CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1211-4 |
1219-6 |
8-2 |
0.7% |
1187-4 |
High |
1229-2 |
1225-0 |
-4-2 |
-0.3% |
1229-2 |
Low |
1211-4 |
1217-4 |
6-0 |
0.5% |
1187-4 |
Close |
1221-6 |
1222-2 |
0-4 |
0.0% |
1222-2 |
Range |
17-6 |
7-4 |
-10-2 |
-57.7% |
41-6 |
ATR |
21-6 |
20-6 |
-1-0 |
-4.7% |
0-0 |
Volume |
12,582 |
7,992 |
-4,590 |
-36.5% |
60,491 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1244-1 |
1240-5 |
1226-3 |
|
R3 |
1236-5 |
1233-1 |
1224-2 |
|
R2 |
1229-1 |
1229-1 |
1223-5 |
|
R1 |
1225-5 |
1225-5 |
1223-0 |
1227-3 |
PP |
1221-5 |
1221-5 |
1221-5 |
1222-4 |
S1 |
1218-1 |
1218-1 |
1221-4 |
1219-7 |
S2 |
1214-1 |
1214-1 |
1220-7 |
|
S3 |
1206-5 |
1210-5 |
1220-2 |
|
S4 |
1199-1 |
1203-1 |
1218-1 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1338-2 |
1322-0 |
1245-2 |
|
R3 |
1296-4 |
1280-2 |
1233-6 |
|
R2 |
1254-6 |
1254-6 |
1229-7 |
|
R1 |
1238-4 |
1238-4 |
1226-1 |
1246-5 |
PP |
1213-0 |
1213-0 |
1213-0 |
1217-0 |
S1 |
1196-6 |
1196-6 |
1218-3 |
1204-7 |
S2 |
1171-2 |
1171-2 |
1214-5 |
|
S3 |
1129-4 |
1155-0 |
1210-6 |
|
S4 |
1087-6 |
1113-2 |
1199-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1256-7 |
2.618 |
1244-5 |
1.618 |
1237-1 |
1.000 |
1232-4 |
0.618 |
1229-5 |
HIGH |
1225-0 |
0.618 |
1222-1 |
0.500 |
1221-2 |
0.382 |
1220-3 |
LOW |
1217-4 |
0.618 |
1212-7 |
1.000 |
1210-0 |
1.618 |
1205-3 |
2.618 |
1197-7 |
4.250 |
1185-5 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1221-7 |
1221-1 |
PP |
1221-5 |
1220-1 |
S1 |
1221-2 |
1219-0 |
|