CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1219-6 |
1218-6 |
-1-0 |
-0.1% |
1187-4 |
High |
1225-0 |
1222-2 |
-2-6 |
-0.2% |
1229-2 |
Low |
1217-4 |
1193-0 |
-24-4 |
-2.0% |
1187-4 |
Close |
1222-2 |
1194-4 |
-27-6 |
-2.3% |
1222-2 |
Range |
7-4 |
29-2 |
21-6 |
290.0% |
41-6 |
ATR |
20-6 |
21-3 |
0-5 |
2.9% |
0-0 |
Volume |
7,992 |
14,020 |
6,028 |
75.4% |
60,491 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1291-0 |
1272-0 |
1210-5 |
|
R3 |
1261-6 |
1242-6 |
1202-4 |
|
R2 |
1232-4 |
1232-4 |
1199-7 |
|
R1 |
1213-4 |
1213-4 |
1197-1 |
1208-3 |
PP |
1203-2 |
1203-2 |
1203-2 |
1200-6 |
S1 |
1184-2 |
1184-2 |
1191-7 |
1179-1 |
S2 |
1174-0 |
1174-0 |
1189-1 |
|
S3 |
1144-6 |
1155-0 |
1186-4 |
|
S4 |
1115-4 |
1125-6 |
1178-3 |
|
|
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 |
1346-4 |
2.618 |
1298-7 |
1.618 |
1269-5 |
1.000 |
1251-4 |
0.618 |
1240-3 |
HIGH |
1222-2 |
0.618 |
1211-1 |
0.500 |
1207-5 |
0.382 |
1204-1 |
LOW |
1193-0 |
0.618 |
1174-7 |
1.000 |
1163-6 |
1.618 |
1145-5 |
2.618 |
1116-3 |
4.250 |
1068-6 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1207-5 |
1211-1 |
PP |
1203-2 |
1205-5 |
S1 |
1198-7 |
1200-0 |
|