CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1519-0 |
1494-0 |
-25-0 |
-1.6% |
1553-4 |
| High |
1520-0 |
1514-6 |
-5-2 |
-0.3% |
1574-0 |
| Low |
1485-6 |
1493-0 |
7-2 |
0.5% |
1510-0 |
| Close |
1492-4 |
1493-6 |
1-2 |
0.1% |
1522-4 |
| Range |
34-2 |
21-6 |
-12-4 |
-36.5% |
64-0 |
| ATR |
36-7 |
35-7 |
-1-0 |
-2.8% |
0-0 |
| Volume |
129,430 |
103,736 |
-25,694 |
-19.9% |
749,948 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1565-6 |
1551-4 |
1505-6 |
|
| R3 |
1544-0 |
1529-6 |
1499-6 |
|
| R2 |
1522-2 |
1522-2 |
1497-6 |
|
| R1 |
1508-0 |
1508-0 |
1495-6 |
1504-2 |
| PP |
1500-4 |
1500-4 |
1500-4 |
1498-5 |
| S1 |
1486-2 |
1486-2 |
1491-6 |
1482-4 |
| S2 |
1478-6 |
1478-6 |
1489-6 |
|
| S3 |
1457-0 |
1464-4 |
1487-6 |
|
| S4 |
1435-2 |
1442-6 |
1481-6 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1727-4 |
1689-0 |
1557-6 |
|
| R3 |
1663-4 |
1625-0 |
1540-1 |
|
| R2 |
1599-4 |
1599-4 |
1534-2 |
|
| R1 |
1561-0 |
1561-0 |
1528-3 |
1548-2 |
| PP |
1535-4 |
1535-4 |
1535-4 |
1529-1 |
| S1 |
1497-0 |
1497-0 |
1516-5 |
1484-2 |
| S2 |
1471-4 |
1471-4 |
1510-6 |
|
| S3 |
1407-4 |
1433-0 |
1504-7 |
|
| S4 |
1343-4 |
1369-0 |
1487-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1568-0 |
1485-6 |
82-2 |
5.5% |
35-5 |
2.4% |
10% |
False |
False |
145,802 |
| 10 |
1574-0 |
1485-6 |
88-2 |
5.9% |
33-1 |
2.2% |
9% |
False |
False |
143,056 |
| 20 |
1686-0 |
1485-6 |
200-2 |
13.4% |
36-3 |
2.4% |
4% |
False |
False |
144,452 |
| 40 |
1789-0 |
1485-6 |
303-2 |
20.3% |
35-3 |
2.4% |
3% |
False |
False |
130,386 |
| 60 |
1789-0 |
1485-6 |
303-2 |
20.3% |
38-6 |
2.6% |
3% |
False |
False |
126,978 |
| 80 |
1789-0 |
1392-6 |
396-2 |
26.5% |
38-7 |
2.6% |
25% |
False |
False |
129,580 |
| 100 |
1789-0 |
1244-6 |
544-2 |
36.4% |
36-5 |
2.5% |
46% |
False |
False |
118,319 |
| 120 |
1789-0 |
1244-6 |
544-2 |
36.4% |
34-7 |
2.3% |
46% |
False |
False |
108,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1607-2 |
|
2.618 |
1571-6 |
|
1.618 |
1550-0 |
|
1.000 |
1536-4 |
|
0.618 |
1528-2 |
|
HIGH |
1514-6 |
|
0.618 |
1506-4 |
|
0.500 |
1503-7 |
|
0.382 |
1501-2 |
|
LOW |
1493-0 |
|
0.618 |
1479-4 |
|
1.000 |
1471-2 |
|
1.618 |
1457-6 |
|
2.618 |
1436-0 |
|
4.250 |
1400-4 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1503-7 |
1519-5 |
| PP |
1500-4 |
1511-0 |
| S1 |
1497-1 |
1502-3 |
|