CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1501-0 |
1527-4 |
26-4 |
1.8% |
1543-4 |
| High |
1510-4 |
1547-0 |
36-4 |
2.4% |
1570-0 |
| Low |
1495-4 |
1527-0 |
31-4 |
2.1% |
1510-4 |
| Close |
1509-2 |
1545-4 |
36-2 |
2.4% |
1522-4 |
| Range |
15-0 |
20-0 |
5-0 |
33.3% |
59-4 |
| ATR |
29-5 |
30-2 |
0-5 |
1.9% |
0-0 |
| Volume |
80,780 |
144,016 |
63,236 |
78.3% |
749,948 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1599-7 |
1592-5 |
1556-4 |
|
| R3 |
1579-7 |
1572-5 |
1551-0 |
|
| R2 |
1559-7 |
1559-7 |
1549-1 |
|
| R1 |
1552-5 |
1552-5 |
1547-3 |
1556-2 |
| PP |
1539-7 |
1539-7 |
1539-7 |
1541-5 |
| S1 |
1532-5 |
1532-5 |
1543-5 |
1536-2 |
| S2 |
1519-7 |
1519-7 |
1541-7 |
|
| S3 |
1499-7 |
1512-5 |
1540-0 |
|
| S4 |
1479-7 |
1492-5 |
1534-4 |
|
|
| 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 |
1547-0 |
1486-0 |
61-0 |
3.9% |
18-2 |
1.2% |
98% |
True |
False |
118,203 |
| 10 |
1570-0 |
1486-0 |
84-0 |
5.4% |
19-5 |
1.3% |
71% |
False |
False |
135,298 |
| 20 |
1624-4 |
1486-0 |
138-4 |
9.0% |
21-5 |
1.4% |
43% |
False |
False |
140,600 |
| 40 |
1783-4 |
1486-0 |
297-4 |
19.2% |
23-1 |
1.5% |
20% |
False |
False |
132,115 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.2% |
22-6 |
1.5% |
20% |
False |
False |
127,018 |
| 80 |
1783-4 |
1401-4 |
382-0 |
24.7% |
23-2 |
1.5% |
38% |
False |
False |
131,326 |
| 100 |
1783-4 |
1256-4 |
527-0 |
34.1% |
21-3 |
1.4% |
55% |
False |
False |
121,260 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.3% |
20-4 |
1.3% |
55% |
False |
False |
110,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1632-0 |
|
2.618 |
1599-3 |
|
1.618 |
1579-3 |
|
1.000 |
1567-0 |
|
0.618 |
1559-3 |
|
HIGH |
1547-0 |
|
0.618 |
1539-3 |
|
0.500 |
1537-0 |
|
0.382 |
1534-5 |
|
LOW |
1527-0 |
|
0.618 |
1514-5 |
|
1.000 |
1507-0 |
|
1.618 |
1494-5 |
|
2.618 |
1474-5 |
|
4.250 |
1442-0 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1542-5 |
1537-0 |
| PP |
1539-7 |
1528-4 |
| S1 |
1537-0 |
1520-0 |
|