CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1528-2 |
1532-0 |
3-6 |
0.2% |
1530-6 |
| High |
1548-2 |
1555-0 |
6-6 |
0.4% |
1574-6 |
| Low |
1525-6 |
1531-4 |
5-6 |
0.4% |
1526-4 |
| Close |
1533-6 |
1547-0 |
13-2 |
0.9% |
1561-2 |
| Range |
22-4 |
23-4 |
1-0 |
4.4% |
48-2 |
| ATR |
30-5 |
30-1 |
-0-4 |
-1.7% |
0-0 |
| Volume |
75,026 |
34,194 |
-40,832 |
-54.4% |
553,969 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1615-0 |
1604-4 |
1559-7 |
|
| R3 |
1591-4 |
1581-0 |
1553-4 |
|
| R2 |
1568-0 |
1568-0 |
1551-2 |
|
| R1 |
1557-4 |
1557-4 |
1549-1 |
1562-6 |
| PP |
1544-4 |
1544-4 |
1544-4 |
1547-1 |
| S1 |
1534-0 |
1534-0 |
1544-7 |
1539-2 |
| S2 |
1521-0 |
1521-0 |
1542-6 |
|
| S3 |
1497-4 |
1510-4 |
1540-4 |
|
| S4 |
1474-0 |
1487-0 |
1534-1 |
|
|
| 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 |
1574-4 |
1524-0 |
50-4 |
3.3% |
22-7 |
1.5% |
46% |
False |
False |
81,505 |
| 10 |
1574-6 |
1507-4 |
67-2 |
4.3% |
26-1 |
1.7% |
59% |
False |
False |
101,680 |
| 20 |
1574-6 |
1485-6 |
89-0 |
5.8% |
28-7 |
1.9% |
69% |
False |
False |
118,115 |
| 40 |
1765-6 |
1485-6 |
280-0 |
18.1% |
33-3 |
2.2% |
22% |
False |
False |
128,222 |
| 60 |
1789-0 |
1485-6 |
303-2 |
19.6% |
34-1 |
2.2% |
20% |
False |
False |
119,908 |
| 80 |
1789-0 |
1485-6 |
303-2 |
19.6% |
38-0 |
2.5% |
20% |
False |
False |
126,035 |
| 100 |
1789-0 |
1302-2 |
486-6 |
31.5% |
36-3 |
2.4% |
50% |
False |
False |
122,597 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.2% |
34-7 |
2.3% |
56% |
False |
False |
112,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1654-7 |
|
2.618 |
1616-4 |
|
1.618 |
1593-0 |
|
1.000 |
1578-4 |
|
0.618 |
1569-4 |
|
HIGH |
1555-0 |
|
0.618 |
1546-0 |
|
0.500 |
1543-2 |
|
0.382 |
1540-4 |
|
LOW |
1531-4 |
|
0.618 |
1517-0 |
|
1.000 |
1508-0 |
|
1.618 |
1493-4 |
|
2.618 |
1470-0 |
|
4.250 |
1431-5 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1545-6 |
1545-4 |
| PP |
1544-4 |
1544-0 |
| S1 |
1543-2 |
1542-4 |
|