CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1193-0 |
1187-4 |
-5-4 |
-0.5% |
1174-6 |
High |
1200-0 |
1209-4 |
9-4 |
0.8% |
1200-0 |
Low |
1179-4 |
1187-4 |
8-0 |
0.7% |
1174-6 |
Close |
1183-6 |
1207-4 |
23-6 |
2.0% |
1183-6 |
Range |
20-4 |
22-0 |
1-4 |
7.3% |
25-2 |
ATR |
22-2 |
22-4 |
0-2 |
1.1% |
0-0 |
Volume |
10,862 |
10,417 |
-445 |
-4.1% |
52,780 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1267-4 |
1259-4 |
1219-5 |
|
R3 |
1245-4 |
1237-4 |
1213-4 |
|
R2 |
1223-4 |
1223-4 |
1211-4 |
|
R1 |
1215-4 |
1215-4 |
1209-4 |
1219-4 |
PP |
1201-4 |
1201-4 |
1201-4 |
1203-4 |
S1 |
1193-4 |
1193-4 |
1205-4 |
1197-4 |
S2 |
1179-4 |
1179-4 |
1203-4 |
|
S3 |
1157-4 |
1171-4 |
1201-4 |
|
S4 |
1135-4 |
1149-4 |
1195-3 |
|
|
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 |
1303-0 |
2.618 |
1267-1 |
1.618 |
1245-1 |
1.000 |
1231-4 |
0.618 |
1223-1 |
HIGH |
1209-4 |
0.618 |
1201-1 |
0.500 |
1198-4 |
0.382 |
1195-7 |
LOW |
1187-4 |
0.618 |
1173-7 |
1.000 |
1165-4 |
1.618 |
1151-7 |
2.618 |
1129-7 |
4.250 |
1094-0 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1204-4 |
1203-1 |
PP |
1201-4 |
1198-7 |
S1 |
1198-4 |
1194-4 |
|