CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1535-0 |
1535-0 |
0-0 |
0.0% |
1543-4 |
High |
1567-0 |
1535-0 |
-32-0 |
-2.0% |
1570-0 |
Low |
1535-0 |
1510-4 |
-24-4 |
-1.6% |
1510-4 |
Close |
1548-4 |
1522-4 |
-26-0 |
-1.7% |
1522-4 |
Range |
32-0 |
24-4 |
-7-4 |
-23.4% |
59-4 |
ATR |
30-4 |
31-0 |
0-4 |
1.8% |
0-0 |
Volume |
209,081 |
133,054 |
-76,027 |
-36.4% |
749,948 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1596-1 |
1583-7 |
1536-0 |
|
R3 |
1571-5 |
1559-3 |
1529-2 |
|
R2 |
1547-1 |
1547-1 |
1527-0 |
|
R1 |
1534-7 |
1534-7 |
1524-6 |
1528-6 |
PP |
1522-5 |
1522-5 |
1522-5 |
1519-5 |
S1 |
1510-3 |
1510-3 |
1520-2 |
1504-2 |
S2 |
1498-1 |
1498-1 |
1518-0 |
|
S3 |
1473-5 |
1485-7 |
1515-6 |
|
S4 |
1449-1 |
1461-3 |
1509-0 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1712-7 |
1677-1 |
1555-2 |
|
R3 |
1653-3 |
1617-5 |
1538-7 |
|
R2 |
1593-7 |
1593-7 |
1533-3 |
|
R1 |
1558-1 |
1558-1 |
1528-0 |
1546-2 |
PP |
1534-3 |
1534-3 |
1534-3 |
1528-3 |
S1 |
1498-5 |
1498-5 |
1517-0 |
1486-6 |
S2 |
1474-7 |
1474-7 |
1511-5 |
|
S3 |
1415-3 |
1439-1 |
1506-1 |
|
S4 |
1355-7 |
1379-5 |
1489-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1570-0 |
1510-4 |
59-4 |
3.9% |
22-2 |
1.5% |
20% |
False |
True |
149,989 |
10 |
1588-0 |
1506-0 |
82-0 |
5.4% |
22-6 |
1.5% |
20% |
False |
False |
149,158 |
20 |
1702-0 |
1506-0 |
196-0 |
12.9% |
24-1 |
1.6% |
8% |
False |
False |
150,324 |
40 |
1783-4 |
1506-0 |
277-4 |
18.2% |
23-2 |
1.5% |
6% |
False |
False |
131,265 |
60 |
1783-4 |
1506-0 |
277-4 |
18.2% |
23-4 |
1.5% |
6% |
False |
False |
132,103 |
80 |
1783-4 |
1371-0 |
412-4 |
27.1% |
23-4 |
1.5% |
37% |
False |
False |
130,934 |
100 |
1783-4 |
1253-0 |
530-4 |
34.8% |
21-3 |
1.4% |
51% |
False |
False |
118,816 |
120 |
1783-4 |
1253-0 |
530-4 |
34.8% |
20-4 |
1.3% |
51% |
False |
False |
108,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1639-1 |
2.618 |
1599-1 |
1.618 |
1574-5 |
1.000 |
1559-4 |
0.618 |
1550-1 |
HIGH |
1535-0 |
0.618 |
1525-5 |
0.500 |
1522-6 |
0.382 |
1519-7 |
LOW |
1510-4 |
0.618 |
1495-3 |
1.000 |
1486-0 |
1.618 |
1470-7 |
2.618 |
1446-3 |
4.250 |
1406-3 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1522-6 |
1538-6 |
PP |
1522-5 |
1533-3 |
S1 |
1522-5 |
1527-7 |
|