CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1533-0 |
1564-0 |
31-0 |
2.0% |
1495-4 |
| High |
1554-0 |
1574-0 |
20-0 |
1.3% |
1552-0 |
| Low |
1530-0 |
1564-0 |
34-0 |
2.2% |
1486-0 |
| Close |
1553-2 |
1570-4 |
17-2 |
1.1% |
1534-2 |
| Range |
24-0 |
10-0 |
-14-0 |
-58.3% |
66-0 |
| ATR |
28-2 |
27-5 |
-0-4 |
-1.9% |
0-0 |
| Volume |
95,184 |
136,436 |
41,252 |
43.3% |
572,737 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1599-4 |
1595-0 |
1576-0 |
|
| R3 |
1589-4 |
1585-0 |
1573-2 |
|
| R2 |
1579-4 |
1579-4 |
1572-3 |
|
| R1 |
1575-0 |
1575-0 |
1571-3 |
1577-2 |
| PP |
1569-4 |
1569-4 |
1569-4 |
1570-5 |
| S1 |
1565-0 |
1565-0 |
1569-5 |
1567-2 |
| S2 |
1559-4 |
1559-4 |
1568-5 |
|
| S3 |
1549-4 |
1555-0 |
1567-6 |
|
| S4 |
1539-4 |
1545-0 |
1565-0 |
|
|
| 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 |
1574-0 |
1527-0 |
47-0 |
3.0% |
16-5 |
1.1% |
93% |
True |
False |
121,856 |
| 10 |
1574-0 |
1486-0 |
88-0 |
5.6% |
18-5 |
1.2% |
96% |
True |
False |
126,536 |
| 20 |
1612-0 |
1486-0 |
126-0 |
8.0% |
21-1 |
1.3% |
67% |
False |
False |
137,809 |
| 40 |
1783-4 |
1486-0 |
297-4 |
18.9% |
22-3 |
1.4% |
28% |
False |
False |
131,828 |
| 60 |
1783-4 |
1486-0 |
297-4 |
18.9% |
22-3 |
1.4% |
28% |
False |
False |
126,199 |
| 80 |
1783-4 |
1453-0 |
330-4 |
21.0% |
23-0 |
1.5% |
36% |
False |
False |
131,002 |
| 100 |
1783-4 |
1276-0 |
507-4 |
32.3% |
21-4 |
1.4% |
58% |
False |
False |
123,549 |
| 120 |
1783-4 |
1253-0 |
530-4 |
33.8% |
20-4 |
1.3% |
60% |
False |
False |
112,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1616-4 |
|
2.618 |
1600-1 |
|
1.618 |
1590-1 |
|
1.000 |
1584-0 |
|
0.618 |
1580-1 |
|
HIGH |
1574-0 |
|
0.618 |
1570-1 |
|
0.500 |
1569-0 |
|
0.382 |
1567-7 |
|
LOW |
1564-0 |
|
0.618 |
1557-7 |
|
1.000 |
1554-0 |
|
1.618 |
1547-7 |
|
2.618 |
1537-7 |
|
4.250 |
1521-4 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1570-0 |
1564-3 |
| PP |
1569-4 |
1558-1 |
| S1 |
1569-0 |
1552-0 |
|