CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1506-6 |
1519-0 |
12-2 |
0.8% |
1559-0 |
| High |
1525-6 |
1522-6 |
-3-0 |
-0.2% |
1570-2 |
| Low |
1505-6 |
1500-2 |
-5-4 |
-0.4% |
1524-0 |
| Close |
1516-6 |
1508-6 |
-8-0 |
-0.5% |
1527-0 |
| Range |
20-0 |
22-4 |
2-4 |
12.5% |
46-2 |
| ATR |
28-7 |
28-4 |
-0-4 |
-1.6% |
0-0 |
| Volume |
5,592 |
2,551 |
-3,041 |
-54.4% |
232,361 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1578-1 |
1565-7 |
1521-1 |
|
| R3 |
1555-5 |
1543-3 |
1515-0 |
|
| R2 |
1533-1 |
1533-1 |
1512-7 |
|
| R1 |
1520-7 |
1520-7 |
1510-6 |
1515-6 |
| PP |
1510-5 |
1510-5 |
1510-5 |
1508-0 |
| S1 |
1498-3 |
1498-3 |
1506-6 |
1493-2 |
| S2 |
1488-1 |
1488-1 |
1504-5 |
|
| S3 |
1465-5 |
1475-7 |
1502-4 |
|
| S4 |
1443-1 |
1453-3 |
1496-3 |
|
|
| 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 |
1500-2 |
70-0 |
4.6% |
24-1 |
1.6% |
12% |
False |
True |
9,225 |
| 10 |
1574-4 |
1500-2 |
74-2 |
4.9% |
23-4 |
1.6% |
11% |
False |
True |
45,365 |
| 20 |
1574-6 |
1485-6 |
89-0 |
5.9% |
27-5 |
1.8% |
26% |
False |
False |
85,950 |
| 40 |
1765-6 |
1485-6 |
280-0 |
18.6% |
32-1 |
2.1% |
8% |
False |
False |
115,220 |
| 60 |
1789-0 |
1485-6 |
303-2 |
20.1% |
32-5 |
2.2% |
8% |
False |
False |
111,562 |
| 80 |
1789-0 |
1485-6 |
303-2 |
20.1% |
37-0 |
2.5% |
8% |
False |
False |
117,944 |
| 100 |
1789-0 |
1343-0 |
446-0 |
29.6% |
36-3 |
2.4% |
37% |
False |
False |
119,401 |
| 120 |
1789-0 |
1244-6 |
544-2 |
36.1% |
34-7 |
2.3% |
49% |
False |
False |
109,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1618-3 |
|
2.618 |
1581-5 |
|
1.618 |
1559-1 |
|
1.000 |
1545-2 |
|
0.618 |
1536-5 |
|
HIGH |
1522-6 |
|
0.618 |
1514-1 |
|
0.500 |
1511-4 |
|
0.382 |
1508-7 |
|
LOW |
1500-2 |
|
0.618 |
1486-3 |
|
1.000 |
1477-6 |
|
1.618 |
1463-7 |
|
2.618 |
1441-3 |
|
4.250 |
1404-5 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1511-4 |
1513-0 |
| PP |
1510-5 |
1511-5 |
| S1 |
1509-5 |
1510-1 |
|