CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1507-2 |
1500-0 |
-7-2 |
-0.5% |
1522-2 |
| High |
1513-0 |
1501-0 |
-12-0 |
-0.8% |
1525-6 |
| Low |
1499-0 |
1451-0 |
-48-0 |
-3.2% |
1451-0 |
| Close |
1499-2 |
1452-0 |
-47-2 |
-3.2% |
1452-0 |
| Range |
14-0 |
50-0 |
36-0 |
257.1% |
74-6 |
| ATR |
27-3 |
29-0 |
1-5 |
5.9% |
0-0 |
| Volume |
2,234 |
11,301 |
9,067 |
405.9% |
31,348 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1618-0 |
1585-0 |
1479-4 |
|
| R3 |
1568-0 |
1535-0 |
1465-6 |
|
| R2 |
1518-0 |
1518-0 |
1461-1 |
|
| R1 |
1485-0 |
1485-0 |
1456-5 |
1476-4 |
| PP |
1468-0 |
1468-0 |
1468-0 |
1463-6 |
| S1 |
1435-0 |
1435-0 |
1447-3 |
1426-4 |
| S2 |
1418-0 |
1418-0 |
1442-7 |
|
| S3 |
1368-0 |
1385-0 |
1438-2 |
|
| S4 |
1318-0 |
1335-0 |
1424-4 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1700-4 |
1651-0 |
1493-1 |
|
| R3 |
1625-6 |
1576-2 |
1472-4 |
|
| R2 |
1551-0 |
1551-0 |
1465-6 |
|
| R1 |
1501-4 |
1501-4 |
1458-7 |
1488-7 |
| PP |
1476-2 |
1476-2 |
1476-2 |
1470-0 |
| S1 |
1426-6 |
1426-6 |
1445-1 |
1414-1 |
| S2 |
1401-4 |
1401-4 |
1438-2 |
|
| S3 |
1326-6 |
1352-0 |
1431-4 |
|
| S4 |
1252-0 |
1277-2 |
1410-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1525-6 |
1451-0 |
74-6 |
5.1% |
25-5 |
1.8% |
1% |
False |
True |
6,269 |
| 10 |
1570-2 |
1451-0 |
119-2 |
8.2% |
26-6 |
1.8% |
1% |
False |
True |
26,370 |
| 20 |
1574-6 |
1451-0 |
123-6 |
8.5% |
26-3 |
1.8% |
1% |
False |
True |
69,520 |
| 40 |
1736-2 |
1451-0 |
285-2 |
19.6% |
32-5 |
2.2% |
0% |
False |
True |
109,922 |
| 60 |
1789-0 |
1451-0 |
338-0 |
23.3% |
32-5 |
2.2% |
0% |
False |
True |
108,953 |
| 80 |
1789-0 |
1451-0 |
338-0 |
23.3% |
36-4 |
2.5% |
0% |
False |
True |
114,549 |
| 100 |
1789-0 |
1364-4 |
424-4 |
29.2% |
36-2 |
2.5% |
21% |
False |
False |
117,125 |
| 120 |
1789-0 |
1244-6 |
544-2 |
37.5% |
34-7 |
2.4% |
38% |
False |
False |
109,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1713-4 |
|
2.618 |
1631-7 |
|
1.618 |
1581-7 |
|
1.000 |
1551-0 |
|
0.618 |
1531-7 |
|
HIGH |
1501-0 |
|
0.618 |
1481-7 |
|
0.500 |
1476-0 |
|
0.382 |
1470-1 |
|
LOW |
1451-0 |
|
0.618 |
1420-1 |
|
1.000 |
1401-0 |
|
1.618 |
1370-1 |
|
2.618 |
1320-1 |
|
4.250 |
1238-4 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1476-0 |
1486-7 |
| PP |
1468-0 |
1475-2 |
| S1 |
1460-0 |
1463-5 |
|