CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1205-0 |
1172-0 |
-33-0 |
-2.7% |
1229-0 |
| High |
1212-0 |
1190-0 |
-22-0 |
-1.8% |
1230-0 |
| Low |
1203-0 |
1172-0 |
-31-0 |
-2.6% |
1190-0 |
| Close |
1204-4 |
1188-4 |
-16-0 |
-1.3% |
1191-2 |
| Range |
9-0 |
18-0 |
9-0 |
100.0% |
40-0 |
| ATR |
15-7 |
17-0 |
1-2 |
7.5% |
0-0 |
| Volume |
7,684 |
16,556 |
8,872 |
115.5% |
40,689 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1237-4 |
1231-0 |
1198-3 |
|
| R3 |
1219-4 |
1213-0 |
1193-4 |
|
| R2 |
1201-4 |
1201-4 |
1191-6 |
|
| R1 |
1195-0 |
1195-0 |
1190-1 |
1198-2 |
| PP |
1183-4 |
1183-4 |
1183-4 |
1185-1 |
| S1 |
1177-0 |
1177-0 |
1186-7 |
1180-2 |
| S2 |
1165-4 |
1165-4 |
1185-2 |
|
| S3 |
1147-4 |
1159-0 |
1183-4 |
|
| S4 |
1129-4 |
1141-0 |
1178-5 |
|
|
| 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 |
1266-4 |
|
2.618 |
1237-1 |
|
1.618 |
1219-1 |
|
1.000 |
1208-0 |
|
0.618 |
1201-1 |
|
HIGH |
1190-0 |
|
0.618 |
1183-1 |
|
0.500 |
1181-0 |
|
0.382 |
1178-7 |
|
LOW |
1172-0 |
|
0.618 |
1160-7 |
|
1.000 |
1154-0 |
|
1.618 |
1142-7 |
|
2.618 |
1124-7 |
|
4.250 |
1095-4 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1186-0 |
1197-4 |
| PP |
1183-4 |
1194-4 |
| S1 |
1181-0 |
1191-4 |
|