CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1203-2 |
1216-2 |
13-0 |
1.1% |
1187-4 |
High |
1220-0 |
1225-2 |
5-2 |
0.4% |
1229-2 |
Low |
1203-2 |
1210-4 |
7-2 |
0.6% |
1187-4 |
Close |
1218-2 |
1223-6 |
5-4 |
0.5% |
1222-2 |
Range |
16-6 |
14-6 |
-2-0 |
-11.9% |
41-6 |
ATR |
20-3 |
20-0 |
-0-3 |
-2.0% |
0-0 |
Volume |
11,552 |
11,521 |
-31 |
-0.3% |
60,491 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1264-1 |
1258-5 |
1231-7 |
|
R3 |
1249-3 |
1243-7 |
1227-6 |
|
R2 |
1234-5 |
1234-5 |
1226-4 |
|
R1 |
1229-1 |
1229-1 |
1225-1 |
1231-7 |
PP |
1219-7 |
1219-7 |
1219-7 |
1221-2 |
S1 |
1214-3 |
1214-3 |
1222-3 |
1217-1 |
S2 |
1205-1 |
1205-1 |
1221-0 |
|
S3 |
1190-3 |
1199-5 |
1219-6 |
|
S4 |
1175-5 |
1184-7 |
1215-5 |
|
|
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 |
1288-0 |
2.618 |
1263-7 |
1.618 |
1249-1 |
1.000 |
1240-0 |
0.618 |
1234-3 |
HIGH |
1225-2 |
0.618 |
1219-5 |
0.500 |
1217-7 |
0.382 |
1216-1 |
LOW |
1210-4 |
0.618 |
1201-3 |
1.000 |
1195-6 |
1.618 |
1186-5 |
2.618 |
1171-7 |
4.250 |
1147-6 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1221-6 |
1219-0 |
PP |
1219-7 |
1214-3 |
S1 |
1217-7 |
1209-5 |
|