CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1532-0 |
1547-0 |
15-0 |
1.0% |
1530-6 |
| High |
1555-0 |
1570-2 |
15-2 |
1.0% |
1574-6 |
| Low |
1531-4 |
1546-6 |
15-2 |
1.0% |
1526-4 |
| Close |
1547-0 |
1558-4 |
11-4 |
0.7% |
1561-2 |
| Range |
23-4 |
23-4 |
0-0 |
0.0% |
48-2 |
| ATR |
30-1 |
29-5 |
-0-4 |
-1.6% |
0-0 |
| Volume |
34,194 |
15,081 |
-19,113 |
-55.9% |
553,969 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1629-0 |
1617-2 |
1571-3 |
|
| R3 |
1605-4 |
1593-6 |
1565-0 |
|
| R2 |
1582-0 |
1582-0 |
1562-6 |
|
| R1 |
1570-2 |
1570-2 |
1560-5 |
1576-1 |
| PP |
1558-4 |
1558-4 |
1558-4 |
1561-4 |
| S1 |
1546-6 |
1546-6 |
1556-3 |
1552-5 |
| S2 |
1535-0 |
1535-0 |
1554-2 |
|
| S3 |
1511-4 |
1523-2 |
1552-0 |
|
| S4 |
1488-0 |
1499-6 |
1545-5 |
|
|
| 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 |
1570-2 |
1524-0 |
46-2 |
3.0% |
24-1 |
1.5% |
75% |
True |
False |
65,124 |
| 10 |
1574-6 |
1524-0 |
50-6 |
3.3% |
24-4 |
1.6% |
68% |
False |
False |
88,787 |
| 20 |
1574-6 |
1485-6 |
89-0 |
5.7% |
28-1 |
1.8% |
82% |
False |
False |
112,042 |
| 40 |
1765-6 |
1485-6 |
280-0 |
18.0% |
33-2 |
2.1% |
26% |
False |
False |
125,941 |
| 60 |
1789-0 |
1485-6 |
303-2 |
19.5% |
34-0 |
2.2% |
24% |
False |
False |
118,492 |
| 80 |
1789-0 |
1485-6 |
303-2 |
19.5% |
37-3 |
2.4% |
24% |
False |
False |
124,683 |
| 100 |
1789-0 |
1302-2 |
486-6 |
31.2% |
36-3 |
2.3% |
53% |
False |
False |
122,065 |
| 120 |
1789-0 |
1244-6 |
544-2 |
34.9% |
34-7 |
2.2% |
58% |
False |
False |
111,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1670-1 |
|
2.618 |
1631-6 |
|
1.618 |
1608-2 |
|
1.000 |
1593-6 |
|
0.618 |
1584-6 |
|
HIGH |
1570-2 |
|
0.618 |
1561-2 |
|
0.500 |
1558-4 |
|
0.382 |
1555-6 |
|
LOW |
1546-6 |
|
0.618 |
1532-2 |
|
1.000 |
1523-2 |
|
1.618 |
1508-6 |
|
2.618 |
1485-2 |
|
4.250 |
1446-7 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1558-4 |
1555-0 |
| PP |
1558-4 |
1551-4 |
| S1 |
1558-4 |
1548-0 |
|