CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1218-6 |
1195-2 |
-23-4 |
-1.9% |
1187-4 |
High |
1222-2 |
1204-2 |
-18-0 |
-1.5% |
1229-2 |
Low |
1193-0 |
1194-0 |
1-0 |
0.1% |
1187-4 |
Close |
1194-4 |
1201-4 |
7-0 |
0.6% |
1222-2 |
Range |
29-2 |
10-2 |
-19-0 |
-65.0% |
41-6 |
ATR |
21-3 |
20-5 |
-0-6 |
-3.7% |
0-0 |
Volume |
14,020 |
11,149 |
-2,871 |
-20.5% |
60,491 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1230-5 |
1226-3 |
1207-1 |
|
R3 |
1220-3 |
1216-1 |
1204-3 |
|
R2 |
1210-1 |
1210-1 |
1203-3 |
|
R1 |
1205-7 |
1205-7 |
1202-4 |
1208-0 |
PP |
1199-7 |
1199-7 |
1199-7 |
1201-0 |
S1 |
1195-5 |
1195-5 |
1200-4 |
1197-6 |
S2 |
1189-5 |
1189-5 |
1199-5 |
|
S3 |
1179-3 |
1185-3 |
1198-5 |
|
S4 |
1169-1 |
1175-1 |
1195-7 |
|
|
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 |
1247-6 |
2.618 |
1231-1 |
1.618 |
1220-7 |
1.000 |
1214-4 |
0.618 |
1210-5 |
HIGH |
1204-2 |
0.618 |
1200-3 |
0.500 |
1199-1 |
0.382 |
1197-7 |
LOW |
1194-0 |
0.618 |
1187-5 |
1.000 |
1183-6 |
1.618 |
1177-3 |
2.618 |
1167-1 |
4.250 |
1150-4 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1200-6 |
1209-0 |
PP |
1199-7 |
1206-4 |
S1 |
1199-1 |
1204-0 |
|