CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1536-4 |
1535-0 |
-1-4 |
-0.1% |
1588-0 |
| High |
1540-0 |
1567-0 |
27-0 |
1.8% |
1588-0 |
| Low |
1519-0 |
1535-0 |
16-0 |
1.1% |
1506-0 |
| Close |
1523-2 |
1548-4 |
25-2 |
1.7% |
1551-4 |
| Range |
21-0 |
32-0 |
11-0 |
52.4% |
82-0 |
| ATR |
29-4 |
30-4 |
1-0 |
3.4% |
0-0 |
| Volume |
153,713 |
209,081 |
55,368 |
36.0% |
741,635 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1646-1 |
1629-3 |
1566-1 |
|
| R3 |
1614-1 |
1597-3 |
1557-2 |
|
| R2 |
1582-1 |
1582-1 |
1554-3 |
|
| R1 |
1565-3 |
1565-3 |
1551-3 |
1573-6 |
| PP |
1550-1 |
1550-1 |
1550-1 |
1554-3 |
| S1 |
1533-3 |
1533-3 |
1545-5 |
1541-6 |
| S2 |
1518-1 |
1518-1 |
1542-5 |
|
| S3 |
1486-1 |
1501-3 |
1539-6 |
|
| S4 |
1454-1 |
1469-3 |
1530-7 |
|
|
| 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% |
21-0 |
1.4% |
58% |
False |
False |
152,393 |
| 10 |
1612-0 |
1506-0 |
106-0 |
6.8% |
25-1 |
1.6% |
40% |
False |
False |
155,975 |
| 20 |
1763-0 |
1506-0 |
257-0 |
16.6% |
24-1 |
1.6% |
17% |
False |
False |
149,360 |
| 40 |
1783-4 |
1506-0 |
277-4 |
17.9% |
23-0 |
1.5% |
15% |
False |
False |
130,216 |
| 60 |
1783-4 |
1506-0 |
277-4 |
17.9% |
23-4 |
1.5% |
15% |
False |
False |
132,393 |
| 80 |
1783-4 |
1371-0 |
412-4 |
26.6% |
23-3 |
1.5% |
43% |
False |
False |
131,205 |
| 100 |
1783-4 |
1253-0 |
530-4 |
34.3% |
21-3 |
1.4% |
56% |
False |
False |
117,896 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.3% |
20-3 |
1.3% |
56% |
False |
False |
108,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1703-0 |
|
2.618 |
1650-6 |
|
1.618 |
1618-6 |
|
1.000 |
1599-0 |
|
0.618 |
1586-6 |
|
HIGH |
1567-0 |
|
0.618 |
1554-6 |
|
0.500 |
1551-0 |
|
0.382 |
1547-2 |
|
LOW |
1535-0 |
|
0.618 |
1515-2 |
|
1.000 |
1503-0 |
|
1.618 |
1483-2 |
|
2.618 |
1451-2 |
|
4.250 |
1399-0 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1551-0 |
1547-1 |
| PP |
1550-1 |
1545-7 |
| S1 |
1549-3 |
1544-4 |
|