CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1187-4 |
1202-4 |
15-0 |
1.3% |
1174-6 |
High |
1209-4 |
1221-0 |
11-4 |
1.0% |
1200-0 |
Low |
1187-4 |
1194-4 |
7-0 |
0.6% |
1174-6 |
Close |
1207-4 |
1213-0 |
5-4 |
0.5% |
1183-6 |
Range |
22-0 |
26-4 |
4-4 |
20.5% |
25-2 |
ATR |
22-4 |
22-6 |
0-2 |
1.3% |
0-0 |
Volume |
10,417 |
13,041 |
2,624 |
25.2% |
52,780 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1289-0 |
1277-4 |
1227-5 |
|
R3 |
1262-4 |
1251-0 |
1220-2 |
|
R2 |
1236-0 |
1236-0 |
1217-7 |
|
R1 |
1224-4 |
1224-4 |
1215-3 |
1230-2 |
PP |
1209-4 |
1209-4 |
1209-4 |
1212-3 |
S1 |
1198-0 |
1198-0 |
1210-5 |
1203-6 |
S2 |
1183-0 |
1183-0 |
1208-1 |
|
S3 |
1156-4 |
1171-4 |
1205-6 |
|
S4 |
1130-0 |
1145-0 |
1198-3 |
|
|
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 |
1333-5 |
2.618 |
1290-3 |
1.618 |
1263-7 |
1.000 |
1247-4 |
0.618 |
1237-3 |
HIGH |
1221-0 |
0.618 |
1210-7 |
0.500 |
1207-6 |
0.382 |
1204-5 |
LOW |
1194-4 |
0.618 |
1178-1 |
1.000 |
1168-0 |
1.618 |
1151-5 |
2.618 |
1125-1 |
4.250 |
1081-7 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1211-2 |
1208-6 |
PP |
1209-4 |
1204-4 |
S1 |
1207-6 |
1200-2 |
|