CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1218-6 |
1220-0 |
1-2 |
0.1% |
1223-0 |
| High |
1224-0 |
1222-0 |
-2-0 |
-0.2% |
1231-0 |
| Low |
1210-0 |
1201-6 |
-8-2 |
-0.7% |
1188-4 |
| Close |
1222-4 |
1204-4 |
-18-0 |
-1.5% |
1191-2 |
| Range |
14-0 |
20-2 |
6-2 |
44.6% |
42-4 |
| ATR |
|
|
|
|
|
| Volume |
10,670 |
7,684 |
-2,986 |
-28.0% |
40,689 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1270-1 |
1257-5 |
1215-5 |
|
| R3 |
1249-7 |
1237-3 |
1210-1 |
|
| R2 |
1229-5 |
1229-5 |
1208-2 |
|
| R1 |
1217-1 |
1217-1 |
1206-3 |
1213-2 |
| PP |
1209-3 |
1209-3 |
1209-3 |
1207-4 |
| S1 |
1196-7 |
1196-7 |
1202-5 |
1193-0 |
| S2 |
1189-1 |
1189-1 |
1200-6 |
|
| S3 |
1168-7 |
1176-5 |
1198-7 |
|
| S4 |
1148-5 |
1156-3 |
1193-3 |
|
|
| 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 |
1308-0 |
|
2.618 |
1275-0 |
|
1.618 |
1254-6 |
|
1.000 |
1242-2 |
|
0.618 |
1234-4 |
|
HIGH |
1222-0 |
|
0.618 |
1214-2 |
|
0.500 |
1211-7 |
|
0.382 |
1209-4 |
|
LOW |
1201-6 |
|
0.618 |
1189-2 |
|
1.000 |
1181-4 |
|
1.618 |
1169-0 |
|
2.618 |
1148-6 |
|
4.250 |
1115-6 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1211-7 |
1206-7 |
| PP |
1209-3 |
1206-1 |
| S1 |
1207-0 |
1205-2 |
|