CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1191-2 |
1218-6 |
27-4 |
2.3% |
1223-0 |
High |
1223-2 |
1224-0 |
0-6 |
0.1% |
1231-0 |
Low |
1189-6 |
1210-0 |
20-2 |
1.7% |
1188-4 |
Close |
1221-6 |
1222-4 |
0-6 |
0.1% |
1191-2 |
Range |
33-4 |
14-0 |
-19-4 |
-58.2% |
42-4 |
ATR |
|
|
|
|
|
Volume |
5,028 |
10,670 |
5,642 |
112.2% |
40,689 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1260-7 |
1255-5 |
1230-2 |
|
R3 |
1246-7 |
1241-5 |
1226-3 |
|
R2 |
1232-7 |
1232-7 |
1225-1 |
|
R1 |
1227-5 |
1227-5 |
1223-6 |
1230-2 |
PP |
1218-7 |
1218-7 |
1218-7 |
1220-1 |
S1 |
1213-5 |
1213-5 |
1221-2 |
1216-2 |
S2 |
1204-7 |
1204-7 |
1219-7 |
|
S3 |
1190-7 |
1199-5 |
1218-5 |
|
S4 |
1176-7 |
1185-5 |
1214-6 |
|
|
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 |
1283-4 |
2.618 |
1260-5 |
1.618 |
1246-5 |
1.000 |
1238-0 |
0.618 |
1232-5 |
HIGH |
1224-0 |
0.618 |
1218-5 |
0.500 |
1217-0 |
0.382 |
1215-3 |
LOW |
1210-0 |
0.618 |
1201-3 |
1.000 |
1196-0 |
1.618 |
1187-3 |
2.618 |
1173-3 |
4.250 |
1150-4 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1220-5 |
1217-1 |
PP |
1218-7 |
1211-5 |
S1 |
1217-0 |
1206-2 |
|