CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1185-4 |
1182-0 |
-3-4 |
-0.3% |
1203-0 |
| High |
1189-4 |
1190-6 |
1-2 |
0.1% |
1223-0 |
| Low |
1180-0 |
1180-0 |
0-0 |
0.0% |
1170-0 |
| Close |
1189-0 |
1186-0 |
-3-0 |
-0.3% |
1170-0 |
| Range |
9-4 |
10-6 |
1-2 |
13.2% |
53-0 |
| ATR |
17-3 |
16-7 |
-0-4 |
-2.7% |
0-0 |
| Volume |
18,108 |
12,004 |
-6,104 |
-33.7% |
60,766 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1217-7 |
1212-5 |
1191-7 |
|
| R3 |
1207-1 |
1201-7 |
1189-0 |
|
| R2 |
1196-3 |
1196-3 |
1188-0 |
|
| R1 |
1191-1 |
1191-1 |
1187-0 |
1193-6 |
| PP |
1185-5 |
1185-5 |
1185-5 |
1186-7 |
| S1 |
1180-3 |
1180-3 |
1185-0 |
1183-0 |
| S2 |
1174-7 |
1174-7 |
1184-0 |
|
| S3 |
1164-1 |
1169-5 |
1183-0 |
|
| S4 |
1153-3 |
1158-7 |
1180-1 |
|
|
| 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 |
1236-4 |
|
2.618 |
1218-7 |
|
1.618 |
1208-1 |
|
1.000 |
1201-4 |
|
0.618 |
1197-3 |
|
HIGH |
1190-6 |
|
0.618 |
1186-5 |
|
0.500 |
1185-3 |
|
0.382 |
1184-1 |
|
LOW |
1180-0 |
|
0.618 |
1173-3 |
|
1.000 |
1169-2 |
|
1.618 |
1162-5 |
|
2.618 |
1151-7 |
|
4.250 |
1134-2 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1185-6 |
1184-1 |
| PP |
1185-5 |
1182-2 |
| S1 |
1185-3 |
1180-3 |
|