CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1182-0 |
1185-4 |
3-4 |
0.3% |
1203-0 |
High |
1188-0 |
1189-4 |
1-4 |
0.1% |
1223-0 |
Low |
1170-0 |
1180-0 |
10-0 |
0.9% |
1170-0 |
Close |
1170-0 |
1189-0 |
19-0 |
1.6% |
1170-0 |
Range |
18-0 |
9-4 |
-8-4 |
-47.2% |
53-0 |
ATR |
17-1 |
17-3 |
0-1 |
1.0% |
0-0 |
Volume |
20,828 |
18,108 |
-2,720 |
-13.1% |
60,766 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1214-5 |
1211-3 |
1194-2 |
|
R3 |
1205-1 |
1201-7 |
1191-5 |
|
R2 |
1195-5 |
1195-5 |
1190-6 |
|
R1 |
1192-3 |
1192-3 |
1189-7 |
1194-0 |
PP |
1186-1 |
1186-1 |
1186-1 |
1187-0 |
S1 |
1182-7 |
1182-7 |
1188-1 |
1184-4 |
S2 |
1176-5 |
1176-5 |
1187-2 |
|
S3 |
1167-1 |
1173-3 |
1186-3 |
|
S4 |
1157-5 |
1163-7 |
1183-6 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1346-5 |
1311-3 |
1199-1 |
|
R3 |
1293-5 |
1258-3 |
1184-5 |
|
R2 |
1240-5 |
1240-5 |
1179-6 |
|
R1 |
1205-3 |
1205-3 |
1174-7 |
1196-4 |
PP |
1187-5 |
1187-5 |
1187-5 |
1183-2 |
S1 |
1152-3 |
1152-3 |
1165-1 |
1143-4 |
S2 |
1134-5 |
1134-5 |
1160-2 |
|
S3 |
1081-5 |
1099-3 |
1155-3 |
|
S4 |
1028-5 |
1046-3 |
1140-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1229-7 |
2.618 |
1214-3 |
1.618 |
1204-7 |
1.000 |
1199-0 |
0.618 |
1195-3 |
HIGH |
1189-4 |
0.618 |
1185-7 |
0.500 |
1184-6 |
0.382 |
1183-5 |
LOW |
1180-0 |
0.618 |
1174-1 |
1.000 |
1170-4 |
1.618 |
1164-5 |
2.618 |
1155-1 |
4.250 |
1139-5 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1187-5 |
1186-0 |
PP |
1186-1 |
1183-0 |
S1 |
1184-6 |
1180-0 |
|