CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1558-0 |
1522-2 |
-35-6 |
-2.3% |
1559-0 |
| High |
1558-0 |
1525-0 |
-33-0 |
-2.1% |
1570-2 |
| Low |
1524-6 |
1503-4 |
-21-2 |
-1.4% |
1524-0 |
| Close |
1527-0 |
1504-2 |
-22-6 |
-1.5% |
1527-0 |
| Range |
33-2 |
21-4 |
-11-6 |
-35.3% |
46-2 |
| ATR |
29-7 |
29-4 |
-0-4 |
-1.5% |
0-0 |
| Volume |
13,233 |
9,670 |
-3,563 |
-26.9% |
232,361 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1575-3 |
1561-3 |
1516-1 |
|
| R3 |
1553-7 |
1539-7 |
1510-1 |
|
| R2 |
1532-3 |
1532-3 |
1508-2 |
|
| R1 |
1518-3 |
1518-3 |
1506-2 |
1514-5 |
| PP |
1510-7 |
1510-7 |
1510-7 |
1509-0 |
| S1 |
1496-7 |
1496-7 |
1502-2 |
1493-1 |
| S2 |
1489-3 |
1489-3 |
1500-2 |
|
| S3 |
1467-7 |
1475-3 |
1498-3 |
|
| S4 |
1446-3 |
1453-7 |
1492-3 |
|
|
| 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 |
1503-4 |
66-6 |
4.4% |
24-7 |
1.7% |
1% |
False |
True |
29,440 |
| 10 |
1574-6 |
1503-4 |
71-2 |
4.7% |
24-3 |
1.6% |
1% |
False |
True |
67,713 |
| 20 |
1574-6 |
1485-6 |
89-0 |
5.9% |
28-4 |
1.9% |
21% |
False |
False |
100,000 |
| 40 |
1765-6 |
1485-6 |
280-0 |
18.6% |
33-2 |
2.2% |
7% |
False |
False |
121,884 |
| 60 |
1789-0 |
1485-6 |
303-2 |
20.2% |
33-2 |
2.2% |
6% |
False |
False |
114,576 |
| 80 |
1789-0 |
1485-6 |
303-2 |
20.2% |
37-2 |
2.5% |
6% |
False |
False |
120,593 |
| 100 |
1789-0 |
1306-6 |
482-2 |
32.1% |
36-3 |
2.4% |
41% |
False |
False |
120,606 |
| 120 |
1789-0 |
1244-6 |
544-2 |
36.2% |
34-7 |
2.3% |
48% |
False |
False |
110,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1616-3 |
|
2.618 |
1581-2 |
|
1.618 |
1559-6 |
|
1.000 |
1546-4 |
|
0.618 |
1538-2 |
|
HIGH |
1525-0 |
|
0.618 |
1516-6 |
|
0.500 |
1514-2 |
|
0.382 |
1511-6 |
|
LOW |
1503-4 |
|
0.618 |
1490-2 |
|
1.000 |
1482-0 |
|
1.618 |
1468-6 |
|
2.618 |
1447-2 |
|
4.250 |
1412-1 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1514-2 |
1536-7 |
| PP |
1510-7 |
1526-0 |
| S1 |
1507-5 |
1515-1 |
|