CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1541-4 |
1538-4 |
-3-0 |
-0.2% |
1548-0 |
| High |
1544-0 |
1547-0 |
3-0 |
0.2% |
1574-0 |
| Low |
1525-0 |
1533-4 |
8-4 |
0.6% |
1530-0 |
| Close |
1527-2 |
1533-6 |
6-4 |
0.4% |
1561-2 |
| Range |
19-0 |
13-4 |
-5-4 |
-28.9% |
44-0 |
| ATR |
26-1 |
25-5 |
-0-4 |
-1.7% |
0-0 |
| Volume |
94,827 |
75,026 |
-19,801 |
-20.9% |
553,969 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1578-5 |
1569-5 |
1541-1 |
|
| R3 |
1565-1 |
1556-1 |
1537-4 |
|
| R2 |
1551-5 |
1551-5 |
1536-2 |
|
| R1 |
1542-5 |
1542-5 |
1535-0 |
1540-3 |
| PP |
1538-1 |
1538-1 |
1538-1 |
1537-0 |
| S1 |
1529-1 |
1529-1 |
1532-4 |
1526-7 |
| S2 |
1524-5 |
1524-5 |
1531-2 |
|
| S3 |
1511-1 |
1515-5 |
1530-0 |
|
| S4 |
1497-5 |
1502-1 |
1526-3 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1687-1 |
1668-1 |
1585-4 |
|
| R3 |
1643-1 |
1624-1 |
1573-3 |
|
| R2 |
1599-1 |
1599-1 |
1569-3 |
|
| R1 |
1580-1 |
1580-1 |
1565-2 |
1589-5 |
| PP |
1555-1 |
1555-1 |
1555-1 |
1559-6 |
| S1 |
1536-1 |
1536-1 |
1557-2 |
1545-5 |
| S2 |
1511-1 |
1511-1 |
1553-1 |
|
| S3 |
1467-1 |
1492-1 |
1549-1 |
|
| S4 |
1423-1 |
1448-1 |
1537-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1574-0 |
1525-0 |
49-0 |
3.2% |
11-6 |
0.8% |
18% |
False |
False |
101,953 |
| 10 |
1574-0 |
1495-4 |
78-4 |
5.1% |
14-5 |
1.0% |
49% |
False |
False |
106,339 |
| 20 |
1574-0 |
1486-0 |
88-0 |
5.7% |
18-0 |
1.2% |
54% |
False |
False |
124,697 |
| 40 |
1763-0 |
1486-0 |
277-0 |
18.1% |
21-2 |
1.4% |
17% |
False |
False |
130,002 |
| 60 |
1783-4 |
1486-0 |
297-4 |
19.4% |
21-5 |
1.4% |
16% |
False |
False |
123,796 |
| 80 |
1783-4 |
1486-0 |
297-4 |
19.4% |
22-3 |
1.5% |
16% |
False |
False |
129,494 |
| 100 |
1783-4 |
1308-0 |
475-4 |
31.0% |
21-5 |
1.4% |
47% |
False |
False |
124,705 |
| 120 |
1783-4 |
1253-0 |
530-4 |
34.6% |
20-4 |
1.3% |
53% |
False |
False |
114,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1604-3 |
|
2.618 |
1582-3 |
|
1.618 |
1568-7 |
|
1.000 |
1560-4 |
|
0.618 |
1555-3 |
|
HIGH |
1547-0 |
|
0.618 |
1541-7 |
|
0.500 |
1540-2 |
|
0.382 |
1538-5 |
|
LOW |
1533-4 |
|
0.618 |
1525-1 |
|
1.000 |
1520-0 |
|
1.618 |
1511-5 |
|
2.618 |
1498-1 |
|
4.250 |
1476-1 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1540-2 |
1543-4 |
| PP |
1538-1 |
1540-2 |
| S1 |
1535-7 |
1537-0 |
|