CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1570-0 |
1536-4 |
-33-4 |
-2.1% |
1588-0 |
| High |
1570-0 |
1540-0 |
-30-0 |
-1.9% |
1588-0 |
| Low |
1549-4 |
1519-0 |
-30-4 |
-2.0% |
1506-0 |
| Close |
1550-0 |
1523-2 |
-26-6 |
-1.7% |
1551-4 |
| Range |
20-4 |
21-0 |
0-4 |
2.4% |
82-0 |
| ATR |
29-3 |
29-4 |
0-1 |
0.4% |
0-0 |
| Volume |
135,427 |
153,713 |
18,286 |
13.5% |
741,635 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1590-3 |
1577-7 |
1534-6 |
|
| R3 |
1569-3 |
1556-7 |
1529-0 |
|
| R2 |
1548-3 |
1548-3 |
1527-1 |
|
| R1 |
1535-7 |
1535-7 |
1525-1 |
1531-5 |
| PP |
1527-3 |
1527-3 |
1527-3 |
1525-2 |
| S1 |
1514-7 |
1514-7 |
1521-3 |
1510-5 |
| S2 |
1506-3 |
1506-3 |
1519-3 |
|
| S3 |
1485-3 |
1493-7 |
1517-4 |
|
| S4 |
1464-3 |
1472-7 |
1511-6 |
|
|
| 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 |
1570-0 |
1519-0 |
51-0 |
3.3% |
18-0 |
1.2% |
8% |
False |
True |
137,885 |
| 10 |
1612-0 |
1506-0 |
106-0 |
7.0% |
23-5 |
1.6% |
16% |
False |
False |
149,083 |
| 20 |
1763-0 |
1506-0 |
257-0 |
16.9% |
23-3 |
1.5% |
7% |
False |
False |
144,490 |
| 40 |
1783-4 |
1506-0 |
277-4 |
18.2% |
22-5 |
1.5% |
6% |
False |
False |
127,185 |
| 60 |
1783-4 |
1506-0 |
277-4 |
18.2% |
23-4 |
1.5% |
6% |
False |
False |
131,154 |
| 80 |
1783-4 |
1371-0 |
412-4 |
27.1% |
23-1 |
1.5% |
37% |
False |
False |
129,672 |
| 100 |
1783-4 |
1253-0 |
530-4 |
34.8% |
21-1 |
1.4% |
51% |
False |
False |
116,332 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.8% |
20-1 |
1.3% |
51% |
False |
False |
106,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1629-2 |
|
2.618 |
1595-0 |
|
1.618 |
1574-0 |
|
1.000 |
1561-0 |
|
0.618 |
1553-0 |
|
HIGH |
1540-0 |
|
0.618 |
1532-0 |
|
0.500 |
1529-4 |
|
0.382 |
1527-0 |
|
LOW |
1519-0 |
|
0.618 |
1506-0 |
|
1.000 |
1498-0 |
|
1.618 |
1485-0 |
|
2.618 |
1464-0 |
|
4.250 |
1429-6 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1529-4 |
1544-4 |
| PP |
1527-3 |
1537-3 |
| S1 |
1525-3 |
1530-3 |
|