CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1202-0 |
1187-0 |
-15-0 |
-1.2% |
1191-2 |
High |
1212-6 |
1199-4 |
-13-2 |
-1.1% |
1224-0 |
Low |
1163-4 |
1168-4 |
5-0 |
0.4% |
1163-4 |
Close |
1188-4 |
1170-0 |
-18-4 |
-1.6% |
1170-0 |
Range |
49-2 |
31-0 |
-18-2 |
-37.1% |
60-4 |
ATR |
22-7 |
23-4 |
0-5 |
2.5% |
0-0 |
Volume |
16,556 |
20,828 |
4,272 |
25.8% |
60,766 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1272-3 |
1252-1 |
1187-0 |
|
R3 |
1241-3 |
1221-1 |
1178-4 |
|
R2 |
1210-3 |
1210-3 |
1175-5 |
|
R1 |
1190-1 |
1190-1 |
1172-7 |
1184-6 |
PP |
1179-3 |
1179-3 |
1179-3 |
1176-5 |
S1 |
1159-1 |
1159-1 |
1167-1 |
1153-6 |
S2 |
1148-3 |
1148-3 |
1164-3 |
|
S3 |
1117-3 |
1128-1 |
1161-4 |
|
S4 |
1086-3 |
1097-1 |
1153-0 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1367-3 |
1329-1 |
1203-2 |
|
R3 |
1306-7 |
1268-5 |
1186-5 |
|
R2 |
1246-3 |
1246-3 |
1181-1 |
|
R1 |
1208-1 |
1208-1 |
1175-4 |
1197-0 |
PP |
1185-7 |
1185-7 |
1185-7 |
1180-2 |
S1 |
1147-5 |
1147-5 |
1164-4 |
1136-4 |
S2 |
1125-3 |
1125-3 |
1158-7 |
|
S3 |
1064-7 |
1087-1 |
1153-3 |
|
S4 |
1004-3 |
1026-5 |
1136-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1331-2 |
2.618 |
1280-5 |
1.618 |
1249-5 |
1.000 |
1230-4 |
0.618 |
1218-5 |
HIGH |
1199-4 |
0.618 |
1187-5 |
0.500 |
1184-0 |
0.382 |
1180-3 |
LOW |
1168-4 |
0.618 |
1149-3 |
1.000 |
1137-4 |
1.618 |
1118-3 |
2.618 |
1087-3 |
4.250 |
1036-6 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1184-0 |
1192-6 |
PP |
1179-3 |
1185-1 |
S1 |
1174-5 |
1177-5 |
|