CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1560-0 |
1541-4 |
-18-4 |
-1.2% |
1548-0 |
| High |
1562-0 |
1544-0 |
-18-0 |
-1.2% |
1574-0 |
| Low |
1554-0 |
1525-0 |
-29-0 |
-1.9% |
1530-0 |
| Close |
1561-2 |
1527-2 |
-34-0 |
-2.2% |
1561-2 |
| Range |
8-0 |
19-0 |
11-0 |
137.5% |
44-0 |
| ATR |
25-3 |
26-1 |
0-6 |
3.1% |
0-0 |
| Volume |
106,493 |
94,827 |
-11,666 |
-11.0% |
553,969 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1589-1 |
1577-1 |
1537-6 |
|
| R3 |
1570-1 |
1558-1 |
1532-4 |
|
| R2 |
1551-1 |
1551-1 |
1530-6 |
|
| R1 |
1539-1 |
1539-1 |
1529-0 |
1535-5 |
| PP |
1532-1 |
1532-1 |
1532-1 |
1530-2 |
| S1 |
1520-1 |
1520-1 |
1525-4 |
1516-5 |
| S2 |
1513-1 |
1513-1 |
1523-6 |
|
| S3 |
1494-1 |
1501-1 |
1522-0 |
|
| S4 |
1475-1 |
1482-1 |
1516-6 |
|
|
| 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 |
1525-0 |
49-0 |
3.2% |
13-6 |
0.9% |
5% |
False |
True |
105,985 |
| 10 |
1574-0 |
1493-0 |
81-0 |
5.3% |
15-2 |
1.0% |
42% |
False |
False |
109,210 |
| 20 |
1574-0 |
1486-0 |
88-0 |
5.8% |
18-2 |
1.2% |
47% |
False |
False |
128,869 |
| 40 |
1783-4 |
1486-0 |
297-4 |
19.5% |
21-5 |
1.4% |
14% |
False |
False |
131,463 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.5% |
21-5 |
1.4% |
14% |
False |
False |
124,579 |
| 80 |
1783-4 |
1486-0 |
297-4 |
19.5% |
22-4 |
1.5% |
14% |
False |
False |
129,953 |
| 100 |
1783-4 |
1308-0 |
475-4 |
31.1% |
21-4 |
1.4% |
46% |
False |
False |
124,808 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.7% |
20-4 |
1.3% |
52% |
False |
False |
113,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1624-6 |
|
2.618 |
1593-6 |
|
1.618 |
1574-6 |
|
1.000 |
1563-0 |
|
0.618 |
1555-6 |
|
HIGH |
1544-0 |
|
0.618 |
1536-6 |
|
0.500 |
1534-4 |
|
0.382 |
1532-2 |
|
LOW |
1525-0 |
|
0.618 |
1513-2 |
|
1.000 |
1506-0 |
|
1.618 |
1494-2 |
|
2.618 |
1475-2 |
|
4.250 |
1444-2 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1534-4 |
1546-0 |
| PP |
1532-1 |
1539-6 |
| S1 |
1529-5 |
1533-4 |
|