CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1509-0 |
1544-6 |
35-6 |
2.4% |
1519-0 |
| High |
1547-6 |
1555-6 |
8-0 |
0.5% |
1555-6 |
| Low |
1507-4 |
1532-2 |
24-6 |
1.6% |
1485-6 |
| Close |
1545-4 |
1534-2 |
-11-2 |
-0.7% |
1534-2 |
| Range |
40-2 |
23-4 |
-16-6 |
-41.6% |
70-0 |
| ATR |
35-3 |
34-4 |
-0-7 |
-2.4% |
0-0 |
| Volume |
144,016 |
114,775 |
-29,241 |
-20.3% |
572,737 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1611-2 |
1596-2 |
1547-1 |
|
| R3 |
1587-6 |
1572-6 |
1540-6 |
|
| R2 |
1564-2 |
1564-2 |
1538-4 |
|
| R1 |
1549-2 |
1549-2 |
1536-3 |
1545-0 |
| PP |
1540-6 |
1540-6 |
1540-6 |
1538-5 |
| S1 |
1525-6 |
1525-6 |
1532-1 |
1521-4 |
| S2 |
1517-2 |
1517-2 |
1530-0 |
|
| S3 |
1493-6 |
1502-2 |
1527-6 |
|
| S4 |
1470-2 |
1478-6 |
1521-3 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1735-2 |
1704-6 |
1572-6 |
|
| R3 |
1665-2 |
1634-6 |
1553-4 |
|
| R2 |
1595-2 |
1595-2 |
1547-1 |
|
| R1 |
1564-6 |
1564-6 |
1540-5 |
1580-0 |
| PP |
1525-2 |
1525-2 |
1525-2 |
1532-7 |
| S1 |
1494-6 |
1494-6 |
1527-7 |
1510-0 |
| S2 |
1455-2 |
1455-2 |
1521-3 |
|
| S3 |
1385-2 |
1424-6 |
1515-0 |
|
| S4 |
1315-2 |
1354-6 |
1495-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1555-6 |
1485-6 |
70-0 |
4.6% |
28-6 |
1.9% |
69% |
True |
False |
114,547 |
| 10 |
1574-0 |
1485-6 |
88-2 |
5.8% |
31-5 |
2.1% |
55% |
False |
False |
132,268 |
| 20 |
1626-0 |
1485-6 |
140-2 |
9.1% |
34-1 |
2.2% |
35% |
False |
False |
139,566 |
| 40 |
1789-0 |
1485-6 |
303-2 |
19.8% |
34-6 |
2.3% |
16% |
False |
False |
129,822 |
| 60 |
1789-0 |
1485-6 |
303-2 |
19.8% |
36-5 |
2.4% |
16% |
False |
False |
123,465 |
| 80 |
1789-0 |
1392-6 |
396-2 |
25.8% |
38-6 |
2.5% |
36% |
False |
False |
129,172 |
| 100 |
1789-0 |
1244-6 |
544-2 |
35.5% |
36-7 |
2.4% |
53% |
False |
False |
120,452 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.5% |
35-1 |
2.3% |
53% |
False |
False |
110,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1655-5 |
|
2.618 |
1617-2 |
|
1.618 |
1593-6 |
|
1.000 |
1579-2 |
|
0.618 |
1570-2 |
|
HIGH |
1555-6 |
|
0.618 |
1546-6 |
|
0.500 |
1544-0 |
|
0.382 |
1541-2 |
|
LOW |
1532-2 |
|
0.618 |
1517-6 |
|
1.000 |
1508-6 |
|
1.618 |
1494-2 |
|
2.618 |
1470-6 |
|
4.250 |
1432-3 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1544-0 |
1530-0 |
| PP |
1540-6 |
1525-6 |
| S1 |
1537-4 |
1521-4 |
|