CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1567-4 |
1550-0 |
-17-4 |
-1.1% |
1588-0 |
| High |
1567-4 |
1568-0 |
0-4 |
0.0% |
1588-0 |
| Low |
1550-4 |
1550-0 |
-0-4 |
0.0% |
1506-0 |
| Close |
1551-4 |
1551-4 |
0-0 |
0.0% |
1551-4 |
| Range |
17-0 |
18-0 |
1-0 |
5.9% |
82-0 |
| ATR |
32-3 |
31-3 |
-1-0 |
-3.2% |
0-0 |
| Volume |
136,541 |
145,075 |
8,534 |
6.3% |
741,635 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1610-4 |
1599-0 |
1561-3 |
|
| R3 |
1592-4 |
1581-0 |
1556-4 |
|
| R2 |
1574-4 |
1574-4 |
1554-6 |
|
| R1 |
1563-0 |
1563-0 |
1553-1 |
1568-6 |
| PP |
1556-4 |
1556-4 |
1556-4 |
1559-3 |
| S1 |
1545-0 |
1545-0 |
1549-7 |
1550-6 |
| S2 |
1538-4 |
1538-4 |
1548-2 |
|
| S3 |
1520-4 |
1527-0 |
1546-4 |
|
| S4 |
1502-4 |
1509-0 |
1541-5 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1794-4 |
1755-0 |
1596-5 |
|
| R3 |
1712-4 |
1673-0 |
1574-0 |
|
| R2 |
1630-4 |
1630-4 |
1566-4 |
|
| R1 |
1591-0 |
1591-0 |
1559-0 |
1569-6 |
| PP |
1548-4 |
1548-4 |
1548-4 |
1537-7 |
| S1 |
1509-0 |
1509-0 |
1544-0 |
1487-6 |
| S2 |
1466-4 |
1466-4 |
1536-4 |
|
| S3 |
1384-4 |
1427-0 |
1529-0 |
|
| S4 |
1302-4 |
1345-0 |
1506-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1588-0 |
1506-0 |
82-0 |
5.3% |
23-2 |
1.5% |
55% |
False |
False |
148,327 |
| 10 |
1617-0 |
1506-0 |
111-0 |
7.2% |
23-6 |
1.5% |
41% |
False |
False |
146,863 |
| 20 |
1763-0 |
1506-0 |
257-0 |
16.6% |
25-2 |
1.6% |
18% |
False |
False |
142,192 |
| 40 |
1783-4 |
1506-0 |
277-4 |
17.9% |
23-0 |
1.5% |
16% |
False |
False |
125,706 |
| 60 |
1783-4 |
1506-0 |
277-4 |
17.9% |
23-3 |
1.5% |
16% |
False |
False |
129,992 |
| 80 |
1783-4 |
1308-0 |
475-4 |
30.6% |
22-7 |
1.5% |
51% |
False |
False |
127,169 |
| 100 |
1783-4 |
1253-0 |
530-4 |
34.2% |
21-1 |
1.4% |
56% |
False |
False |
114,178 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.2% |
20-1 |
1.3% |
56% |
False |
False |
104,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1644-4 |
|
2.618 |
1615-1 |
|
1.618 |
1597-1 |
|
1.000 |
1586-0 |
|
0.618 |
1579-1 |
|
HIGH |
1568-0 |
|
0.618 |
1561-1 |
|
0.500 |
1559-0 |
|
0.382 |
1556-7 |
|
LOW |
1550-0 |
|
0.618 |
1538-7 |
|
1.000 |
1532-0 |
|
1.618 |
1520-7 |
|
2.618 |
1502-7 |
|
4.250 |
1473-4 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1559-0 |
1546-5 |
| PP |
1556-4 |
1541-7 |
| S1 |
1554-0 |
1537-0 |
|