CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 08-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1550-0 |
1543-4 |
-6-4 |
-0.4% |
1588-0 |
High |
1568-0 |
1557-0 |
-11-0 |
-0.7% |
1588-0 |
Low |
1550-0 |
1543-4 |
-6-4 |
-0.4% |
1506-0 |
Close |
1551-4 |
1551-0 |
-0-4 |
0.0% |
1551-4 |
Range |
18-0 |
13-4 |
-4-4 |
-25.0% |
82-0 |
ATR |
31-3 |
30-1 |
-1-2 |
-4.1% |
0-0 |
Volume |
145,075 |
118,673 |
-26,402 |
-18.2% |
741,635 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1591-0 |
1584-4 |
1558-3 |
|
R3 |
1577-4 |
1571-0 |
1554-6 |
|
R2 |
1564-0 |
1564-0 |
1553-4 |
|
R1 |
1557-4 |
1557-4 |
1552-2 |
1560-6 |
PP |
1550-4 |
1550-4 |
1550-4 |
1552-1 |
S1 |
1544-0 |
1544-0 |
1549-6 |
1547-2 |
S2 |
1537-0 |
1537-0 |
1548-4 |
|
S3 |
1523-4 |
1530-4 |
1547-2 |
|
S4 |
1510-0 |
1517-0 |
1543-5 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1794-4 |
1755-0 |
1596-5 |
|
R3 |
1712-4 |
1673-0 |
1574-0 |
|
R2 |
1630-4 |
1630-4 |
1566-4 |
|
R1 |
1591-0 |
1591-0 |
1559-0 |
1569-6 |
PP |
1548-4 |
1548-4 |
1548-4 |
1537-7 |
S1 |
1509-0 |
1509-0 |
1544-0 |
1487-6 |
S2 |
1466-4 |
1466-4 |
1536-4 |
|
S3 |
1384-4 |
1427-0 |
1529-0 |
|
S4 |
1302-4 |
1345-0 |
1506-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1568-0 |
1506-0 |
62-0 |
4.0% |
20-3 |
1.3% |
73% |
False |
False |
144,917 |
10 |
1617-0 |
1506-0 |
111-0 |
7.2% |
22-7 |
1.5% |
41% |
False |
False |
145,529 |
20 |
1763-0 |
1506-0 |
257-0 |
16.6% |
24-6 |
1.6% |
18% |
False |
False |
143,768 |
40 |
1783-4 |
1506-0 |
277-4 |
17.9% |
22-3 |
1.4% |
16% |
False |
False |
124,953 |
60 |
1783-4 |
1506-0 |
277-4 |
17.9% |
23-3 |
1.5% |
16% |
False |
False |
130,002 |
80 |
1783-4 |
1308-6 |
474-6 |
30.6% |
22-7 |
1.5% |
51% |
False |
False |
127,666 |
100 |
1783-4 |
1253-0 |
530-4 |
34.2% |
21-1 |
1.4% |
56% |
False |
False |
114,725 |
120 |
1783-4 |
1253-0 |
530-4 |
34.2% |
20-1 |
1.3% |
56% |
False |
False |
104,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1614-3 |
2.618 |
1592-3 |
1.618 |
1578-7 |
1.000 |
1570-4 |
0.618 |
1565-3 |
HIGH |
1557-0 |
0.618 |
1551-7 |
0.500 |
1550-2 |
0.382 |
1548-5 |
LOW |
1543-4 |
0.618 |
1535-1 |
1.000 |
1530-0 |
1.618 |
1521-5 |
2.618 |
1508-1 |
4.250 |
1486-1 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1550-6 |
1555-6 |
PP |
1550-4 |
1554-1 |
S1 |
1550-2 |
1552-5 |
|