CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1547-0 |
1558-0 |
11-0 |
0.7% |
1559-0 |
| High |
1570-2 |
1558-0 |
-12-2 |
-0.8% |
1570-2 |
| Low |
1546-6 |
1524-6 |
-22-0 |
-1.4% |
1524-0 |
| Close |
1558-4 |
1527-0 |
-31-4 |
-2.0% |
1527-0 |
| Range |
23-4 |
33-2 |
9-6 |
41.5% |
46-2 |
| ATR |
29-5 |
29-7 |
0-2 |
1.0% |
0-0 |
| Volume |
15,081 |
13,233 |
-1,848 |
-12.3% |
232,361 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1636-3 |
1614-7 |
1545-2 |
|
| R3 |
1603-1 |
1581-5 |
1536-1 |
|
| R2 |
1569-7 |
1569-7 |
1533-1 |
|
| R1 |
1548-3 |
1548-3 |
1530-0 |
1542-4 |
| PP |
1536-5 |
1536-5 |
1536-5 |
1533-5 |
| S1 |
1515-1 |
1515-1 |
1524-0 |
1509-2 |
| S2 |
1503-3 |
1503-3 |
1520-7 |
|
| S3 |
1470-1 |
1481-7 |
1517-7 |
|
| S4 |
1436-7 |
1448-5 |
1508-6 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1679-1 |
1649-3 |
1552-4 |
|
| R3 |
1632-7 |
1603-1 |
1539-6 |
|
| R2 |
1586-5 |
1586-5 |
1535-4 |
|
| R1 |
1556-7 |
1556-7 |
1531-2 |
1548-5 |
| PP |
1540-3 |
1540-3 |
1540-3 |
1536-2 |
| S1 |
1510-5 |
1510-5 |
1522-6 |
1502-3 |
| S2 |
1494-1 |
1494-1 |
1518-4 |
|
| S3 |
1447-7 |
1464-3 |
1514-2 |
|
| S4 |
1401-5 |
1418-1 |
1501-4 |
|
|
| 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% |
28-0 |
1.8% |
6% |
False |
False |
46,472 |
| 10 |
1574-6 |
1524-0 |
50-6 |
3.3% |
25-4 |
1.7% |
6% |
False |
False |
78,633 |
| 20 |
1574-6 |
1485-6 |
89-0 |
5.8% |
28-4 |
1.9% |
46% |
False |
False |
105,450 |
| 40 |
1765-6 |
1485-6 |
280-0 |
18.3% |
33-3 |
2.2% |
15% |
False |
False |
123,821 |
| 60 |
1789-0 |
1485-6 |
303-2 |
19.9% |
33-5 |
2.2% |
14% |
False |
False |
116,812 |
| 80 |
1789-0 |
1485-6 |
303-2 |
19.9% |
37-3 |
2.4% |
14% |
False |
False |
121,948 |
| 100 |
1789-0 |
1302-2 |
486-6 |
31.9% |
36-3 |
2.4% |
46% |
False |
False |
121,299 |
| 120 |
1789-0 |
1244-6 |
544-2 |
35.6% |
35-0 |
2.3% |
52% |
False |
False |
111,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1699-2 |
|
2.618 |
1645-0 |
|
1.618 |
1611-6 |
|
1.000 |
1591-2 |
|
0.618 |
1578-4 |
|
HIGH |
1558-0 |
|
0.618 |
1545-2 |
|
0.500 |
1541-3 |
|
0.382 |
1537-4 |
|
LOW |
1524-6 |
|
0.618 |
1504-2 |
|
1.000 |
1491-4 |
|
1.618 |
1471-0 |
|
2.618 |
1437-6 |
|
4.250 |
1383-4 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1541-3 |
1547-4 |
| PP |
1536-5 |
1540-5 |
| S1 |
1531-6 |
1533-7 |
|