CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1570-0 |
1596-4 |
26-4 |
1.7% |
1621-6 |
| High |
1613-6 |
1600-0 |
-13-6 |
-0.9% |
1626-0 |
| Low |
1559-4 |
1558-0 |
-1-4 |
-0.1% |
1557-4 |
| Close |
1601-0 |
1560-2 |
-40-6 |
-2.5% |
1601-0 |
| Range |
54-2 |
42-0 |
-12-2 |
-22.6% |
68-4 |
| ATR |
38-4 |
38-7 |
0-3 |
0.8% |
0-0 |
| Volume |
201,224 |
135,722 |
-65,502 |
-32.6% |
727,003 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1698-6 |
1671-4 |
1583-3 |
|
| R3 |
1656-6 |
1629-4 |
1571-6 |
|
| R2 |
1614-6 |
1614-6 |
1568-0 |
|
| R1 |
1587-4 |
1587-4 |
1564-1 |
1580-1 |
| PP |
1572-6 |
1572-6 |
1572-6 |
1569-0 |
| S1 |
1545-4 |
1545-4 |
1556-3 |
1538-1 |
| S2 |
1530-6 |
1530-6 |
1552-4 |
|
| S3 |
1488-6 |
1503-4 |
1548-6 |
|
| S4 |
1446-6 |
1461-4 |
1537-1 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1800-3 |
1769-1 |
1638-5 |
|
| R3 |
1731-7 |
1700-5 |
1619-7 |
|
| R2 |
1663-3 |
1663-3 |
1613-4 |
|
| R1 |
1632-1 |
1632-1 |
1607-2 |
1613-4 |
| PP |
1594-7 |
1594-7 |
1594-7 |
1585-4 |
| S1 |
1563-5 |
1563-5 |
1594-6 |
1545-0 |
| S2 |
1526-3 |
1526-3 |
1588-4 |
|
| S3 |
1457-7 |
1495-1 |
1582-1 |
|
| S4 |
1389-3 |
1426-5 |
1563-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1625-4 |
1557-4 |
68-0 |
4.4% |
38-4 |
2.5% |
4% |
False |
False |
146,142 |
| 10 |
1686-0 |
1557-4 |
128-4 |
8.2% |
40-1 |
2.6% |
2% |
False |
False |
148,315 |
| 20 |
1789-0 |
1557-4 |
231-4 |
14.8% |
37-1 |
2.4% |
1% |
False |
False |
134,056 |
| 40 |
1789-0 |
1555-2 |
233-6 |
15.0% |
36-5 |
2.3% |
2% |
False |
False |
118,488 |
| 60 |
1789-0 |
1505-2 |
283-6 |
18.2% |
41-0 |
2.6% |
19% |
False |
False |
127,769 |
| 80 |
1789-0 |
1302-2 |
486-6 |
31.2% |
38-0 |
2.4% |
53% |
False |
False |
121,885 |
| 100 |
1789-0 |
1244-6 |
544-2 |
34.9% |
36-2 |
2.3% |
58% |
False |
False |
109,308 |
| 120 |
1789-0 |
1244-6 |
544-2 |
34.9% |
33-7 |
2.2% |
58% |
False |
False |
99,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1778-4 |
|
2.618 |
1710-0 |
|
1.618 |
1668-0 |
|
1.000 |
1642-0 |
|
0.618 |
1626-0 |
|
HIGH |
1600-0 |
|
0.618 |
1584-0 |
|
0.500 |
1579-0 |
|
0.382 |
1574-0 |
|
LOW |
1558-0 |
|
0.618 |
1532-0 |
|
1.000 |
1516-0 |
|
1.618 |
1490-0 |
|
2.618 |
1448-0 |
|
4.250 |
1379-4 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1579-0 |
1585-5 |
| PP |
1572-6 |
1577-1 |
| S1 |
1566-4 |
1568-6 |
|