CME Pit-Traded Soybean Future November 2012
Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1264-0 |
1269-0 |
5-0 |
0.4% |
1258-0 |
High |
1268-0 |
1273-0 |
5-0 |
0.4% |
1273-0 |
Low |
1261-4 |
1269-0 |
7-4 |
0.6% |
1254-0 |
Close |
1267-6 |
1270-6 |
3-0 |
0.2% |
1270-6 |
Range |
6-4 |
4-0 |
-2-4 |
-38.5% |
19-0 |
ATR |
12-5 |
12-1 |
-0-4 |
-4.2% |
0-0 |
Volume |
17,349 |
20,709 |
3,360 |
19.4% |
72,021 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1282-7 |
1280-7 |
1273-0 |
|
R3 |
1278-7 |
1276-7 |
1271-7 |
|
R2 |
1274-7 |
1274-7 |
1271-4 |
|
R1 |
1272-7 |
1272-7 |
1271-1 |
1273-7 |
PP |
1270-7 |
1270-7 |
1270-7 |
1271-4 |
S1 |
1268-7 |
1268-7 |
1270-3 |
1269-7 |
S2 |
1266-7 |
1266-7 |
1270-0 |
|
S3 |
1262-7 |
1264-7 |
1269-5 |
|
S4 |
1258-7 |
1260-7 |
1268-4 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1322-7 |
1315-7 |
1281-2 |
|
R3 |
1303-7 |
1296-7 |
1276-0 |
|
R2 |
1284-7 |
1284-7 |
1274-2 |
|
R1 |
1277-7 |
1277-7 |
1272-4 |
1281-3 |
PP |
1265-7 |
1265-7 |
1265-7 |
1267-6 |
S1 |
1258-7 |
1258-7 |
1269-0 |
1262-3 |
S2 |
1246-7 |
1246-7 |
1267-2 |
|
S3 |
1227-7 |
1239-7 |
1265-4 |
|
S4 |
1208-7 |
1220-7 |
1260-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1290-0 |
2.618 |
1283-4 |
1.618 |
1279-4 |
1.000 |
1277-0 |
0.618 |
1275-4 |
HIGH |
1273-0 |
0.618 |
1271-4 |
0.500 |
1271-0 |
0.382 |
1270-4 |
LOW |
1269-0 |
0.618 |
1266-4 |
1.000 |
1265-0 |
1.618 |
1262-4 |
2.618 |
1258-4 |
4.250 |
1252-0 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1271-0 |
1268-3 |
PP |
1270-7 |
1265-7 |
S1 |
1270-7 |
1263-4 |
|