CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1547-6 |
1523-0 |
-24-6 |
-1.6% |
1596-4 |
| High |
1550-0 |
1568-0 |
18-0 |
1.2% |
1600-0 |
| Low |
1518-0 |
1521-2 |
3-2 |
0.2% |
1504-0 |
| Close |
1523-2 |
1548-4 |
25-2 |
1.7% |
1551-4 |
| Range |
32-0 |
46-6 |
14-6 |
46.1% |
96-0 |
| ATR |
35-5 |
36-4 |
0-6 |
2.2% |
0-0 |
| Volume |
153,713 |
209,081 |
55,368 |
36.0% |
741,635 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1686-1 |
1664-1 |
1574-2 |
|
| R3 |
1639-3 |
1617-3 |
1561-3 |
|
| R2 |
1592-5 |
1592-5 |
1557-1 |
|
| R1 |
1570-5 |
1570-5 |
1552-6 |
1581-5 |
| PP |
1545-7 |
1545-7 |
1545-7 |
1551-4 |
| S1 |
1523-7 |
1523-7 |
1544-2 |
1534-7 |
| S2 |
1499-1 |
1499-1 |
1539-7 |
|
| S3 |
1452-3 |
1477-1 |
1535-5 |
|
| S4 |
1405-5 |
1430-3 |
1522-6 |
|
|
| 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 |
1518-0 |
56-0 |
3.6% |
30-7 |
2.0% |
54% |
False |
False |
152,393 |
| 10 |
1613-6 |
1504-0 |
109-6 |
7.1% |
36-2 |
2.3% |
41% |
False |
False |
155,975 |
| 20 |
1765-6 |
1504-0 |
261-6 |
16.9% |
38-1 |
2.5% |
17% |
False |
False |
149,360 |
| 40 |
1789-0 |
1504-0 |
285-0 |
18.4% |
35-2 |
2.3% |
16% |
False |
False |
127,537 |
| 60 |
1789-0 |
1504-0 |
285-0 |
18.4% |
40-1 |
2.6% |
16% |
False |
False |
129,848 |
| 80 |
1789-0 |
1364-4 |
424-4 |
27.4% |
38-4 |
2.5% |
43% |
False |
False |
129,296 |
| 100 |
1789-0 |
1244-6 |
544-2 |
35.1% |
36-5 |
2.4% |
56% |
False |
False |
116,369 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.1% |
34-4 |
2.2% |
56% |
False |
False |
106,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1766-6 |
|
2.618 |
1690-3 |
|
1.618 |
1643-5 |
|
1.000 |
1614-6 |
|
0.618 |
1596-7 |
|
HIGH |
1568-0 |
|
0.618 |
1550-1 |
|
0.500 |
1544-5 |
|
0.382 |
1539-1 |
|
LOW |
1521-2 |
|
0.618 |
1492-3 |
|
1.000 |
1474-4 |
|
1.618 |
1445-5 |
|
2.618 |
1398-7 |
|
4.250 |
1322-4 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1547-2 |
1547-5 |
| PP |
1545-7 |
1546-7 |
| S1 |
1544-5 |
1546-0 |
|