CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1208-0 |
1210-0 |
2-0 |
0.2% |
1229-0 |
| High |
1212-0 |
1210-0 |
-2-0 |
-0.2% |
1230-0 |
| Low |
1203-0 |
1190-0 |
-13-0 |
-1.1% |
1190-0 |
| Close |
1204-0 |
1191-2 |
-12-6 |
-1.1% |
1191-2 |
| Range |
9-0 |
20-0 |
11-0 |
122.2% |
40-0 |
| ATR |
|
|
|
|
|
| Volume |
9,496 |
11,216 |
1,720 |
18.1% |
40,689 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1257-1 |
1244-1 |
1202-2 |
|
| R3 |
1237-1 |
1224-1 |
1196-6 |
|
| R2 |
1217-1 |
1217-1 |
1194-7 |
|
| R1 |
1204-1 |
1204-1 |
1193-1 |
1200-5 |
| PP |
1197-1 |
1197-1 |
1197-1 |
1195-2 |
| S1 |
1184-1 |
1184-1 |
1189-3 |
1180-5 |
| S2 |
1177-1 |
1177-1 |
1187-5 |
|
| S3 |
1157-1 |
1164-1 |
1185-6 |
|
| S4 |
1137-1 |
1144-1 |
1180-2 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1323-6 |
1297-4 |
1213-2 |
|
| R3 |
1283-6 |
1257-4 |
1202-2 |
|
| R2 |
1243-6 |
1243-6 |
1198-5 |
|
| R1 |
1217-4 |
1217-4 |
1194-7 |
1210-5 |
| PP |
1203-6 |
1203-6 |
1203-6 |
1200-2 |
| S1 |
1177-4 |
1177-4 |
1187-5 |
1170-5 |
| S2 |
1163-6 |
1163-6 |
1183-7 |
|
| S3 |
1123-6 |
1137-4 |
1180-2 |
|
| S4 |
1083-6 |
1097-4 |
1169-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1295-0 |
|
2.618 |
1262-3 |
|
1.618 |
1242-3 |
|
1.000 |
1230-0 |
|
0.618 |
1222-3 |
|
HIGH |
1210-0 |
|
0.618 |
1202-3 |
|
0.500 |
1200-0 |
|
0.382 |
1197-5 |
|
LOW |
1190-0 |
|
0.618 |
1177-5 |
|
1.000 |
1170-0 |
|
1.618 |
1157-5 |
|
2.618 |
1137-5 |
|
4.250 |
1105-0 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1200-0 |
1206-4 |
| PP |
1197-1 |
1201-3 |
| S1 |
1194-1 |
1196-3 |
|