CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1527-4 |
1549-0 |
21-4 |
1.4% |
1495-4 |
| High |
1547-0 |
1552-0 |
5-0 |
0.3% |
1552-0 |
| Low |
1527-0 |
1533-0 |
6-0 |
0.4% |
1486-0 |
| Close |
1545-4 |
1534-2 |
-11-2 |
-0.7% |
1534-2 |
| Range |
20-0 |
19-0 |
-1-0 |
-5.0% |
66-0 |
| ATR |
30-2 |
29-4 |
-0-6 |
-2.7% |
0-0 |
| Volume |
144,016 |
114,775 |
-29,241 |
-20.3% |
572,737 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1596-6 |
1584-4 |
1544-6 |
|
| R3 |
1577-6 |
1565-4 |
1539-4 |
|
| R2 |
1558-6 |
1558-6 |
1537-6 |
|
| R1 |
1546-4 |
1546-4 |
1536-0 |
1543-1 |
| PP |
1539-6 |
1539-6 |
1539-6 |
1538-0 |
| S1 |
1527-4 |
1527-4 |
1532-4 |
1524-1 |
| S2 |
1520-6 |
1520-6 |
1530-6 |
|
| S3 |
1501-6 |
1508-4 |
1529-0 |
|
| S4 |
1482-6 |
1489-4 |
1523-6 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1722-1 |
1694-1 |
1570-4 |
|
| R3 |
1656-1 |
1628-1 |
1552-3 |
|
| R2 |
1590-1 |
1590-1 |
1546-3 |
|
| R1 |
1562-1 |
1562-1 |
1540-2 |
1576-1 |
| PP |
1524-1 |
1524-1 |
1524-1 |
1531-0 |
| S1 |
1496-1 |
1496-1 |
1528-2 |
1510-1 |
| S2 |
1458-1 |
1458-1 |
1522-1 |
|
| S3 |
1392-1 |
1430-1 |
1516-1 |
|
| S4 |
1326-1 |
1364-1 |
1498-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1552-0 |
1486-0 |
66-0 |
4.3% |
17-1 |
1.1% |
73% |
True |
False |
114,547 |
| 10 |
1570-0 |
1486-0 |
84-0 |
5.5% |
19-6 |
1.3% |
57% |
False |
False |
132,268 |
| 20 |
1617-0 |
1486-0 |
131-0 |
8.5% |
21-6 |
1.4% |
37% |
False |
False |
139,566 |
| 40 |
1783-4 |
1486-0 |
297-4 |
19.4% |
22-7 |
1.5% |
16% |
False |
False |
131,569 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.4% |
22-4 |
1.5% |
16% |
False |
False |
126,544 |
| 80 |
1783-4 |
1401-4 |
382-0 |
24.9% |
23-1 |
1.5% |
35% |
False |
False |
131,081 |
| 100 |
1783-4 |
1256-4 |
527-0 |
34.3% |
21-4 |
1.4% |
53% |
False |
False |
121,979 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.6% |
20-5 |
1.3% |
53% |
False |
False |
111,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1632-6 |
|
2.618 |
1601-6 |
|
1.618 |
1582-6 |
|
1.000 |
1571-0 |
|
0.618 |
1563-6 |
|
HIGH |
1552-0 |
|
0.618 |
1544-6 |
|
0.500 |
1542-4 |
|
0.382 |
1540-2 |
|
LOW |
1533-0 |
|
0.618 |
1521-2 |
|
1.000 |
1514-0 |
|
1.618 |
1502-2 |
|
2.618 |
1483-2 |
|
4.250 |
1452-2 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1542-4 |
1530-6 |
| PP |
1539-6 |
1527-2 |
| S1 |
1537-0 |
1523-6 |
|