CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1566-0 |
1560-0 |
-6-0 |
-0.4% |
1548-0 |
| High |
1567-0 |
1562-0 |
-5-0 |
-0.3% |
1574-0 |
| Low |
1559-0 |
1554-0 |
-5-0 |
-0.3% |
1530-0 |
| Close |
1564-0 |
1561-2 |
-2-6 |
-0.2% |
1561-2 |
| Range |
8-0 |
8-0 |
0-0 |
0.0% |
44-0 |
| ATR |
26-4 |
25-3 |
-1-1 |
-4.4% |
0-0 |
| Volume |
96,987 |
106,493 |
9,506 |
9.8% |
553,969 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1583-1 |
1580-1 |
1565-5 |
|
| R3 |
1575-1 |
1572-1 |
1563-4 |
|
| R2 |
1567-1 |
1567-1 |
1562-6 |
|
| R1 |
1564-1 |
1564-1 |
1562-0 |
1565-5 |
| PP |
1559-1 |
1559-1 |
1559-1 |
1559-6 |
| S1 |
1556-1 |
1556-1 |
1560-4 |
1557-5 |
| S2 |
1551-1 |
1551-1 |
1559-6 |
|
| S3 |
1543-1 |
1548-1 |
1559-0 |
|
| S4 |
1535-1 |
1540-1 |
1556-7 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1687-1 |
1668-1 |
1585-4 |
|
| R3 |
1643-1 |
1624-1 |
1573-3 |
|
| R2 |
1599-1 |
1599-1 |
1569-3 |
|
| R1 |
1580-1 |
1580-1 |
1565-2 |
1589-5 |
| PP |
1555-1 |
1555-1 |
1555-1 |
1559-6 |
| S1 |
1536-1 |
1536-1 |
1557-2 |
1545-5 |
| S2 |
1511-1 |
1511-1 |
1553-1 |
|
| S3 |
1467-1 |
1492-1 |
1549-1 |
|
| S4 |
1423-1 |
1448-1 |
1537-0 |
|
|
| 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% |
12-0 |
0.8% |
71% |
False |
False |
110,793 |
| 10 |
1574-0 |
1486-0 |
88-0 |
5.6% |
14-4 |
0.9% |
86% |
False |
False |
112,670 |
| 20 |
1588-0 |
1486-0 |
102-0 |
6.5% |
18-5 |
1.2% |
74% |
False |
False |
130,914 |
| 40 |
1783-4 |
1486-0 |
297-4 |
19.1% |
21-4 |
1.4% |
25% |
False |
False |
131,489 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.1% |
21-4 |
1.4% |
25% |
False |
False |
124,716 |
| 80 |
1783-4 |
1486-0 |
297-4 |
19.1% |
22-4 |
1.4% |
25% |
False |
False |
130,735 |
| 100 |
1783-4 |
1308-0 |
475-4 |
30.5% |
21-4 |
1.4% |
53% |
False |
False |
124,549 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.0% |
20-4 |
1.3% |
58% |
False |
False |
113,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1596-0 |
|
2.618 |
1583-0 |
|
1.618 |
1575-0 |
|
1.000 |
1570-0 |
|
0.618 |
1567-0 |
|
HIGH |
1562-0 |
|
0.618 |
1559-0 |
|
0.500 |
1558-0 |
|
0.382 |
1557-0 |
|
LOW |
1554-0 |
|
0.618 |
1549-0 |
|
1.000 |
1546-0 |
|
1.618 |
1541-0 |
|
2.618 |
1533-0 |
|
4.250 |
1520-0 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1560-1 |
1564-0 |
| PP |
1559-1 |
1563-1 |
| S1 |
1558-0 |
1562-1 |
|