CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1205-0 |
1202-0 |
-3-0 |
-0.2% |
1200-0 |
| High |
1205-4 |
1206-4 |
1-0 |
0.1% |
1228-4 |
| Low |
1193-4 |
1194-4 |
1-0 |
0.1% |
1197-0 |
| Close |
1194-4 |
1201-4 |
7-0 |
0.6% |
1222-2 |
| Range |
12-0 |
12-0 |
0-0 |
0.0% |
31-4 |
| ATR |
16-4 |
16-2 |
-0-3 |
-2.0% |
0-0 |
| Volume |
14,020 |
11,149 |
-2,871 |
-20.5% |
60,491 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1236-7 |
1231-1 |
1208-1 |
|
| R3 |
1224-7 |
1219-1 |
1204-6 |
|
| R2 |
1212-7 |
1212-7 |
1203-6 |
|
| R1 |
1207-1 |
1207-1 |
1202-5 |
1204-0 |
| PP |
1200-7 |
1200-7 |
1200-7 |
1199-2 |
| S1 |
1195-1 |
1195-1 |
1200-3 |
1192-0 |
| S2 |
1188-7 |
1188-7 |
1199-2 |
|
| S3 |
1176-7 |
1183-1 |
1198-2 |
|
| S4 |
1164-7 |
1171-1 |
1194-7 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1310-3 |
1297-7 |
1239-5 |
|
| R3 |
1278-7 |
1266-3 |
1230-7 |
|
| R2 |
1247-3 |
1247-3 |
1228-0 |
|
| R1 |
1234-7 |
1234-7 |
1225-1 |
1241-1 |
| PP |
1215-7 |
1215-7 |
1215-7 |
1219-0 |
| S1 |
1203-3 |
1203-3 |
1219-3 |
1209-5 |
| S2 |
1184-3 |
1184-3 |
1216-4 |
|
| S3 |
1152-7 |
1171-7 |
1213-5 |
|
| S4 |
1121-3 |
1140-3 |
1204-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1257-4 |
|
2.618 |
1237-7 |
|
1.618 |
1225-7 |
|
1.000 |
1218-4 |
|
0.618 |
1213-7 |
|
HIGH |
1206-4 |
|
0.618 |
1201-7 |
|
0.500 |
1200-4 |
|
0.382 |
1199-1 |
|
LOW |
1194-4 |
|
0.618 |
1187-1 |
|
1.000 |
1182-4 |
|
1.618 |
1175-1 |
|
2.618 |
1163-1 |
|
4.250 |
1143-4 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1201-1 |
1208-2 |
| PP |
1200-7 |
1206-0 |
| S1 |
1200-4 |
1203-6 |
|