CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1562-4 |
1559-0 |
-3-4 |
-0.2% |
1530-6 |
| High |
1566-6 |
1561-0 |
-5-6 |
-0.4% |
1574-6 |
| Low |
1552-4 |
1524-0 |
-28-4 |
-1.8% |
1526-4 |
| Close |
1561-2 |
1527-2 |
-34-0 |
-2.2% |
1561-2 |
| Range |
14-2 |
37-0 |
22-6 |
159.6% |
48-2 |
| ATR |
30-6 |
31-2 |
0-4 |
1.5% |
0-0 |
| Volume |
106,493 |
94,827 |
-11,666 |
-11.0% |
553,969 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1648-3 |
1624-7 |
1547-5 |
|
| R3 |
1611-3 |
1587-7 |
1537-3 |
|
| R2 |
1574-3 |
1574-3 |
1534-0 |
|
| R1 |
1550-7 |
1550-7 |
1530-5 |
1544-1 |
| PP |
1537-3 |
1537-3 |
1537-3 |
1534-0 |
| S1 |
1513-7 |
1513-7 |
1523-7 |
1507-1 |
| S2 |
1500-3 |
1500-3 |
1520-4 |
|
| S3 |
1463-3 |
1476-7 |
1517-1 |
|
| S4 |
1426-3 |
1439-7 |
1506-7 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1698-7 |
1678-3 |
1587-6 |
|
| R3 |
1650-5 |
1630-1 |
1574-4 |
|
| R2 |
1602-3 |
1602-3 |
1570-1 |
|
| R1 |
1581-7 |
1581-7 |
1565-5 |
1592-1 |
| PP |
1554-1 |
1554-1 |
1554-1 |
1559-2 |
| S1 |
1533-5 |
1533-5 |
1556-7 |
1543-7 |
| S2 |
1505-7 |
1505-7 |
1552-3 |
|
| S3 |
1457-5 |
1485-3 |
1548-0 |
|
| S4 |
1409-3 |
1437-1 |
1534-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1574-6 |
1524-0 |
50-6 |
3.3% |
24-0 |
1.6% |
6% |
False |
True |
105,985 |
| 10 |
1574-6 |
1487-2 |
87-4 |
5.7% |
26-1 |
1.7% |
46% |
False |
False |
109,210 |
| 20 |
1574-6 |
1485-6 |
89-0 |
5.8% |
30-2 |
2.0% |
47% |
False |
False |
128,869 |
| 40 |
1789-0 |
1485-6 |
303-2 |
19.9% |
33-6 |
2.2% |
14% |
False |
False |
131,463 |
| 60 |
1789-0 |
1485-6 |
303-2 |
19.9% |
34-4 |
2.3% |
14% |
False |
False |
121,949 |
| 80 |
1789-0 |
1485-6 |
303-2 |
19.9% |
38-2 |
2.5% |
14% |
False |
False |
128,044 |
| 100 |
1789-0 |
1302-2 |
486-6 |
31.9% |
36-4 |
2.4% |
46% |
False |
False |
123,282 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.6% |
35-2 |
2.3% |
52% |
False |
False |
112,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1718-2 |
|
2.618 |
1657-7 |
|
1.618 |
1620-7 |
|
1.000 |
1598-0 |
|
0.618 |
1583-7 |
|
HIGH |
1561-0 |
|
0.618 |
1546-7 |
|
0.500 |
1542-4 |
|
0.382 |
1538-1 |
|
LOW |
1524-0 |
|
0.618 |
1501-1 |
|
1.000 |
1487-0 |
|
1.618 |
1464-1 |
|
2.618 |
1427-1 |
|
4.250 |
1366-6 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1542-4 |
1549-2 |
| PP |
1537-3 |
1541-7 |
| S1 |
1532-3 |
1534-5 |
|