CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1548-0 |
1533-0 |
-15-0 |
-1.0% |
1495-4 |
| High |
1551-0 |
1554-0 |
3-0 |
0.2% |
1552-0 |
| Low |
1541-0 |
1530-0 |
-11-0 |
-0.7% |
1486-0 |
| Close |
1546-4 |
1553-2 |
6-6 |
0.4% |
1534-2 |
| Range |
10-0 |
24-0 |
14-0 |
140.0% |
66-0 |
| ATR |
28-4 |
28-2 |
-0-3 |
-1.1% |
0-0 |
| Volume |
118,869 |
95,184 |
-23,685 |
-19.9% |
572,737 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1617-6 |
1609-4 |
1566-4 |
|
| R3 |
1593-6 |
1585-4 |
1559-7 |
|
| R2 |
1569-6 |
1569-6 |
1557-5 |
|
| R1 |
1561-4 |
1561-4 |
1555-4 |
1565-5 |
| PP |
1545-6 |
1545-6 |
1545-6 |
1547-6 |
| S1 |
1537-4 |
1537-4 |
1551-0 |
1541-5 |
| S2 |
1521-6 |
1521-6 |
1548-7 |
|
| S3 |
1497-6 |
1513-4 |
1546-5 |
|
| S4 |
1473-6 |
1489-4 |
1540-0 |
|
|
| 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 |
1554-0 |
1495-4 |
58-4 |
3.8% |
17-5 |
1.1% |
99% |
True |
False |
110,724 |
| 10 |
1567-0 |
1486-0 |
81-0 |
5.2% |
19-6 |
1.3% |
83% |
False |
False |
128,263 |
| 20 |
1612-0 |
1486-0 |
126-0 |
8.1% |
21-6 |
1.4% |
53% |
False |
False |
138,300 |
| 40 |
1783-4 |
1486-0 |
297-4 |
19.2% |
22-5 |
1.5% |
23% |
False |
False |
131,269 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.2% |
22-5 |
1.5% |
23% |
False |
False |
126,148 |
| 80 |
1783-4 |
1433-0 |
350-4 |
22.6% |
23-0 |
1.5% |
34% |
False |
False |
130,963 |
| 100 |
1783-4 |
1262-0 |
521-4 |
33.6% |
21-4 |
1.4% |
56% |
False |
False |
122,908 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.2% |
20-5 |
1.3% |
57% |
False |
False |
112,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1656-0 |
|
2.618 |
1616-7 |
|
1.618 |
1592-7 |
|
1.000 |
1578-0 |
|
0.618 |
1568-7 |
|
HIGH |
1554-0 |
|
0.618 |
1544-7 |
|
0.500 |
1542-0 |
|
0.382 |
1539-1 |
|
LOW |
1530-0 |
|
0.618 |
1515-1 |
|
1.000 |
1506-0 |
|
1.618 |
1491-1 |
|
2.618 |
1467-1 |
|
4.250 |
1428-0 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1549-4 |
1549-4 |
| PP |
1545-6 |
1545-6 |
| S1 |
1542-0 |
1542-0 |
|