7 |
1505-7 |
1552-3 |
|
S3 |
1457-5 |
1485-3 |
1548-0 |
|
S4 |
1409-3 |
1437-1 |
1534-6 |
|
|
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% |
23-0 |
1.5% |
72% |
False |
False |
110,793 |
10 |
1574-6 |
1485-6 |
89-0 |
5.7% |
25-7 |
1.7% |
85% |
False |
False |
112,670 |
20 |
1600-0 |
1485-6 |
114-2 |
7.3% |
30-4 |
2.0% |
66% |
False |
False |
130,914 |
40 |
1789-0 |
1485-6 |
303-2 |
19.4% |
33-2 |
2.1% |
25% |
False |
False |
131,489 |
60 |
1789-0 |
1485-6 |
303-2 |
19.4% |
34-4 |
2.2% |
25% |
False |
False |
122,022 |
80 |
1789-0 |
1485-6 |
303-2 |
19.4% |
38-1 |
2.4% |
25% |
False |
False |
128,827 |
100 |
1789-0 |
1296-6 |
492-2 |
31.5% |
36-5 |
2.3% |
54% |
False |
False |
123,023 |
120 |
1789-0 |
1244-6 |
544-2 |
34.9% |
35-1 |
2.3% |
58% |
False |
False |
112,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1627-2 |
2.618 |
1604-0 |
1.618 |
1589-6 |
1.000 |
1581-0 |
0.618 |
1575-4 |
HIGH |
1566-6 |
0.618 |
1561-2 |
0.500 |
1559-5 |
0.382 |
1558-0 |
LOW |
1552-4 |
0.618 |
1543-6 |
1.000 |
1538-2 |
1.618 |
1529-4 |
2.618 |
1515-2 |
4.250 |
1492-0 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1560-6 |
1562-0 |
PP |
1560-1 |
1561-6 |
S1 |
1559-5 |
1561-4 |
|