CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1217-0 |
1210-4 |
-6-4 |
-0.5% |
1200-0 |
| High |
1218-2 |
1225-0 |
6-6 |
0.6% |
1228-4 |
| Low |
1210-0 |
1210-4 |
0-4 |
0.0% |
1197-0 |
| Close |
1218-2 |
1223-6 |
5-4 |
0.5% |
1222-2 |
| Range |
8-2 |
14-4 |
6-2 |
75.8% |
31-4 |
| ATR |
16-2 |
16-1 |
-0-1 |
-0.8% |
0-0 |
| Volume |
11,552 |
11,521 |
-31 |
-0.3% |
60,491 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1263-2 |
1258-0 |
1231-6 |
|
| R3 |
1248-6 |
1243-4 |
1227-6 |
|
| R2 |
1234-2 |
1234-2 |
1226-3 |
|
| R1 |
1229-0 |
1229-0 |
1225-1 |
1231-5 |
| PP |
1219-6 |
1219-6 |
1219-6 |
1221-0 |
| S1 |
1214-4 |
1214-4 |
1222-3 |
1217-1 |
| S2 |
1205-2 |
1205-2 |
1221-1 |
|
| S3 |
1190-6 |
1200-0 |
1219-6 |
|
| S4 |
1176-2 |
1185-4 |
1215-6 |
|
|
| 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 |
1286-5 |
|
2.618 |
1263-0 |
|
1.618 |
1248-4 |
|
1.000 |
1239-4 |
|
0.618 |
1234-0 |
|
HIGH |
1225-0 |
|
0.618 |
1219-4 |
|
0.500 |
1217-6 |
|
0.382 |
1216-0 |
|
LOW |
1210-4 |
|
0.618 |
1201-4 |
|
1.000 |
1196-0 |
|
1.618 |
1187-0 |
|
2.618 |
1172-4 |
|
4.250 |
1148-7 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1221-6 |
1219-1 |
| PP |
1219-6 |
1214-3 |
| S1 |
1217-6 |
1209-6 |
|