CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1519-0 |
1507-2 |
-11-6 |
-0.8% |
1559-0 |
High |
1522-6 |
1513-0 |
-9-6 |
-0.6% |
1570-2 |
Low |
1500-2 |
1499-0 |
-1-2 |
-0.1% |
1524-0 |
Close |
1508-6 |
1499-2 |
-9-4 |
-0.6% |
1527-0 |
Range |
22-4 |
14-0 |
-8-4 |
-37.8% |
46-2 |
ATR |
28-4 |
27-3 |
-1-0 |
-3.6% |
0-0 |
Volume |
2,551 |
2,234 |
-317 |
-12.4% |
232,361 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1545-6 |
1536-4 |
1507-0 |
|
R3 |
1531-6 |
1522-4 |
1503-1 |
|
R2 |
1517-6 |
1517-6 |
1501-7 |
|
R1 |
1508-4 |
1508-4 |
1500-4 |
1506-1 |
PP |
1503-6 |
1503-6 |
1503-6 |
1502-4 |
S1 |
1494-4 |
1494-4 |
1498-0 |
1492-1 |
S2 |
1489-6 |
1489-6 |
1496-5 |
|
S3 |
1475-6 |
1480-4 |
1495-3 |
|
S4 |
1461-6 |
1466-4 |
1491-4 |
|
|
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 |
1558-0 |
1499-0 |
59-0 |
3.9% |
22-2 |
1.5% |
0% |
False |
True |
6,656 |
10 |
1570-2 |
1499-0 |
71-2 |
4.8% |
23-2 |
1.5% |
0% |
False |
True |
35,890 |
20 |
1574-6 |
1485-6 |
89-0 |
5.9% |
26-0 |
1.7% |
15% |
False |
False |
75,608 |
40 |
1765-6 |
1485-6 |
280-0 |
18.7% |
32-1 |
2.1% |
5% |
False |
False |
112,484 |
60 |
1789-0 |
1485-6 |
303-2 |
20.2% |
32-1 |
2.1% |
4% |
False |
False |
110,227 |
80 |
1789-0 |
1485-6 |
303-2 |
20.2% |
36-5 |
2.4% |
4% |
False |
False |
116,288 |
100 |
1789-0 |
1364-4 |
424-4 |
28.3% |
36-0 |
2.4% |
32% |
False |
False |
118,559 |
120 |
1789-0 |
1244-6 |
544-2 |
36.3% |
34-7 |
2.3% |
47% |
False |
False |
109,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1572-4 |
2.618 |
1549-5 |
1.618 |
1535-5 |
1.000 |
1527-0 |
0.618 |
1521-5 |
HIGH |
1513-0 |
0.618 |
1507-5 |
0.500 |
1506-0 |
0.382 |
1504-3 |
LOW |
1499-0 |
0.618 |
1490-3 |
1.000 |
1485-0 |
1.618 |
1476-3 |
2.618 |
1462-3 |
4.250 |
1439-4 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1506-0 |
1512-3 |
PP |
1503-6 |
1508-0 |
S1 |
1501-4 |
1503-5 |
|