CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1564-0 |
1566-0 |
2-0 |
0.1% |
1495-4 |
| High |
1574-0 |
1567-0 |
-7-0 |
-0.4% |
1552-0 |
| Low |
1564-0 |
1559-0 |
-5-0 |
-0.3% |
1486-0 |
| Close |
1570-4 |
1564-0 |
-6-4 |
-0.4% |
1534-2 |
| Range |
10-0 |
8-0 |
-2-0 |
-20.0% |
66-0 |
| ATR |
27-5 |
26-4 |
-1-1 |
-4.2% |
0-0 |
| Volume |
136,436 |
96,987 |
-39,449 |
-28.9% |
572,737 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1587-3 |
1583-5 |
1568-3 |
|
| R3 |
1579-3 |
1575-5 |
1566-2 |
|
| R2 |
1571-3 |
1571-3 |
1565-4 |
|
| R1 |
1567-5 |
1567-5 |
1564-6 |
1565-4 |
| PP |
1563-3 |
1563-3 |
1563-3 |
1562-2 |
| S1 |
1559-5 |
1559-5 |
1563-2 |
1557-4 |
| S2 |
1555-3 |
1555-3 |
1562-4 |
|
| S3 |
1547-3 |
1551-5 |
1561-6 |
|
| S4 |
1539-3 |
1543-5 |
1559-5 |
|
|
| 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 |
1530-0 |
44-0 |
2.8% |
14-2 |
0.9% |
77% |
False |
False |
112,450 |
| 10 |
1574-0 |
1486-0 |
88-0 |
5.6% |
16-2 |
1.0% |
89% |
False |
False |
115,326 |
| 20 |
1612-0 |
1486-0 |
126-0 |
8.1% |
20-5 |
1.3% |
62% |
False |
False |
135,651 |
| 40 |
1783-4 |
1486-0 |
297-4 |
19.0% |
21-7 |
1.4% |
26% |
False |
False |
131,795 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.0% |
21-7 |
1.4% |
26% |
False |
False |
125,008 |
| 80 |
1783-4 |
1486-0 |
297-4 |
19.0% |
22-7 |
1.5% |
26% |
False |
False |
130,793 |
| 100 |
1783-4 |
1296-4 |
487-0 |
31.1% |
21-4 |
1.4% |
55% |
False |
False |
124,034 |
| 120 |
1783-4 |
1253-0 |
530-4 |
33.9% |
20-4 |
1.3% |
59% |
False |
False |
113,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1601-0 |
|
2.618 |
1588-0 |
|
1.618 |
1580-0 |
|
1.000 |
1575-0 |
|
0.618 |
1572-0 |
|
HIGH |
1567-0 |
|
0.618 |
1564-0 |
|
0.500 |
1563-0 |
|
0.382 |
1562-0 |
|
LOW |
1559-0 |
|
0.618 |
1554-0 |
|
1.000 |
1551-0 |
|
1.618 |
1546-0 |
|
2.618 |
1538-0 |
|
4.250 |
1525-0 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1563-5 |
1560-0 |
| PP |
1563-3 |
1556-0 |
| S1 |
1563-0 |
1552-0 |
|