CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1535-0 |
1512-4 |
-22-4 |
-1.5% |
1600-0 |
| High |
1547-0 |
1542-0 |
-5-0 |
-0.3% |
1617-0 |
| Low |
1529-4 |
1506-0 |
-23-4 |
-1.5% |
1564-0 |
| Close |
1530-4 |
1531-6 |
1-2 |
0.1% |
1601-0 |
| Range |
17-4 |
36-0 |
18-4 |
105.7% |
53-0 |
| ATR |
31-6 |
32-1 |
0-2 |
0.9% |
0-0 |
| Volume |
158,462 |
165,835 |
7,373 |
4.7% |
727,003 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1634-5 |
1619-1 |
1551-4 |
|
| R3 |
1598-5 |
1583-1 |
1541-5 |
|
| R2 |
1562-5 |
1562-5 |
1538-3 |
|
| R1 |
1547-1 |
1547-1 |
1535-0 |
1554-7 |
| PP |
1526-5 |
1526-5 |
1526-5 |
1530-4 |
| S1 |
1511-1 |
1511-1 |
1528-4 |
1518-7 |
| S2 |
1490-5 |
1490-5 |
1525-1 |
|
| S3 |
1454-5 |
1475-1 |
1521-7 |
|
| S4 |
1418-5 |
1439-1 |
1512-0 |
|
|
| 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 |
1612-0 |
1506-0 |
106-0 |
6.9% |
29-2 |
1.9% |
24% |
False |
True |
160,281 |
| 10 |
1653-4 |
1506-0 |
147-4 |
9.6% |
25-4 |
1.7% |
17% |
False |
True |
151,251 |
| 20 |
1763-0 |
1506-0 |
257-0 |
16.8% |
25-4 |
1.7% |
10% |
False |
True |
138,329 |
| 40 |
1783-4 |
1506-0 |
277-4 |
18.1% |
23-4 |
1.5% |
9% |
False |
True |
124,427 |
| 60 |
1783-4 |
1506-0 |
277-4 |
18.1% |
24-1 |
1.6% |
9% |
False |
True |
131,220 |
| 80 |
1783-4 |
1308-0 |
475-4 |
31.0% |
22-6 |
1.5% |
47% |
False |
False |
125,626 |
| 100 |
1783-4 |
1253-0 |
530-4 |
34.6% |
21-0 |
1.4% |
53% |
False |
False |
112,866 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.6% |
19-7 |
1.3% |
53% |
False |
False |
102,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1695-0 |
|
2.618 |
1636-2 |
|
1.618 |
1600-2 |
|
1.000 |
1578-0 |
|
0.618 |
1564-2 |
|
HIGH |
1542-0 |
|
0.618 |
1528-2 |
|
0.500 |
1524-0 |
|
0.382 |
1519-6 |
|
LOW |
1506-0 |
|
0.618 |
1483-6 |
|
1.000 |
1470-0 |
|
1.618 |
1447-6 |
|
2.618 |
1411-6 |
|
4.250 |
1353-0 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1529-1 |
1547-0 |
| PP |
1526-5 |
1541-7 |
| S1 |
1524-0 |
1536-7 |
|