CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1588-0 |
1535-0 |
-53-0 |
-3.3% |
1600-0 |
| High |
1588-0 |
1547-0 |
-41-0 |
-2.6% |
1617-0 |
| Low |
1560-0 |
1529-4 |
-30-4 |
-2.0% |
1564-0 |
| Close |
1560-2 |
1530-4 |
-29-6 |
-1.9% |
1601-0 |
| Range |
28-0 |
17-4 |
-10-4 |
-37.5% |
53-0 |
| ATR |
31-7 |
31-6 |
-0-1 |
-0.3% |
0-0 |
| Volume |
135,722 |
158,462 |
22,740 |
16.8% |
727,003 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1588-1 |
1576-7 |
1540-1 |
|
| R3 |
1570-5 |
1559-3 |
1535-2 |
|
| R2 |
1553-1 |
1553-1 |
1533-6 |
|
| R1 |
1541-7 |
1541-7 |
1532-1 |
1538-6 |
| PP |
1535-5 |
1535-5 |
1535-5 |
1534-1 |
| S1 |
1524-3 |
1524-3 |
1528-7 |
1521-2 |
| S2 |
1518-1 |
1518-1 |
1527-2 |
|
| S3 |
1500-5 |
1506-7 |
1525-6 |
|
| S4 |
1483-1 |
1489-3 |
1520-7 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1753-0 |
1730-0 |
1630-1 |
|
| R3 |
1700-0 |
1677-0 |
1615-5 |
|
| R2 |
1647-0 |
1647-0 |
1610-6 |
|
| R1 |
1624-0 |
1624-0 |
1605-7 |
1635-4 |
| PP |
1594-0 |
1594-0 |
1594-0 |
1599-6 |
| S1 |
1571-0 |
1571-0 |
1596-1 |
1582-4 |
| S2 |
1541-0 |
1541-0 |
1591-2 |
|
| S3 |
1488-0 |
1518-0 |
1586-3 |
|
| S4 |
1435-0 |
1465-0 |
1571-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1612-0 |
1529-4 |
82-4 |
5.4% |
26-4 |
1.7% |
1% |
False |
True |
156,365 |
| 10 |
1674-0 |
1529-4 |
144-4 |
9.4% |
24-1 |
1.6% |
1% |
False |
True |
145,849 |
| 20 |
1763-0 |
1529-4 |
233-4 |
15.3% |
24-5 |
1.6% |
0% |
False |
True |
135,307 |
| 40 |
1783-4 |
1529-4 |
254-0 |
16.6% |
23-3 |
1.5% |
0% |
False |
True |
123,345 |
| 60 |
1783-4 |
1506-0 |
277-4 |
18.1% |
23-6 |
1.6% |
9% |
False |
False |
131,093 |
| 80 |
1783-4 |
1308-0 |
475-4 |
31.1% |
22-4 |
1.5% |
47% |
False |
False |
124,707 |
| 100 |
1783-4 |
1253-0 |
530-4 |
34.7% |
21-0 |
1.4% |
52% |
False |
False |
111,890 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.7% |
19-6 |
1.3% |
52% |
False |
False |
101,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1621-3 |
|
2.618 |
1592-7 |
|
1.618 |
1575-3 |
|
1.000 |
1564-4 |
|
0.618 |
1557-7 |
|
HIGH |
1547-0 |
|
0.618 |
1540-3 |
|
0.500 |
1538-2 |
|
0.382 |
1536-1 |
|
LOW |
1529-4 |
|
0.618 |
1518-5 |
|
1.000 |
1512-0 |
|
1.618 |
1501-1 |
|
2.618 |
1483-5 |
|
4.250 |
1455-1 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1538-2 |
1570-6 |
| PP |
1535-5 |
1557-3 |
| S1 |
1533-1 |
1543-7 |
|