CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1549-0 |
1548-0 |
-1-0 |
-0.1% |
1495-4 |
| High |
1552-0 |
1551-0 |
-1-0 |
-0.1% |
1552-0 |
| Low |
1533-0 |
1541-0 |
8-0 |
0.5% |
1486-0 |
| Close |
1534-2 |
1546-4 |
12-2 |
0.8% |
1534-2 |
| Range |
19-0 |
10-0 |
-9-0 |
-47.4% |
66-0 |
| ATR |
29-4 |
28-4 |
-0-7 |
-3.1% |
0-0 |
| Volume |
114,775 |
118,869 |
4,094 |
3.6% |
572,737 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1576-1 |
1571-3 |
1552-0 |
|
| R3 |
1566-1 |
1561-3 |
1549-2 |
|
| R2 |
1556-1 |
1556-1 |
1548-3 |
|
| R1 |
1551-3 |
1551-3 |
1547-3 |
1548-6 |
| PP |
1546-1 |
1546-1 |
1546-1 |
1544-7 |
| S1 |
1541-3 |
1541-3 |
1545-5 |
1538-6 |
| S2 |
1536-1 |
1536-1 |
1544-5 |
|
| S3 |
1526-1 |
1531-3 |
1543-6 |
|
| S4 |
1516-1 |
1521-3 |
1541-0 |
|
|
| 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 |
1493-0 |
59-0 |
3.8% |
16-6 |
1.1% |
91% |
False |
False |
112,435 |
| 10 |
1570-0 |
1486-0 |
84-0 |
5.4% |
19-3 |
1.3% |
72% |
False |
False |
132,288 |
| 20 |
1617-0 |
1486-0 |
131-0 |
8.5% |
21-1 |
1.4% |
46% |
False |
False |
138,908 |
| 40 |
1783-4 |
1486-0 |
297-4 |
19.2% |
22-6 |
1.5% |
20% |
False |
False |
132,181 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.2% |
22-3 |
1.4% |
20% |
False |
False |
126,369 |
| 80 |
1783-4 |
1410-0 |
373-4 |
24.2% |
23-0 |
1.5% |
37% |
False |
False |
131,044 |
| 100 |
1783-4 |
1256-4 |
527-0 |
34.1% |
21-3 |
1.4% |
55% |
False |
False |
122,646 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.3% |
20-3 |
1.3% |
55% |
False |
False |
111,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1593-4 |
|
2.618 |
1577-1 |
|
1.618 |
1567-1 |
|
1.000 |
1561-0 |
|
0.618 |
1557-1 |
|
HIGH |
1551-0 |
|
0.618 |
1547-1 |
|
0.500 |
1546-0 |
|
0.382 |
1544-7 |
|
LOW |
1541-0 |
|
0.618 |
1534-7 |
|
1.000 |
1531-0 |
|
1.618 |
1524-7 |
|
2.618 |
1514-7 |
|
4.250 |
1498-4 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1546-3 |
1544-1 |
| PP |
1546-1 |
1541-7 |
| S1 |
1546-0 |
1539-4 |
|