CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1213-0 |
1208-0 |
-5-0 |
-0.4% |
1192-0 |
| High |
1223-0 |
1212-0 |
-11-0 |
-0.9% |
1213-4 |
| Low |
1213-0 |
1203-0 |
-10-0 |
-0.8% |
1192-0 |
| Close |
1219-2 |
1204-0 |
-15-2 |
-1.3% |
1204-2 |
| Range |
10-0 |
9-0 |
-1-0 |
-10.0% |
21-4 |
| ATR |
|
|
|
|
|
| Volume |
15,175 |
9,496 |
-5,679 |
-37.4% |
24,531 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1233-3 |
1227-5 |
1209-0 |
|
| R3 |
1224-3 |
1218-5 |
1206-4 |
|
| R2 |
1215-3 |
1215-3 |
1205-5 |
|
| R1 |
1209-5 |
1209-5 |
1204-7 |
1208-0 |
| PP |
1206-3 |
1206-3 |
1206-3 |
1205-4 |
| S1 |
1200-5 |
1200-5 |
1203-1 |
1199-0 |
| S2 |
1197-3 |
1197-3 |
1202-3 |
|
| S3 |
1188-3 |
1191-5 |
1201-4 |
|
| S4 |
1179-3 |
1182-5 |
1199-0 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1267-6 |
1257-4 |
1216-1 |
|
| R3 |
1246-2 |
1236-0 |
1210-1 |
|
| R2 |
1224-6 |
1224-6 |
1208-2 |
|
| R1 |
1214-4 |
1214-4 |
1206-2 |
1219-5 |
| PP |
1203-2 |
1203-2 |
1203-2 |
1205-6 |
| S1 |
1193-0 |
1193-0 |
1202-2 |
1198-1 |
| S2 |
1181-6 |
1181-6 |
1200-2 |
|
| S3 |
1160-2 |
1171-4 |
1198-3 |
|
| S4 |
1138-6 |
1150-0 |
1192-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1250-2 |
|
2.618 |
1235-4 |
|
1.618 |
1226-4 |
|
1.000 |
1221-0 |
|
0.618 |
1217-4 |
|
HIGH |
1212-0 |
|
0.618 |
1208-4 |
|
0.500 |
1207-4 |
|
0.382 |
1206-4 |
|
LOW |
1203-0 |
|
0.618 |
1197-4 |
|
1.000 |
1194-0 |
|
1.618 |
1188-4 |
|
2.618 |
1179-4 |
|
4.250 |
1164-6 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1207-4 |
1216-4 |
| PP |
1206-3 |
1212-3 |
| S1 |
1205-1 |
1208-1 |
|