CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1512-4 |
1567-4 |
55-0 |
3.6% |
1600-0 |
| High |
1542-0 |
1567-4 |
25-4 |
1.7% |
1617-0 |
| Low |
1506-0 |
1550-4 |
44-4 |
3.0% |
1564-0 |
| Close |
1531-6 |
1551-4 |
19-6 |
1.3% |
1601-0 |
| Range |
36-0 |
17-0 |
-19-0 |
-52.8% |
53-0 |
| ATR |
32-1 |
32-3 |
0-2 |
0.8% |
0-0 |
| Volume |
165,835 |
136,541 |
-29,294 |
-17.7% |
727,003 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1607-4 |
1596-4 |
1560-7 |
|
| R3 |
1590-4 |
1579-4 |
1556-1 |
|
| R2 |
1573-4 |
1573-4 |
1554-5 |
|
| R1 |
1562-4 |
1562-4 |
1553-0 |
1559-4 |
| PP |
1556-4 |
1556-4 |
1556-4 |
1555-0 |
| S1 |
1545-4 |
1545-4 |
1550-0 |
1542-4 |
| S2 |
1539-4 |
1539-4 |
1548-3 |
|
| S3 |
1522-4 |
1528-4 |
1546-7 |
|
| S4 |
1505-4 |
1511-4 |
1542-1 |
|
|
| 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 |
1506-0 |
106-0 |
6.8% |
29-2 |
1.9% |
43% |
False |
False |
159,556 |
| 10 |
1624-4 |
1506-0 |
118-4 |
7.6% |
23-5 |
1.5% |
38% |
False |
False |
145,902 |
| 20 |
1763-0 |
1506-0 |
257-0 |
16.6% |
25-4 |
1.6% |
18% |
False |
False |
139,840 |
| 40 |
1783-4 |
1506-0 |
277-4 |
17.9% |
23-2 |
1.5% |
16% |
False |
False |
125,140 |
| 60 |
1783-4 |
1506-0 |
277-4 |
17.9% |
23-3 |
1.5% |
16% |
False |
False |
131,441 |
| 80 |
1783-4 |
1308-0 |
475-4 |
30.6% |
22-6 |
1.5% |
51% |
False |
False |
126,479 |
| 100 |
1783-4 |
1253-0 |
530-4 |
34.2% |
21-0 |
1.4% |
56% |
False |
False |
113,479 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.2% |
20-0 |
1.3% |
56% |
False |
False |
103,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1639-6 |
|
2.618 |
1612-0 |
|
1.618 |
1595-0 |
|
1.000 |
1584-4 |
|
0.618 |
1578-0 |
|
HIGH |
1567-4 |
|
0.618 |
1561-0 |
|
0.500 |
1559-0 |
|
0.382 |
1557-0 |
|
LOW |
1550-4 |
|
0.618 |
1540-0 |
|
1.000 |
1533-4 |
|
1.618 |
1523-0 |
|
2.618 |
1506-0 |
|
4.250 |
1478-2 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1559-0 |
1546-5 |
| PP |
1556-4 |
1541-5 |
| S1 |
1554-0 |
1536-6 |
|