CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1543-4 |
1570-0 |
26-4 |
1.7% |
1588-0 |
| High |
1557-0 |
1570-0 |
13-0 |
0.8% |
1588-0 |
| Low |
1543-4 |
1549-4 |
6-0 |
0.4% |
1506-0 |
| Close |
1551-0 |
1550-0 |
-1-0 |
-0.1% |
1551-4 |
| Range |
13-4 |
20-4 |
7-0 |
51.9% |
82-0 |
| ATR |
30-1 |
29-3 |
-0-5 |
-2.3% |
0-0 |
| Volume |
118,673 |
135,427 |
16,754 |
14.1% |
741,635 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1618-0 |
1604-4 |
1561-2 |
|
| R3 |
1597-4 |
1584-0 |
1555-5 |
|
| R2 |
1577-0 |
1577-0 |
1553-6 |
|
| R1 |
1563-4 |
1563-4 |
1551-7 |
1560-0 |
| PP |
1556-4 |
1556-4 |
1556-4 |
1554-6 |
| S1 |
1543-0 |
1543-0 |
1548-1 |
1539-4 |
| S2 |
1536-0 |
1536-0 |
1546-2 |
|
| S3 |
1515-4 |
1522-4 |
1544-3 |
|
| S4 |
1495-0 |
1502-0 |
1538-6 |
|
|
| 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 |
1570-0 |
1506-0 |
64-0 |
4.1% |
21-0 |
1.4% |
69% |
True |
False |
140,310 |
| 10 |
1612-0 |
1506-0 |
106-0 |
6.8% |
23-6 |
1.5% |
42% |
False |
False |
148,337 |
| 20 |
1763-0 |
1506-0 |
257-0 |
16.6% |
25-0 |
1.6% |
17% |
False |
False |
145,034 |
| 40 |
1783-4 |
1506-0 |
277-4 |
17.9% |
22-4 |
1.5% |
16% |
False |
False |
125,650 |
| 60 |
1783-4 |
1506-0 |
277-4 |
17.9% |
23-4 |
1.5% |
16% |
False |
False |
130,569 |
| 80 |
1783-4 |
1327-0 |
456-4 |
29.5% |
23-0 |
1.5% |
49% |
False |
False |
128,593 |
| 100 |
1783-4 |
1253-0 |
530-4 |
34.2% |
21-2 |
1.4% |
56% |
False |
False |
115,373 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.2% |
20-1 |
1.3% |
56% |
False |
False |
105,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1657-1 |
|
2.618 |
1623-5 |
|
1.618 |
1603-1 |
|
1.000 |
1590-4 |
|
0.618 |
1582-5 |
|
HIGH |
1570-0 |
|
0.618 |
1562-1 |
|
0.500 |
1559-6 |
|
0.382 |
1557-3 |
|
LOW |
1549-4 |
|
0.618 |
1536-7 |
|
1.000 |
1529-0 |
|
1.618 |
1516-3 |
|
2.618 |
1495-7 |
|
4.250 |
1462-3 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1559-6 |
1556-6 |
| PP |
1556-4 |
1554-4 |
| S1 |
1553-2 |
1552-2 |
|