CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1174-6 |
1188-4 |
13-6 |
1.2% |
1191-2 |
High |
1197-6 |
1192-6 |
-5-0 |
-0.4% |
1224-0 |
Low |
1174-6 |
1178-6 |
4-0 |
0.3% |
1163-4 |
Close |
1189-0 |
1186-0 |
-3-0 |
-0.3% |
1170-0 |
Range |
23-0 |
14-0 |
-9-0 |
-39.1% |
60-4 |
ATR |
23-6 |
23-1 |
-0-6 |
-2.9% |
0-0 |
Volume |
18,108 |
12,004 |
-6,104 |
-33.7% |
60,766 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1227-7 |
1220-7 |
1193-6 |
|
R3 |
1213-7 |
1206-7 |
1189-7 |
|
R2 |
1199-7 |
1199-7 |
1188-5 |
|
R1 |
1192-7 |
1192-7 |
1187-2 |
1189-3 |
PP |
1185-7 |
1185-7 |
1185-7 |
1184-0 |
S1 |
1178-7 |
1178-7 |
1184-6 |
1175-3 |
S2 |
1171-7 |
1171-7 |
1183-3 |
|
S3 |
1157-7 |
1164-7 |
1182-1 |
|
S4 |
1143-7 |
1150-7 |
1178-2 |
|
|
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 |
1252-2 |
2.618 |
1229-3 |
1.618 |
1215-3 |
1.000 |
1206-6 |
0.618 |
1201-3 |
HIGH |
1192-6 |
0.618 |
1187-3 |
0.500 |
1185-6 |
0.382 |
1184-1 |
LOW |
1178-6 |
0.618 |
1170-1 |
1.000 |
1164-6 |
1.618 |
1156-1 |
2.618 |
1142-1 |
4.250 |
1119-2 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1185-7 |
1185-3 |
PP |
1185-7 |
1184-5 |
S1 |
1185-6 |
1184-0 |
|