CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1422-0 |
1428-4 |
6-4 |
0.5% |
1522-2 |
| High |
1427-0 |
1445-2 |
18-2 |
1.3% |
1525-6 |
| Low |
1400-6 |
1427-6 |
27-0 |
1.9% |
1451-0 |
| Close |
1427-0 |
1432-6 |
5-6 |
0.4% |
1452-0 |
| Range |
26-2 |
17-4 |
-8-6 |
-33.3% |
74-6 |
| ATR |
30-0 |
29-1 |
-0-7 |
-2.8% |
0-0 |
| Volume |
1,838 |
162 |
-1,676 |
-91.2% |
31,348 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1487-6 |
1477-6 |
1442-3 |
|
| R3 |
1470-2 |
1460-2 |
1437-4 |
|
| R2 |
1452-6 |
1452-6 |
1436-0 |
|
| R1 |
1442-6 |
1442-6 |
1434-3 |
1447-6 |
| PP |
1435-2 |
1435-2 |
1435-2 |
1437-6 |
| S1 |
1425-2 |
1425-2 |
1431-1 |
1430-2 |
| S2 |
1417-6 |
1417-6 |
1429-4 |
|
| S3 |
1400-2 |
1407-6 |
1428-0 |
|
| S4 |
1382-6 |
1390-2 |
1423-1 |
|
|
| 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 |
1513-0 |
1400-6 |
112-2 |
7.8% |
30-6 |
2.1% |
29% |
False |
False |
3,396 |
| 10 |
1570-2 |
1400-6 |
169-4 |
11.8% |
27-4 |
1.9% |
19% |
False |
False |
6,310 |
| 20 |
1574-6 |
1400-6 |
174-0 |
12.1% |
26-7 |
1.9% |
18% |
False |
False |
53,995 |
| 40 |
1686-0 |
1400-6 |
285-2 |
19.9% |
31-3 |
2.2% |
11% |
False |
False |
98,448 |
| 60 |
1789-0 |
1400-6 |
388-2 |
27.1% |
32-0 |
2.2% |
8% |
False |
False |
103,991 |
| 80 |
1789-0 |
1400-6 |
388-2 |
27.1% |
35-1 |
2.5% |
8% |
False |
False |
107,437 |
| 100 |
1789-0 |
1392-6 |
396-2 |
27.7% |
36-3 |
2.5% |
10% |
False |
False |
114,441 |
| 120 |
1789-0 |
1244-6 |
544-2 |
38.0% |
35-0 |
2.4% |
35% |
False |
False |
107,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1519-5 |
|
2.618 |
1491-1 |
|
1.618 |
1473-5 |
|
1.000 |
1462-6 |
|
0.618 |
1456-1 |
|
HIGH |
1445-2 |
|
0.618 |
1438-5 |
|
0.500 |
1436-4 |
|
0.382 |
1434-3 |
|
LOW |
1427-6 |
|
0.618 |
1416-7 |
|
1.000 |
1410-2 |
|
1.618 |
1399-3 |
|
2.618 |
1381-7 |
|
4.250 |
1353-3 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1436-4 |
1430-5 |
| PP |
1435-2 |
1428-5 |
| S1 |
1434-0 |
1426-4 |
|