CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1537-0 |
1563-0 |
26-0 |
1.7% |
1548-0 |
| High |
1551-0 |
1569-0 |
18-0 |
1.2% |
1574-0 |
| Low |
1534-0 |
1558-4 |
24-4 |
1.6% |
1530-0 |
| Close |
1547-0 |
1558-4 |
11-4 |
0.7% |
1561-2 |
| Range |
17-0 |
10-4 |
-6-4 |
-38.2% |
44-0 |
| ATR |
25-1 |
24-7 |
-0-2 |
-0.9% |
0-0 |
| Volume |
34,194 |
15,081 |
-19,113 |
-55.9% |
553,969 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1593-4 |
1586-4 |
1564-2 |
|
| R3 |
1583-0 |
1576-0 |
1561-3 |
|
| R2 |
1572-4 |
1572-4 |
1560-3 |
|
| R1 |
1565-4 |
1565-4 |
1559-4 |
1563-6 |
| PP |
1562-0 |
1562-0 |
1562-0 |
1561-1 |
| S1 |
1555-0 |
1555-0 |
1557-4 |
1553-2 |
| S2 |
1551-4 |
1551-4 |
1556-5 |
|
| S3 |
1541-0 |
1544-4 |
1555-5 |
|
| S4 |
1530-4 |
1534-0 |
1552-6 |
|
|
| 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 |
1569-0 |
1525-0 |
44-0 |
2.8% |
13-5 |
0.9% |
76% |
True |
False |
65,124 |
| 10 |
1574-0 |
1525-0 |
49-0 |
3.1% |
13-7 |
0.9% |
68% |
False |
False |
88,787 |
| 20 |
1574-0 |
1486-0 |
88-0 |
5.6% |
16-6 |
1.1% |
82% |
False |
False |
112,042 |
| 40 |
1763-0 |
1486-0 |
277-0 |
17.8% |
21-1 |
1.4% |
26% |
False |
False |
125,941 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.1% |
21-0 |
1.4% |
24% |
False |
False |
120,774 |
| 80 |
1783-4 |
1486-0 |
297-4 |
19.1% |
21-6 |
1.4% |
24% |
False |
False |
126,591 |
| 100 |
1783-4 |
1308-0 |
475-4 |
30.5% |
21-4 |
1.4% |
53% |
False |
False |
123,591 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.0% |
20-3 |
1.3% |
58% |
False |
False |
113,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1613-5 |
|
2.618 |
1596-4 |
|
1.618 |
1586-0 |
|
1.000 |
1579-4 |
|
0.618 |
1575-4 |
|
HIGH |
1569-0 |
|
0.618 |
1565-0 |
|
0.500 |
1563-6 |
|
0.382 |
1562-4 |
|
LOW |
1558-4 |
|
0.618 |
1552-0 |
|
1.000 |
1548-0 |
|
1.618 |
1541-4 |
|
2.618 |
1531-0 |
|
4.250 |
1513-7 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1563-6 |
1556-1 |
| PP |
1562-0 |
1553-5 |
| S1 |
1560-2 |
1551-2 |
|