CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1200-0 |
1197-0 |
-3-0 |
-0.3% |
1185-4 |
High |
1208-0 |
1220-4 |
12-4 |
1.0% |
1193-0 |
Low |
1200-0 |
1197-0 |
-3-0 |
-0.3% |
1180-0 |
Close |
1207-4 |
1213-0 |
5-4 |
0.5% |
1183-6 |
Range |
8-0 |
23-4 |
15-4 |
193.8% |
13-0 |
ATR |
16-5 |
17-1 |
0-4 |
3.0% |
0-0 |
Volume |
10,417 |
13,041 |
2,624 |
25.2% |
52,780 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1280-5 |
1270-3 |
1225-7 |
|
R3 |
1257-1 |
1246-7 |
1219-4 |
|
R2 |
1233-5 |
1233-5 |
1217-2 |
|
R1 |
1223-3 |
1223-3 |
1215-1 |
1228-4 |
PP |
1210-1 |
1210-1 |
1210-1 |
1212-6 |
S1 |
1199-7 |
1199-7 |
1210-7 |
1205-0 |
S2 |
1186-5 |
1186-5 |
1208-6 |
|
S3 |
1163-1 |
1176-3 |
1206-4 |
|
S4 |
1139-5 |
1152-7 |
1200-1 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1224-5 |
1217-1 |
1190-7 |
|
R3 |
1211-5 |
1204-1 |
1187-3 |
|
R2 |
1198-5 |
1198-5 |
1186-1 |
|
R1 |
1191-1 |
1191-1 |
1185-0 |
1188-3 |
PP |
1185-5 |
1185-5 |
1185-5 |
1184-2 |
S1 |
1178-1 |
1178-1 |
1182-4 |
1175-3 |
S2 |
1172-5 |
1172-5 |
1181-3 |
|
S3 |
1159-5 |
1165-1 |
1180-1 |
|
S4 |
1146-5 |
1152-1 |
1176-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1320-3 |
2.618 |
1282-0 |
1.618 |
1258-4 |
1.000 |
1244-0 |
0.618 |
1235-0 |
HIGH |
1220-4 |
0.618 |
1211-4 |
0.500 |
1208-6 |
0.382 |
1206-0 |
LOW |
1197-0 |
0.618 |
1182-4 |
1.000 |
1173-4 |
1.618 |
1159-0 |
2.618 |
1135-4 |
4.250 |
1097-1 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1211-5 |
1208-6 |
PP |
1210-1 |
1204-4 |
S1 |
1208-6 |
1200-2 |
|