CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1220-0 |
1202-0 |
-18-0 |
-1.5% |
1223-0 |
| High |
1222-0 |
1212-6 |
-9-2 |
-0.8% |
1231-0 |
| Low |
1201-6 |
1163-4 |
-38-2 |
-3.2% |
1188-4 |
| Close |
1204-4 |
1188-4 |
-16-0 |
-1.3% |
1191-2 |
| Range |
20-2 |
49-2 |
29-0 |
143.2% |
42-4 |
| ATR |
0-0 |
22-7 |
22-7 |
|
0-0 |
| Volume |
7,684 |
16,556 |
8,872 |
115.5% |
40,689 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1336-0 |
1311-4 |
1215-5 |
|
| R3 |
1286-6 |
1262-2 |
1202-0 |
|
| R2 |
1237-4 |
1237-4 |
1197-4 |
|
| R1 |
1213-0 |
1213-0 |
1193-0 |
1200-5 |
| PP |
1188-2 |
1188-2 |
1188-2 |
1182-0 |
| S1 |
1163-6 |
1163-6 |
1184-0 |
1151-3 |
| S2 |
1139-0 |
1139-0 |
1179-4 |
|
| S3 |
1089-6 |
1114-4 |
1175-0 |
|
| S4 |
1040-4 |
1065-2 |
1161-3 |
|
|
| 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 |
1422-0 |
|
2.618 |
1341-5 |
|
1.618 |
1292-3 |
|
1.000 |
1262-0 |
|
0.618 |
1243-1 |
|
HIGH |
1212-6 |
|
0.618 |
1193-7 |
|
0.500 |
1188-1 |
|
0.382 |
1182-3 |
|
LOW |
1163-4 |
|
0.618 |
1133-1 |
|
1.000 |
1114-2 |
|
1.618 |
1083-7 |
|
2.618 |
1034-5 |
|
4.250 |
954-2 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1188-3 |
1193-6 |
| PP |
1188-2 |
1192-0 |
| S1 |
1188-1 |
1190-2 |
|