CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1504-0 |
1501-0 |
-3-0 |
-0.2% |
1543-4 |
| High |
1513-0 |
1510-4 |
-2-4 |
-0.2% |
1570-0 |
| Low |
1493-0 |
1495-4 |
2-4 |
0.2% |
1510-4 |
| Close |
1493-6 |
1509-2 |
15-4 |
1.0% |
1522-4 |
| Range |
20-0 |
15-0 |
-5-0 |
-25.0% |
59-4 |
| ATR |
30-5 |
29-5 |
-1-0 |
-3.2% |
0-0 |
| Volume |
103,736 |
80,780 |
-22,956 |
-22.1% |
749,948 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1550-1 |
1544-5 |
1517-4 |
|
| R3 |
1535-1 |
1529-5 |
1513-3 |
|
| R2 |
1520-1 |
1520-1 |
1512-0 |
|
| R1 |
1514-5 |
1514-5 |
1510-5 |
1517-3 |
| PP |
1505-1 |
1505-1 |
1505-1 |
1506-4 |
| S1 |
1499-5 |
1499-5 |
1507-7 |
1502-3 |
| S2 |
1490-1 |
1490-1 |
1506-4 |
|
| S3 |
1475-1 |
1484-5 |
1505-1 |
|
| S4 |
1460-1 |
1469-5 |
1501-0 |
|
|
| 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 |
1567-0 |
1486-0 |
81-0 |
5.4% |
20-5 |
1.4% |
29% |
False |
False |
131,216 |
| 10 |
1570-0 |
1486-0 |
84-0 |
5.6% |
19-2 |
1.3% |
28% |
False |
False |
134,551 |
| 20 |
1653-4 |
1486-0 |
167-4 |
11.1% |
22-3 |
1.5% |
14% |
False |
False |
142,901 |
| 40 |
1783-4 |
1486-0 |
297-4 |
19.7% |
23-0 |
1.5% |
8% |
False |
False |
131,085 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.7% |
22-7 |
1.5% |
8% |
False |
False |
127,796 |
| 80 |
1783-4 |
1401-4 |
382-0 |
25.3% |
23-3 |
1.5% |
28% |
False |
False |
131,461 |
| 100 |
1783-4 |
1256-4 |
527-0 |
34.9% |
21-3 |
1.4% |
48% |
False |
False |
120,174 |
| 120 |
1783-4 |
1253-0 |
530-4 |
35.1% |
20-4 |
1.4% |
48% |
False |
False |
109,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1574-2 |
|
2.618 |
1549-6 |
|
1.618 |
1534-6 |
|
1.000 |
1525-4 |
|
0.618 |
1519-6 |
|
HIGH |
1510-4 |
|
0.618 |
1504-6 |
|
0.500 |
1503-0 |
|
0.382 |
1501-2 |
|
LOW |
1495-4 |
|
0.618 |
1486-2 |
|
1.000 |
1480-4 |
|
1.618 |
1471-2 |
|
2.618 |
1456-2 |
|
4.250 |
1431-6 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1507-1 |
1506-0 |
| PP |
1505-1 |
1502-6 |
| S1 |
1503-0 |
1499-4 |
|