CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1522-2 |
1506-6 |
-15-4 |
-1.0% |
1559-0 |
| High |
1525-0 |
1525-6 |
0-6 |
0.0% |
1570-2 |
| Low |
1503-4 |
1505-6 |
2-2 |
0.1% |
1524-0 |
| Close |
1504-2 |
1516-6 |
12-4 |
0.8% |
1527-0 |
| Range |
21-4 |
20-0 |
-1-4 |
-7.0% |
46-2 |
| ATR |
29-4 |
28-7 |
-0-5 |
-1.9% |
0-0 |
| Volume |
9,670 |
5,592 |
-4,078 |
-42.2% |
232,361 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1576-1 |
1566-3 |
1527-6 |
|
| R3 |
1556-1 |
1546-3 |
1522-2 |
|
| R2 |
1536-1 |
1536-1 |
1520-3 |
|
| R1 |
1526-3 |
1526-3 |
1518-5 |
1531-2 |
| PP |
1516-1 |
1516-1 |
1516-1 |
1518-4 |
| S1 |
1506-3 |
1506-3 |
1514-7 |
1511-2 |
| S2 |
1496-1 |
1496-1 |
1513-1 |
|
| S3 |
1476-1 |
1486-3 |
1511-2 |
|
| S4 |
1456-1 |
1466-3 |
1505-6 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1679-1 |
1649-3 |
1552-4 |
|
| R3 |
1632-7 |
1603-1 |
1539-6 |
|
| R2 |
1586-5 |
1586-5 |
1535-4 |
|
| R1 |
1556-7 |
1556-7 |
1531-2 |
1548-5 |
| PP |
1540-3 |
1540-3 |
1540-3 |
1536-2 |
| S1 |
1510-5 |
1510-5 |
1522-6 |
1502-3 |
| S2 |
1494-1 |
1494-1 |
1518-4 |
|
| S3 |
1447-7 |
1464-3 |
1514-2 |
|
| S4 |
1401-5 |
1418-1 |
1501-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1570-2 |
1503-4 |
66-6 |
4.4% |
24-3 |
1.6% |
20% |
False |
False |
15,554 |
| 10 |
1574-6 |
1503-4 |
71-2 |
4.7% |
23-7 |
1.6% |
19% |
False |
False |
58,753 |
| 20 |
1574-6 |
1485-6 |
89-0 |
5.9% |
28-1 |
1.9% |
35% |
False |
False |
93,508 |
| 40 |
1765-6 |
1485-6 |
280-0 |
18.5% |
33-0 |
2.2% |
11% |
False |
False |
119,271 |
| 60 |
1789-0 |
1485-6 |
303-2 |
20.0% |
32-5 |
2.2% |
10% |
False |
False |
112,975 |
| 80 |
1789-0 |
1485-6 |
303-2 |
20.0% |
37-1 |
2.4% |
10% |
False |
False |
119,395 |
| 100 |
1789-0 |
1317-6 |
471-2 |
31.1% |
36-3 |
2.4% |
42% |
False |
False |
120,049 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.9% |
34-7 |
2.3% |
50% |
False |
False |
110,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1610-6 |
|
2.618 |
1578-1 |
|
1.618 |
1558-1 |
|
1.000 |
1545-6 |
|
0.618 |
1538-1 |
|
HIGH |
1525-6 |
|
0.618 |
1518-1 |
|
0.500 |
1515-6 |
|
0.382 |
1513-3 |
|
LOW |
1505-6 |
|
0.618 |
1493-3 |
|
1.000 |
1485-6 |
|
1.618 |
1473-3 |
|
2.618 |
1453-3 |
|
4.250 |
1420-6 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1516-3 |
1530-6 |
| PP |
1516-1 |
1526-1 |
| S1 |
1515-6 |
1521-3 |
|