CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1203-0 |
1191-2 |
-11-6 |
-1.0% |
1223-0 |
High |
1213-0 |
1223-2 |
10-2 |
0.8% |
1231-0 |
Low |
1188-4 |
1189-6 |
1-2 |
0.1% |
1188-4 |
Close |
1191-2 |
1221-6 |
30-4 |
2.6% |
1191-2 |
Range |
24-4 |
33-4 |
9-0 |
36.7% |
42-4 |
ATR |
|
|
|
|
|
Volume |
11,216 |
5,028 |
-6,188 |
-55.2% |
40,689 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1312-1 |
1300-3 |
1240-1 |
|
R3 |
1278-5 |
1266-7 |
1231-0 |
|
R2 |
1245-1 |
1245-1 |
1227-7 |
|
R1 |
1233-3 |
1233-3 |
1224-7 |
1239-2 |
PP |
1211-5 |
1211-5 |
1211-5 |
1214-4 |
S1 |
1199-7 |
1199-7 |
1218-5 |
1205-6 |
S2 |
1178-1 |
1178-1 |
1215-5 |
|
S3 |
1144-5 |
1166-3 |
1212-4 |
|
S4 |
1111-1 |
1132-7 |
1203-3 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1331-1 |
1303-5 |
1214-5 |
|
R3 |
1288-5 |
1261-1 |
1203-0 |
|
R2 |
1246-1 |
1246-1 |
1199-0 |
|
R1 |
1218-5 |
1218-5 |
1195-1 |
1211-1 |
PP |
1203-5 |
1203-5 |
1203-5 |
1199-6 |
S1 |
1176-1 |
1176-1 |
1187-3 |
1168-5 |
S2 |
1161-1 |
1161-1 |
1183-4 |
|
S3 |
1118-5 |
1133-5 |
1179-4 |
|
S4 |
1076-1 |
1091-1 |
1167-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1365-5 |
2.618 |
1311-0 |
1.618 |
1277-4 |
1.000 |
1256-6 |
0.618 |
1244-0 |
HIGH |
1223-2 |
0.618 |
1210-4 |
0.500 |
1206-4 |
0.382 |
1202-4 |
LOW |
1189-6 |
0.618 |
1169-0 |
1.000 |
1156-2 |
1.618 |
1135-4 |
2.618 |
1102-0 |
4.250 |
1047-3 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1216-5 |
1216-4 |
PP |
1211-5 |
1211-1 |
S1 |
1206-4 |
1205-7 |
|