CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1452-2 |
1422-0 |
-30-2 |
-2.1% |
1522-2 |
High |
1452-2 |
1427-0 |
-25-2 |
-1.7% |
1525-6 |
Low |
1406-0 |
1400-6 |
-5-2 |
-0.4% |
1451-0 |
Close |
1411-0 |
1427-0 |
16-0 |
1.1% |
1452-0 |
Range |
46-2 |
26-2 |
-20-0 |
-43.2% |
74-6 |
ATR |
30-2 |
30-0 |
-0-2 |
-0.9% |
0-0 |
Volume |
1,445 |
1,838 |
393 |
27.2% |
31,348 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1497-0 |
1488-2 |
1441-4 |
|
R3 |
1470-6 |
1462-0 |
1434-2 |
|
R2 |
1444-4 |
1444-4 |
1431-6 |
|
R1 |
1435-6 |
1435-6 |
1429-3 |
1440-1 |
PP |
1418-2 |
1418-2 |
1418-2 |
1420-4 |
S1 |
1409-4 |
1409-4 |
1424-5 |
1413-7 |
S2 |
1392-0 |
1392-0 |
1422-2 |
|
S3 |
1365-6 |
1383-2 |
1419-6 |
|
S4 |
1339-4 |
1357-0 |
1412-4 |
|
|
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 |
1522-6 |
1400-6 |
122-0 |
8.5% |
31-6 |
2.2% |
22% |
False |
True |
3,873 |
10 |
1570-2 |
1400-6 |
169-4 |
11.9% |
28-1 |
2.0% |
15% |
False |
True |
9,713 |
20 |
1574-6 |
1400-6 |
174-0 |
12.2% |
27-1 |
1.9% |
15% |
False |
True |
58,026 |
40 |
1686-0 |
1400-6 |
285-2 |
20.0% |
31-6 |
2.2% |
9% |
False |
True |
101,239 |
60 |
1789-0 |
1400-6 |
388-2 |
27.2% |
32-5 |
2.3% |
7% |
False |
True |
106,266 |
80 |
1789-0 |
1400-6 |
388-2 |
27.2% |
35-7 |
2.5% |
7% |
False |
True |
109,740 |
100 |
1789-0 |
1392-6 |
396-2 |
27.8% |
36-4 |
2.6% |
9% |
False |
False |
115,269 |
120 |
1789-0 |
1244-6 |
544-2 |
38.1% |
35-0 |
2.5% |
33% |
False |
False |
108,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1538-4 |
2.618 |
1495-6 |
1.618 |
1469-4 |
1.000 |
1453-2 |
0.618 |
1443-2 |
HIGH |
1427-0 |
0.618 |
1417-0 |
0.500 |
1413-7 |
0.382 |
1410-6 |
LOW |
1400-6 |
0.618 |
1384-4 |
1.000 |
1374-4 |
1.618 |
1358-2 |
2.618 |
1332-0 |
4.250 |
1289-2 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1422-5 |
1450-7 |
PP |
1418-2 |
1442-7 |
S1 |
1413-7 |
1435-0 |
|