CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1574-4 |
1588-0 |
13-4 |
0.9% |
1600-0 |
| High |
1612-0 |
1588-0 |
-24-0 |
-1.5% |
1617-0 |
| Low |
1564-0 |
1560-0 |
-4-0 |
-0.3% |
1564-0 |
| Close |
1601-0 |
1560-2 |
-40-6 |
-2.5% |
1601-0 |
| Range |
48-0 |
28-0 |
-20-0 |
-41.7% |
53-0 |
| ATR |
31-2 |
31-7 |
0-6 |
2.2% |
0-0 |
| Volume |
201,224 |
135,722 |
-65,502 |
-32.6% |
727,003 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1653-3 |
1634-7 |
1575-5 |
|
| R3 |
1625-3 |
1606-7 |
1568-0 |
|
| R2 |
1597-3 |
1597-3 |
1565-3 |
|
| R1 |
1578-7 |
1578-7 |
1562-7 |
1574-1 |
| PP |
1569-3 |
1569-3 |
1569-3 |
1567-0 |
| S1 |
1550-7 |
1550-7 |
1557-5 |
1546-1 |
| S2 |
1541-3 |
1541-3 |
1555-1 |
|
| S3 |
1513-3 |
1522-7 |
1552-4 |
|
| S4 |
1485-3 |
1494-7 |
1544-7 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1753-0 |
1730-0 |
1630-1 |
|
| R3 |
1700-0 |
1677-0 |
1615-5 |
|
| R2 |
1647-0 |
1647-0 |
1610-6 |
|
| R1 |
1624-0 |
1624-0 |
1605-7 |
1635-4 |
| PP |
1594-0 |
1594-0 |
1594-0 |
1599-6 |
| S1 |
1571-0 |
1571-0 |
1596-1 |
1582-4 |
| S2 |
1541-0 |
1541-0 |
1591-2 |
|
| S3 |
1488-0 |
1518-0 |
1586-3 |
|
| S4 |
1435-0 |
1465-0 |
1571-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1617-0 |
1560-0 |
57-0 |
3.7% |
25-3 |
1.6% |
0% |
False |
True |
146,142 |
| 10 |
1674-0 |
1560-0 |
114-0 |
7.3% |
25-0 |
1.6% |
0% |
False |
True |
148,315 |
| 20 |
1783-4 |
1560-0 |
223-4 |
14.3% |
25-1 |
1.6% |
0% |
False |
True |
134,056 |
| 40 |
1783-4 |
1555-4 |
228-0 |
14.6% |
23-2 |
1.5% |
2% |
False |
False |
122,434 |
| 60 |
1783-4 |
1506-0 |
277-4 |
17.8% |
24-0 |
1.5% |
20% |
False |
False |
130,314 |
| 80 |
1783-4 |
1308-0 |
475-4 |
30.5% |
22-3 |
1.4% |
53% |
False |
False |
123,793 |
| 100 |
1783-4 |
1253-0 |
530-4 |
34.0% |
20-7 |
1.3% |
58% |
False |
False |
110,835 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.0% |
19-5 |
1.3% |
58% |
False |
False |
100,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1707-0 |
|
2.618 |
1661-2 |
|
1.618 |
1633-2 |
|
1.000 |
1616-0 |
|
0.618 |
1605-2 |
|
HIGH |
1588-0 |
|
0.618 |
1577-2 |
|
0.500 |
1574-0 |
|
0.382 |
1570-6 |
|
LOW |
1560-0 |
|
0.618 |
1542-6 |
|
1.000 |
1532-0 |
|
1.618 |
1514-6 |
|
2.618 |
1486-6 |
|
4.250 |
1441-0 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1574-0 |
1586-0 |
| PP |
1569-3 |
1577-3 |
| S1 |
1564-7 |
1568-7 |
|