CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1596-4 |
1559-6 |
-36-6 |
-2.3% |
1621-6 |
| High |
1600-0 |
1561-2 |
-38-6 |
-2.4% |
1626-0 |
| Low |
1558-0 |
1526-4 |
-31-4 |
-2.0% |
1557-4 |
| Close |
1560-2 |
1530-4 |
-29-6 |
-1.9% |
1601-0 |
| Range |
42-0 |
34-6 |
-7-2 |
-17.3% |
68-4 |
| ATR |
38-7 |
38-5 |
-0-2 |
-0.8% |
0-0 |
| Volume |
135,722 |
158,462 |
22,740 |
16.8% |
727,003 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1643-5 |
1621-7 |
1549-5 |
|
| R3 |
1608-7 |
1587-1 |
1540-0 |
|
| R2 |
1574-1 |
1574-1 |
1536-7 |
|
| R1 |
1552-3 |
1552-3 |
1533-5 |
1545-7 |
| PP |
1539-3 |
1539-3 |
1539-3 |
1536-2 |
| S1 |
1517-5 |
1517-5 |
1527-3 |
1511-1 |
| S2 |
1504-5 |
1504-5 |
1524-1 |
|
| S3 |
1469-7 |
1482-7 |
1521-0 |
|
| S4 |
1435-1 |
1448-1 |
1511-3 |
|
|
| 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 |
1613-6 |
1526-4 |
87-2 |
5.7% |
41-1 |
2.7% |
5% |
False |
True |
156,365 |
| 10 |
1686-0 |
1526-4 |
159-4 |
10.4% |
39-6 |
2.6% |
3% |
False |
True |
145,849 |
| 20 |
1769-6 |
1526-4 |
243-2 |
15.9% |
37-2 |
2.4% |
2% |
False |
True |
135,307 |
| 40 |
1789-0 |
1526-4 |
262-4 |
17.2% |
36-6 |
2.4% |
2% |
False |
True |
119,531 |
| 60 |
1789-0 |
1505-2 |
283-6 |
18.5% |
40-6 |
2.7% |
9% |
False |
False |
128,549 |
| 80 |
1789-0 |
1302-2 |
486-6 |
31.8% |
38-1 |
2.5% |
47% |
False |
False |
122,799 |
| 100 |
1789-0 |
1244-6 |
544-2 |
35.6% |
36-2 |
2.4% |
53% |
False |
False |
110,363 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.6% |
34-0 |
2.2% |
53% |
False |
False |
100,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1709-0 |
|
2.618 |
1652-2 |
|
1.618 |
1617-4 |
|
1.000 |
1596-0 |
|
0.618 |
1582-6 |
|
HIGH |
1561-2 |
|
0.618 |
1548-0 |
|
0.500 |
1543-7 |
|
0.382 |
1539-6 |
|
LOW |
1526-4 |
|
0.618 |
1505-0 |
|
1.000 |
1491-6 |
|
1.618 |
1470-2 |
|
2.618 |
1435-4 |
|
4.250 |
1378-6 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1543-7 |
1570-1 |
| PP |
1539-3 |
1556-7 |
| S1 |
1535-0 |
1543-6 |
|