CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1542-0 |
1520-0 |
-22-0 |
-1.4% |
1541-4 |
| High |
1542-0 |
1523-0 |
-19-0 |
-1.2% |
1569-0 |
| Low |
1527-0 |
1504-2 |
-22-6 |
-1.5% |
1525-0 |
| Close |
1527-0 |
1504-2 |
-22-6 |
-1.5% |
1527-0 |
| Range |
15-0 |
18-6 |
3-6 |
25.0% |
44-0 |
| ATR |
25-3 |
25-1 |
-0-1 |
-0.7% |
0-0 |
| Volume |
13,233 |
9,670 |
-3,563 |
-26.9% |
232,361 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1566-6 |
1554-2 |
1514-4 |
|
| R3 |
1548-0 |
1535-4 |
1509-3 |
|
| R2 |
1529-2 |
1529-2 |
1507-6 |
|
| R1 |
1516-6 |
1516-6 |
1506-0 |
1513-5 |
| PP |
1510-4 |
1510-4 |
1510-4 |
1509-0 |
| S1 |
1498-0 |
1498-0 |
1502-4 |
1494-7 |
| S2 |
1491-6 |
1491-6 |
1500-6 |
|
| S3 |
1473-0 |
1479-2 |
1499-1 |
|
| S4 |
1454-2 |
1460-4 |
1494-0 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1672-3 |
1643-5 |
1551-2 |
|
| R3 |
1628-3 |
1599-5 |
1539-1 |
|
| R2 |
1584-3 |
1584-3 |
1535-1 |
|
| R1 |
1555-5 |
1555-5 |
1531-0 |
1548-0 |
| PP |
1540-3 |
1540-3 |
1540-3 |
1536-4 |
| S1 |
1511-5 |
1511-5 |
1523-0 |
1504-0 |
| S2 |
1496-3 |
1496-3 |
1518-7 |
|
| S3 |
1452-3 |
1467-5 |
1514-7 |
|
| S4 |
1408-3 |
1423-5 |
1502-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1569-0 |
1504-2 |
64-6 |
4.3% |
15-0 |
1.0% |
0% |
False |
True |
29,440 |
| 10 |
1574-0 |
1504-2 |
69-6 |
4.6% |
14-3 |
1.0% |
0% |
False |
True |
67,713 |
| 20 |
1574-0 |
1486-0 |
88-0 |
5.9% |
16-7 |
1.1% |
21% |
False |
False |
100,000 |
| 40 |
1763-0 |
1486-0 |
277-0 |
18.4% |
20-6 |
1.4% |
7% |
False |
False |
121,884 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.8% |
20-4 |
1.4% |
6% |
False |
False |
116,635 |
| 80 |
1783-4 |
1486-0 |
297-4 |
19.8% |
21-6 |
1.4% |
6% |
False |
False |
122,501 |
| 100 |
1783-4 |
1308-6 |
474-6 |
31.6% |
21-6 |
1.4% |
41% |
False |
False |
122,133 |
| 120 |
1783-4 |
1253-0 |
530-4 |
35.3% |
20-4 |
1.4% |
47% |
False |
False |
112,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1602-6 |
|
2.618 |
1572-1 |
|
1.618 |
1553-3 |
|
1.000 |
1541-6 |
|
0.618 |
1534-5 |
|
HIGH |
1523-0 |
|
0.618 |
1515-7 |
|
0.500 |
1513-5 |
|
0.382 |
1511-3 |
|
LOW |
1504-2 |
|
0.618 |
1492-5 |
|
1.000 |
1485-4 |
|
1.618 |
1473-7 |
|
2.618 |
1455-1 |
|
4.250 |
1424-4 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1513-5 |
1536-5 |
| PP |
1510-4 |
1525-7 |
| S1 |
1507-3 |
1515-0 |
|