CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1553-4 |
1550-4 |
-3-0 |
-0.2% |
1596-4 |
| High |
1561-0 |
1574-0 |
13-0 |
0.8% |
1600-0 |
| Low |
1537-4 |
1547-0 |
9-4 |
0.6% |
1504-0 |
| Close |
1551-0 |
1550-0 |
-1-0 |
-0.1% |
1551-4 |
| Range |
23-4 |
27-0 |
3-4 |
14.9% |
96-0 |
| ATR |
36-5 |
35-7 |
-0-5 |
-1.9% |
0-0 |
| Volume |
118,673 |
135,427 |
16,754 |
14.1% |
741,635 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1638-0 |
1621-0 |
1564-7 |
|
| R3 |
1611-0 |
1594-0 |
1557-3 |
|
| R2 |
1584-0 |
1584-0 |
1555-0 |
|
| R1 |
1567-0 |
1567-0 |
1552-4 |
1562-0 |
| PP |
1557-0 |
1557-0 |
1557-0 |
1554-4 |
| S1 |
1540-0 |
1540-0 |
1547-4 |
1535-0 |
| S2 |
1530-0 |
1530-0 |
1545-0 |
|
| S3 |
1503-0 |
1513-0 |
1542-5 |
|
| S4 |
1476-0 |
1486-0 |
1535-1 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1839-7 |
1791-5 |
1604-2 |
|
| R3 |
1743-7 |
1695-5 |
1577-7 |
|
| R2 |
1647-7 |
1647-7 |
1569-1 |
|
| R1 |
1599-5 |
1599-5 |
1560-2 |
1575-6 |
| PP |
1551-7 |
1551-7 |
1551-7 |
1539-7 |
| S1 |
1503-5 |
1503-5 |
1542-6 |
1479-6 |
| S2 |
1455-7 |
1455-7 |
1533-7 |
|
| S3 |
1359-7 |
1407-5 |
1525-1 |
|
| S4 |
1263-7 |
1311-5 |
1498-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1574-0 |
1504-0 |
70-0 |
4.5% |
30-5 |
2.0% |
66% |
True |
False |
140,310 |
| 10 |
1613-6 |
1504-0 |
109-6 |
7.1% |
35-7 |
2.3% |
42% |
False |
False |
148,337 |
| 20 |
1765-6 |
1504-0 |
261-6 |
16.9% |
37-7 |
2.4% |
18% |
False |
False |
145,034 |
| 40 |
1789-0 |
1504-0 |
285-0 |
18.4% |
34-7 |
2.3% |
16% |
False |
False |
122,708 |
| 60 |
1789-0 |
1504-0 |
285-0 |
18.4% |
40-1 |
2.6% |
16% |
False |
False |
128,024 |
| 80 |
1789-0 |
1317-6 |
471-2 |
30.4% |
38-4 |
2.5% |
49% |
False |
False |
126,685 |
| 100 |
1789-0 |
1244-6 |
544-2 |
35.1% |
36-2 |
2.3% |
56% |
False |
False |
113,846 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.1% |
34-2 |
2.2% |
56% |
False |
False |
104,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1688-6 |
|
2.618 |
1644-5 |
|
1.618 |
1617-5 |
|
1.000 |
1601-0 |
|
0.618 |
1590-5 |
|
HIGH |
1574-0 |
|
0.618 |
1563-5 |
|
0.500 |
1560-4 |
|
0.382 |
1557-3 |
|
LOW |
1547-0 |
|
0.618 |
1530-3 |
|
1.000 |
1520-0 |
|
1.618 |
1503-3 |
|
2.618 |
1476-3 |
|
4.250 |
1432-2 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1560-4 |
1555-6 |
| PP |
1557-0 |
1553-7 |
| S1 |
1553-4 |
1551-7 |
|