CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1559-6 |
1531-4 |
-28-2 |
-1.8% |
1621-6 |
| High |
1561-2 |
1543-6 |
-17-4 |
-1.1% |
1626-0 |
| Low |
1526-4 |
1504-0 |
-22-4 |
-1.5% |
1557-4 |
| Close |
1530-4 |
1531-6 |
1-2 |
0.1% |
1601-0 |
| Range |
34-6 |
39-6 |
5-0 |
14.4% |
68-4 |
| ATR |
38-5 |
38-5 |
0-1 |
0.2% |
0-0 |
| Volume |
158,462 |
165,835 |
7,373 |
4.7% |
727,003 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1645-6 |
1628-4 |
1553-5 |
|
| R3 |
1606-0 |
1588-6 |
1542-5 |
|
| R2 |
1566-2 |
1566-2 |
1539-0 |
|
| R1 |
1549-0 |
1549-0 |
1535-3 |
1557-5 |
| PP |
1526-4 |
1526-4 |
1526-4 |
1530-6 |
| S1 |
1509-2 |
1509-2 |
1528-1 |
1517-7 |
| S2 |
1486-6 |
1486-6 |
1524-4 |
|
| S3 |
1447-0 |
1469-4 |
1520-7 |
|
| S4 |
1407-2 |
1429-6 |
1509-7 |
|
|
| 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 |
1504-0 |
109-6 |
7.2% |
39-4 |
2.6% |
25% |
False |
True |
160,281 |
| 10 |
1686-0 |
1504-0 |
182-0 |
11.9% |
40-3 |
2.6% |
15% |
False |
True |
151,251 |
| 20 |
1765-6 |
1504-0 |
261-6 |
17.1% |
37-7 |
2.5% |
11% |
False |
True |
138,329 |
| 40 |
1789-0 |
1504-0 |
285-0 |
18.6% |
36-6 |
2.4% |
10% |
False |
True |
120,804 |
| 60 |
1789-0 |
1504-0 |
285-0 |
18.6% |
41-0 |
2.7% |
10% |
False |
True |
128,675 |
| 80 |
1789-0 |
1302-2 |
486-6 |
31.8% |
38-2 |
2.5% |
47% |
False |
False |
123,718 |
| 100 |
1789-0 |
1244-6 |
544-2 |
35.5% |
36-1 |
2.4% |
53% |
False |
False |
111,339 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.5% |
34-1 |
2.2% |
53% |
False |
False |
101,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1712-6 |
|
2.618 |
1647-7 |
|
1.618 |
1608-1 |
|
1.000 |
1583-4 |
|
0.618 |
1568-3 |
|
HIGH |
1543-6 |
|
0.618 |
1528-5 |
|
0.500 |
1523-7 |
|
0.382 |
1519-1 |
|
LOW |
1504-0 |
|
0.618 |
1479-3 |
|
1.000 |
1464-2 |
|
1.618 |
1439-5 |
|
2.618 |
1399-7 |
|
4.250 |
1335-0 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1529-1 |
1552-0 |
| PP |
1526-4 |
1545-2 |
| S1 |
1523-7 |
1538-4 |
|