CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1213-0 |
1223-0 |
10-0 |
0.8% |
1185-4 |
High |
1221-4 |
1228-4 |
7-0 |
0.6% |
1193-0 |
Low |
1210-4 |
1220-4 |
10-0 |
0.8% |
1180-0 |
Close |
1213-6 |
1221-6 |
8-0 |
0.7% |
1183-6 |
Range |
11-0 |
8-0 |
-3-0 |
-27.3% |
13-0 |
ATR |
16-5 |
16-4 |
-0-1 |
-0.8% |
0-0 |
Volume |
16,459 |
12,582 |
-3,877 |
-23.6% |
52,780 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1247-5 |
1242-5 |
1226-1 |
|
R3 |
1239-5 |
1234-5 |
1224-0 |
|
R2 |
1231-5 |
1231-5 |
1223-2 |
|
R1 |
1226-5 |
1226-5 |
1222-4 |
1225-1 |
PP |
1223-5 |
1223-5 |
1223-5 |
1222-6 |
S1 |
1218-5 |
1218-5 |
1221-0 |
1217-1 |
S2 |
1215-5 |
1215-5 |
1220-2 |
|
S3 |
1207-5 |
1210-5 |
1219-4 |
|
S4 |
1199-5 |
1202-5 |
1217-3 |
|
|
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 |
1262-4 |
2.618 |
1249-4 |
1.618 |
1241-4 |
1.000 |
1236-4 |
0.618 |
1233-4 |
HIGH |
1228-4 |
0.618 |
1225-4 |
0.500 |
1224-4 |
0.382 |
1223-4 |
LOW |
1220-4 |
0.618 |
1215-4 |
1.000 |
1212-4 |
1.618 |
1207-4 |
2.618 |
1199-4 |
4.250 |
1186-4 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1224-4 |
1218-6 |
PP |
1223-5 |
1215-6 |
S1 |
1222-5 |
1212-6 |
|