CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1495-4 |
1504-0 |
8-4 |
0.6% |
1543-4 |
| High |
1497-4 |
1513-0 |
15-4 |
1.0% |
1570-0 |
| Low |
1486-0 |
1493-0 |
7-0 |
0.5% |
1510-4 |
| Close |
1492-4 |
1493-6 |
1-2 |
0.1% |
1522-4 |
| Range |
11-4 |
20-0 |
8-4 |
73.9% |
59-4 |
| ATR |
31-4 |
30-5 |
-0-6 |
-2.5% |
0-0 |
| Volume |
129,430 |
103,736 |
-25,694 |
-19.9% |
749,948 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1559-7 |
1546-7 |
1504-6 |
|
| R3 |
1539-7 |
1526-7 |
1499-2 |
|
| R2 |
1519-7 |
1519-7 |
1497-3 |
|
| R1 |
1506-7 |
1506-7 |
1495-5 |
1503-3 |
| PP |
1499-7 |
1499-7 |
1499-7 |
1498-2 |
| S1 |
1486-7 |
1486-7 |
1491-7 |
1483-3 |
| S2 |
1479-7 |
1479-7 |
1490-1 |
|
| S3 |
1459-7 |
1466-7 |
1488-2 |
|
| S4 |
1439-7 |
1446-7 |
1482-6 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1712-7 |
1677-1 |
1555-2 |
|
| R3 |
1653-3 |
1617-5 |
1538-7 |
|
| R2 |
1593-7 |
1593-7 |
1533-3 |
|
| R1 |
1558-1 |
1558-1 |
1528-0 |
1546-2 |
| PP |
1534-3 |
1534-3 |
1534-3 |
1528-3 |
| S1 |
1498-5 |
1498-5 |
1517-0 |
1486-6 |
| S2 |
1474-7 |
1474-7 |
1511-5 |
|
| S3 |
1415-3 |
1439-1 |
1506-1 |
|
| S4 |
1355-7 |
1379-5 |
1489-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1567-0 |
1486-0 |
81-0 |
5.4% |
21-6 |
1.5% |
10% |
False |
False |
145,802 |
| 10 |
1570-0 |
1486-0 |
84-0 |
5.6% |
21-3 |
1.4% |
9% |
False |
False |
143,056 |
| 20 |
1674-0 |
1486-0 |
188-0 |
12.6% |
22-6 |
1.5% |
4% |
False |
False |
144,452 |
| 40 |
1783-4 |
1486-0 |
297-4 |
19.9% |
23-0 |
1.5% |
3% |
False |
False |
132,799 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.9% |
23-0 |
1.5% |
3% |
False |
False |
129,523 |
| 80 |
1783-4 |
1401-4 |
382-0 |
25.6% |
23-3 |
1.6% |
24% |
False |
False |
131,488 |
| 100 |
1783-4 |
1256-4 |
527-0 |
35.3% |
21-2 |
1.4% |
45% |
False |
False |
119,846 |
| 120 |
1783-4 |
1253-0 |
530-4 |
35.5% |
20-4 |
1.4% |
45% |
False |
False |
109,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1598-0 |
|
2.618 |
1565-3 |
|
1.618 |
1545-3 |
|
1.000 |
1533-0 |
|
0.618 |
1525-3 |
|
HIGH |
1513-0 |
|
0.618 |
1505-3 |
|
0.500 |
1503-0 |
|
0.382 |
1500-5 |
|
LOW |
1493-0 |
|
0.618 |
1480-5 |
|
1.000 |
1473-0 |
|
1.618 |
1460-5 |
|
2.618 |
1440-5 |
|
4.250 |
1408-0 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1503-0 |
1510-4 |
| PP |
1499-7 |
1504-7 |
| S1 |
1496-7 |
1499-3 |
|