CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1520-0 |
1518-0 |
-2-0 |
-0.1% |
1541-4 |
| High |
1523-0 |
1521-0 |
-2-0 |
-0.1% |
1569-0 |
| Low |
1504-2 |
1516-0 |
11-6 |
0.8% |
1525-0 |
| Close |
1504-2 |
1516-6 |
12-4 |
0.8% |
1527-0 |
| Range |
18-6 |
5-0 |
-13-6 |
-73.3% |
44-0 |
| ATR |
25-1 |
24-4 |
-0-5 |
-2.4% |
0-0 |
| Volume |
9,670 |
5,654 |
-4,016 |
-41.5% |
232,361 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1532-7 |
1529-7 |
1519-4 |
|
| R3 |
1527-7 |
1524-7 |
1518-1 |
|
| R2 |
1522-7 |
1522-7 |
1517-5 |
|
| R1 |
1519-7 |
1519-7 |
1517-2 |
1518-7 |
| PP |
1517-7 |
1517-7 |
1517-7 |
1517-4 |
| S1 |
1514-7 |
1514-7 |
1516-2 |
1513-7 |
| S2 |
1512-7 |
1512-7 |
1515-7 |
|
| S3 |
1507-7 |
1509-7 |
1515-3 |
|
| S4 |
1502-7 |
1504-7 |
1514-0 |
|
|
| 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 |
1504-2 |
64-6 |
4.3% |
13-2 |
0.9% |
19% |
False |
False |
15,566 |
| 10 |
1574-0 |
1504-2 |
69-6 |
4.6% |
12-4 |
0.8% |
18% |
False |
False |
58,760 |
| 20 |
1574-0 |
1486-0 |
88-0 |
5.8% |
16-1 |
1.1% |
35% |
False |
False |
93,511 |
| 40 |
1763-0 |
1486-0 |
277-0 |
18.3% |
20-4 |
1.4% |
11% |
False |
False |
119,273 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.6% |
20-3 |
1.3% |
10% |
False |
False |
114,937 |
| 80 |
1783-4 |
1486-0 |
297-4 |
19.6% |
21-5 |
1.4% |
10% |
False |
False |
121,304 |
| 100 |
1783-4 |
1327-0 |
456-4 |
30.1% |
21-5 |
1.4% |
42% |
False |
False |
121,577 |
| 120 |
1783-4 |
1253-0 |
530-4 |
35.0% |
20-3 |
1.3% |
50% |
False |
False |
111,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1542-2 |
|
2.618 |
1534-1 |
|
1.618 |
1529-1 |
|
1.000 |
1526-0 |
|
0.618 |
1524-1 |
|
HIGH |
1521-0 |
|
0.618 |
1519-1 |
|
0.500 |
1518-4 |
|
0.382 |
1517-7 |
|
LOW |
1516-0 |
|
0.618 |
1512-7 |
|
1.000 |
1511-0 |
|
1.618 |
1507-7 |
|
2.618 |
1502-7 |
|
4.250 |
1494-6 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1518-4 |
1523-1 |
| PP |
1517-7 |
1521-0 |
| S1 |
1517-3 |
1518-7 |
|