CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1559-0 |
1528-2 |
-30-6 |
-2.0% |
1530-6 |
| High |
1561-0 |
1548-2 |
-12-6 |
-0.8% |
1574-6 |
| Low |
1524-0 |
1525-6 |
1-6 |
0.1% |
1526-4 |
| Close |
1527-2 |
1533-6 |
6-4 |
0.4% |
1561-2 |
| Range |
37-0 |
22-4 |
-14-4 |
-39.2% |
48-2 |
| ATR |
31-2 |
30-5 |
-0-5 |
-2.0% |
0-0 |
| Volume |
94,827 |
75,026 |
-19,801 |
-20.9% |
553,969 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1603-3 |
1591-1 |
1546-1 |
|
| R3 |
1580-7 |
1568-5 |
1540-0 |
|
| R2 |
1558-3 |
1558-3 |
1537-7 |
|
| R1 |
1546-1 |
1546-1 |
1535-6 |
1552-2 |
| PP |
1535-7 |
1535-7 |
1535-7 |
1539-0 |
| S1 |
1523-5 |
1523-5 |
1531-6 |
1529-6 |
| S2 |
1513-3 |
1513-3 |
1529-5 |
|
| S3 |
1490-7 |
1501-1 |
1527-4 |
|
| S4 |
1468-3 |
1478-5 |
1521-3 |
|
|
| 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% |
23-2 |
1.5% |
19% |
False |
False |
101,953 |
| 10 |
1574-6 |
1487-2 |
87-4 |
5.7% |
26-2 |
1.7% |
53% |
False |
False |
106,339 |
| 20 |
1574-6 |
1485-6 |
89-0 |
5.8% |
29-5 |
1.9% |
54% |
False |
False |
124,697 |
| 40 |
1769-6 |
1485-6 |
284-0 |
18.5% |
33-4 |
2.2% |
17% |
False |
False |
130,002 |
| 60 |
1789-0 |
1485-6 |
303-2 |
19.8% |
34-3 |
2.2% |
16% |
False |
False |
121,253 |
| 80 |
1789-0 |
1485-6 |
303-2 |
19.8% |
38-0 |
2.5% |
16% |
False |
False |
127,586 |
| 100 |
1789-0 |
1302-2 |
486-6 |
31.7% |
36-4 |
2.4% |
48% |
False |
False |
123,179 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.5% |
35-1 |
2.3% |
53% |
False |
False |
112,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1643-7 |
|
2.618 |
1607-1 |
|
1.618 |
1584-5 |
|
1.000 |
1570-6 |
|
0.618 |
1562-1 |
|
HIGH |
1548-2 |
|
0.618 |
1539-5 |
|
0.500 |
1537-0 |
|
0.382 |
1534-3 |
|
LOW |
1525-6 |
|
0.618 |
1511-7 |
|
1.000 |
1503-2 |
|
1.618 |
1489-3 |
|
2.618 |
1466-7 |
|
4.250 |
1430-1 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1537-0 |
1545-3 |
| PP |
1535-7 |
1541-4 |
| S1 |
1534-7 |
1537-5 |
|