CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1219-0 |
1205-0 |
-14-0 |
-1.1% |
1229-0 |
| High |
1223-0 |
1212-0 |
-11-0 |
-0.9% |
1230-0 |
| Low |
1213-0 |
1203-0 |
-10-0 |
-0.8% |
1190-0 |
| Close |
1222-4 |
1204-4 |
-18-0 |
-1.5% |
1191-2 |
| Range |
10-0 |
9-0 |
-1-0 |
-10.0% |
40-0 |
| ATR |
15-5 |
15-7 |
0-2 |
1.8% |
0-0 |
| Volume |
10,670 |
7,684 |
-2,986 |
-28.0% |
40,689 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1233-4 |
1228-0 |
1209-4 |
|
| R3 |
1224-4 |
1219-0 |
1207-0 |
|
| R2 |
1215-4 |
1215-4 |
1206-1 |
|
| R1 |
1210-0 |
1210-0 |
1205-3 |
1208-2 |
| PP |
1206-4 |
1206-4 |
1206-4 |
1205-5 |
| S1 |
1201-0 |
1201-0 |
1203-5 |
1199-2 |
| S2 |
1197-4 |
1197-4 |
1202-7 |
|
| S3 |
1188-4 |
1192-0 |
1202-0 |
|
| S4 |
1179-4 |
1183-0 |
1199-4 |
|
|
| 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 |
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 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1207-4 |
1213-0 |
| PP |
1206-4 |
1210-1 |
| S1 |
1205-4 |
1207-3 |
|