CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1538-4 |
1537-0 |
-1-4 |
-0.1% |
1548-0 |
High |
1547-0 |
1551-0 |
4-0 |
0.3% |
1574-0 |
Low |
1533-4 |
1534-0 |
0-4 |
0.0% |
1530-0 |
Close |
1533-6 |
1547-0 |
13-2 |
0.9% |
1561-2 |
Range |
13-4 |
17-0 |
3-4 |
25.9% |
44-0 |
ATR |
25-5 |
25-1 |
-0-5 |
-2.3% |
0-0 |
Volume |
75,026 |
34,194 |
-40,832 |
-54.4% |
553,969 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1595-0 |
1588-0 |
1556-3 |
|
R3 |
1578-0 |
1571-0 |
1551-5 |
|
R2 |
1561-0 |
1561-0 |
1550-1 |
|
R1 |
1554-0 |
1554-0 |
1548-4 |
1557-4 |
PP |
1544-0 |
1544-0 |
1544-0 |
1545-6 |
S1 |
1537-0 |
1537-0 |
1545-4 |
1540-4 |
S2 |
1527-0 |
1527-0 |
1543-7 |
|
S3 |
1510-0 |
1520-0 |
1542-3 |
|
S4 |
1493-0 |
1503-0 |
1537-5 |
|
|
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 |
1567-0 |
1525-0 |
42-0 |
2.7% |
13-1 |
0.8% |
52% |
False |
False |
81,505 |
10 |
1574-0 |
1525-0 |
49-0 |
3.2% |
14-7 |
1.0% |
45% |
False |
False |
101,680 |
20 |
1574-0 |
1486-0 |
88-0 |
5.7% |
17-1 |
1.1% |
69% |
False |
False |
118,115 |
40 |
1763-0 |
1486-0 |
277-0 |
17.9% |
21-2 |
1.4% |
22% |
False |
False |
128,222 |
60 |
1783-4 |
1486-0 |
297-4 |
19.2% |
21-3 |
1.4% |
21% |
False |
False |
122,323 |
80 |
1783-4 |
1486-0 |
297-4 |
19.2% |
22-3 |
1.4% |
21% |
False |
False |
127,944 |
100 |
1783-4 |
1308-0 |
475-4 |
30.7% |
21-5 |
1.4% |
50% |
False |
False |
124,124 |
120 |
1783-4 |
1253-0 |
530-4 |
34.3% |
20-3 |
1.3% |
55% |
False |
False |
113,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1623-2 |
2.618 |
1595-4 |
1.618 |
1578-4 |
1.000 |
1568-0 |
0.618 |
1561-4 |
HIGH |
1551-0 |
0.618 |
1544-4 |
0.500 |
1542-4 |
0.382 |
1540-4 |
LOW |
1534-0 |
0.618 |
1523-4 |
1.000 |
1517-0 |
1.618 |
1506-4 |
2.618 |
1489-4 |
4.250 |
1461-6 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1545-4 |
1544-0 |
PP |
1544-0 |
1541-0 |
S1 |
1542-4 |
1538-0 |
|