CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1500-0 |
1452-2 |
-47-6 |
-3.2% |
1522-2 |
| High |
1501-0 |
1452-2 |
-48-6 |
-3.2% |
1525-6 |
| Low |
1451-0 |
1406-0 |
-45-0 |
-3.1% |
1451-0 |
| Close |
1452-0 |
1411-0 |
-41-0 |
-2.8% |
1452-0 |
| Range |
50-0 |
46-2 |
-3-6 |
-7.5% |
74-6 |
| ATR |
29-0 |
30-2 |
1-2 |
4.2% |
0-0 |
| Volume |
11,301 |
1,445 |
-9,856 |
-87.2% |
31,348 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1561-7 |
1532-5 |
1436-4 |
|
| R3 |
1515-5 |
1486-3 |
1423-6 |
|
| R2 |
1469-3 |
1469-3 |
1419-4 |
|
| R1 |
1440-1 |
1440-1 |
1415-2 |
1431-5 |
| PP |
1423-1 |
1423-1 |
1423-1 |
1418-6 |
| S1 |
1393-7 |
1393-7 |
1406-6 |
1385-3 |
| S2 |
1376-7 |
1376-7 |
1402-4 |
|
| S3 |
1330-5 |
1347-5 |
1398-2 |
|
| S4 |
1284-3 |
1301-3 |
1385-4 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1700-4 |
1651-0 |
1493-1 |
|
| R3 |
1625-6 |
1576-2 |
1472-4 |
|
| R2 |
1551-0 |
1551-0 |
1465-6 |
|
| R1 |
1501-4 |
1501-4 |
1458-7 |
1488-7 |
| PP |
1476-2 |
1476-2 |
1476-2 |
1470-0 |
| S1 |
1426-6 |
1426-6 |
1445-1 |
1414-1 |
| S2 |
1401-4 |
1401-4 |
1438-2 |
|
| S3 |
1326-6 |
1352-0 |
1431-4 |
|
| S4 |
1252-0 |
1277-2 |
1410-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1525-6 |
1406-0 |
119-6 |
8.5% |
30-4 |
2.2% |
4% |
False |
True |
4,624 |
| 10 |
1570-2 |
1406-0 |
164-2 |
11.6% |
27-6 |
2.0% |
3% |
False |
True |
17,032 |
| 20 |
1574-6 |
1406-0 |
168-6 |
12.0% |
26-7 |
1.9% |
3% |
False |
True |
63,121 |
| 40 |
1686-0 |
1406-0 |
280-0 |
19.8% |
32-1 |
2.3% |
2% |
False |
True |
105,771 |
| 60 |
1789-0 |
1406-0 |
383-0 |
27.1% |
33-0 |
2.3% |
1% |
False |
True |
107,861 |
| 80 |
1789-0 |
1406-0 |
383-0 |
27.1% |
36-4 |
2.6% |
1% |
False |
True |
111,908 |
| 100 |
1789-0 |
1364-4 |
424-4 |
30.1% |
36-4 |
2.6% |
11% |
False |
False |
116,195 |
| 120 |
1789-0 |
1244-6 |
544-2 |
38.6% |
35-0 |
2.5% |
31% |
False |
False |
108,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1648-6 |
|
2.618 |
1573-3 |
|
1.618 |
1527-1 |
|
1.000 |
1498-4 |
|
0.618 |
1480-7 |
|
HIGH |
1452-2 |
|
0.618 |
1434-5 |
|
0.500 |
1429-1 |
|
0.382 |
1423-5 |
|
LOW |
1406-0 |
|
0.618 |
1377-3 |
|
1.000 |
1359-6 |
|
1.618 |
1331-1 |
|
2.618 |
1284-7 |
|
4.250 |
1209-4 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1429-1 |
1459-4 |
| PP |
1423-1 |
1443-3 |
| S1 |
1417-0 |
1427-1 |
|