CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1563-0 |
1542-0 |
-21-0 |
-1.3% |
1541-4 |
High |
1569-0 |
1542-0 |
-27-0 |
-1.7% |
1569-0 |
Low |
1558-4 |
1527-0 |
-31-4 |
-2.0% |
1525-0 |
Close |
1558-4 |
1527-0 |
-31-4 |
-2.0% |
1527-0 |
Range |
10-4 |
15-0 |
4-4 |
42.9% |
44-0 |
ATR |
24-7 |
25-3 |
0-4 |
1.9% |
0-0 |
Volume |
15,081 |
13,233 |
-1,848 |
-12.3% |
232,361 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1577-0 |
1567-0 |
1535-2 |
|
R3 |
1562-0 |
1552-0 |
1531-1 |
|
R2 |
1547-0 |
1547-0 |
1529-6 |
|
R1 |
1537-0 |
1537-0 |
1528-3 |
1534-4 |
PP |
1532-0 |
1532-0 |
1532-0 |
1530-6 |
S1 |
1522-0 |
1522-0 |
1525-5 |
1519-4 |
S2 |
1517-0 |
1517-0 |
1524-2 |
|
S3 |
1502-0 |
1507-0 |
1522-7 |
|
S4 |
1487-0 |
1492-0 |
1518-6 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1672-3 |
1643-5 |
1551-2 |
|
R3 |
1628-3 |
1599-5 |
1539-1 |
|
R2 |
1584-3 |
1584-3 |
1535-1 |
|
R1 |
1555-5 |
1555-5 |
1531-0 |
1548-0 |
PP |
1540-3 |
1540-3 |
1540-3 |
1536-4 |
S1 |
1511-5 |
1511-5 |
1523-0 |
1504-0 |
S2 |
1496-3 |
1496-3 |
1518-7 |
|
S3 |
1452-3 |
1467-5 |
1514-7 |
|
S4 |
1408-3 |
1423-5 |
1502-6 |
|
|
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 |
2.9% |
15-0 |
1.0% |
5% |
False |
False |
46,472 |
10 |
1574-0 |
1525-0 |
49-0 |
3.2% |
13-4 |
0.9% |
4% |
False |
False |
78,633 |
20 |
1574-0 |
1486-0 |
88-0 |
5.8% |
16-5 |
1.1% |
47% |
False |
False |
105,450 |
40 |
1763-0 |
1486-0 |
277-0 |
18.1% |
20-7 |
1.4% |
15% |
False |
False |
123,821 |
60 |
1783-4 |
1486-0 |
297-4 |
19.5% |
20-7 |
1.4% |
14% |
False |
False |
118,954 |
80 |
1783-4 |
1486-0 |
297-4 |
19.5% |
21-6 |
1.4% |
14% |
False |
False |
123,857 |
100 |
1783-4 |
1308-0 |
475-4 |
31.1% |
21-5 |
1.4% |
46% |
False |
False |
122,825 |
120 |
1783-4 |
1253-0 |
530-4 |
34.7% |
20-3 |
1.3% |
52% |
False |
False |
112,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1605-6 |
2.618 |
1581-2 |
1.618 |
1566-2 |
1.000 |
1557-0 |
0.618 |
1551-2 |
HIGH |
1542-0 |
0.618 |
1536-2 |
0.500 |
1534-4 |
0.382 |
1532-6 |
LOW |
1527-0 |
0.618 |
1517-6 |
1.000 |
1512-0 |
1.618 |
1502-6 |
2.618 |
1487-6 |
4.250 |
1463-2 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1534-4 |
1548-0 |
PP |
1532-0 |
1541-0 |
S1 |
1529-4 |
1534-0 |
|