CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1546-4 |
1554-6 |
8-2 |
0.5% |
1519-0 |
| High |
1555-0 |
1574-6 |
19-6 |
1.3% |
1555-6 |
| Low |
1529-0 |
1549-2 |
20-2 |
1.3% |
1485-6 |
| Close |
1553-2 |
1570-4 |
17-2 |
1.1% |
1534-2 |
| Range |
26-0 |
25-4 |
-0-4 |
-1.9% |
70-0 |
| ATR |
33-6 |
33-1 |
-0-5 |
-1.7% |
0-0 |
| Volume |
95,184 |
136,436 |
41,252 |
43.3% |
572,737 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1641-3 |
1631-3 |
1584-4 |
|
| R3 |
1615-7 |
1605-7 |
1577-4 |
|
| R2 |
1590-3 |
1590-3 |
1575-1 |
|
| R1 |
1580-3 |
1580-3 |
1572-7 |
1585-3 |
| PP |
1564-7 |
1564-7 |
1564-7 |
1567-2 |
| S1 |
1554-7 |
1554-7 |
1568-1 |
1559-7 |
| S2 |
1539-3 |
1539-3 |
1565-7 |
|
| S3 |
1513-7 |
1529-3 |
1563-4 |
|
| S4 |
1488-3 |
1503-7 |
1556-4 |
|
|
| 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 |
1574-6 |
1507-4 |
67-2 |
4.3% |
29-4 |
1.9% |
94% |
True |
False |
121,856 |
| 10 |
1574-6 |
1485-6 |
89-0 |
5.7% |
31-6 |
2.0% |
95% |
True |
False |
126,536 |
| 20 |
1613-6 |
1485-6 |
128-0 |
8.2% |
33-0 |
2.1% |
66% |
False |
False |
137,809 |
| 40 |
1789-0 |
1485-6 |
303-2 |
19.3% |
34-2 |
2.2% |
28% |
False |
False |
130,523 |
| 60 |
1789-0 |
1485-6 |
303-2 |
19.3% |
35-7 |
2.3% |
28% |
False |
False |
123,348 |
| 80 |
1789-0 |
1441-2 |
347-6 |
22.1% |
38-5 |
2.5% |
37% |
False |
False |
129,093 |
| 100 |
1789-0 |
1263-4 |
525-4 |
33.5% |
36-6 |
2.3% |
58% |
False |
False |
122,023 |
| 120 |
1789-0 |
1244-6 |
544-2 |
34.7% |
35-2 |
2.2% |
60% |
False |
False |
111,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1683-1 |
|
2.618 |
1641-4 |
|
1.618 |
1616-0 |
|
1.000 |
1600-2 |
|
0.618 |
1590-4 |
|
HIGH |
1574-6 |
|
0.618 |
1565-0 |
|
0.500 |
1562-0 |
|
0.382 |
1559-0 |
|
LOW |
1549-2 |
|
0.618 |
1533-4 |
|
1.000 |
1523-6 |
|
1.618 |
1508-0 |
|
2.618 |
1482-4 |
|
4.250 |
1440-7 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1567-5 |
1563-7 |
| PP |
1564-7 |
1557-2 |
| S1 |
1562-0 |
1550-5 |
|