CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1185-6 |
1193-0 |
7-2 |
0.6% |
1174-6 |
| High |
1195-6 |
1200-0 |
4-2 |
0.4% |
1200-0 |
| Low |
1182-0 |
1179-4 |
-2-4 |
-0.2% |
1174-6 |
| Close |
1194-2 |
1183-6 |
-10-4 |
-0.9% |
1183-6 |
| Range |
13-6 |
20-4 |
6-6 |
49.1% |
25-2 |
| ATR |
22-3 |
22-2 |
-0-1 |
-0.6% |
0-0 |
| Volume |
11,806 |
10,862 |
-944 |
-8.0% |
52,780 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1249-2 |
1237-0 |
1195-0 |
|
| R3 |
1228-6 |
1216-4 |
1189-3 |
|
| R2 |
1208-2 |
1208-2 |
1187-4 |
|
| R1 |
1196-0 |
1196-0 |
1185-5 |
1191-7 |
| PP |
1187-6 |
1187-6 |
1187-6 |
1185-6 |
| S1 |
1175-4 |
1175-4 |
1181-7 |
1171-3 |
| S2 |
1167-2 |
1167-2 |
1180-0 |
|
| S3 |
1146-6 |
1155-0 |
1178-1 |
|
| S4 |
1126-2 |
1134-4 |
1172-4 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1261-7 |
1248-1 |
1197-5 |
|
| R3 |
1236-5 |
1222-7 |
1190-6 |
|
| R2 |
1211-3 |
1211-3 |
1188-3 |
|
| R1 |
1197-5 |
1197-5 |
1186-1 |
1204-4 |
| PP |
1186-1 |
1186-1 |
1186-1 |
1189-5 |
| S1 |
1172-3 |
1172-3 |
1181-3 |
1179-2 |
| S2 |
1160-7 |
1160-7 |
1179-1 |
|
| S3 |
1135-5 |
1147-1 |
1176-6 |
|
| S4 |
1110-3 |
1121-7 |
1169-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1287-1 |
|
2.618 |
1253-5 |
|
1.618 |
1233-1 |
|
1.000 |
1220-4 |
|
0.618 |
1212-5 |
|
HIGH |
1200-0 |
|
0.618 |
1192-1 |
|
0.500 |
1189-6 |
|
0.382 |
1187-3 |
|
LOW |
1179-4 |
|
0.618 |
1166-7 |
|
1.000 |
1159-0 |
|
1.618 |
1146-3 |
|
2.618 |
1125-7 |
|
4.250 |
1092-3 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1189-6 |
1189-3 |
| PP |
1187-6 |
1187-4 |
| S1 |
1185-6 |
1185-5 |
|