CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1239-2 |
1244-4 |
5-2 |
0.4% |
1234-0 |
| High |
1240-6 |
1259-6 |
19-0 |
1.5% |
1253-4 |
| Low |
1225-6 |
1242-4 |
16-6 |
1.4% |
1225-6 |
| Close |
1239-4 |
1259-0 |
19-4 |
1.6% |
1239-4 |
| Range |
15-0 |
17-2 |
2-2 |
15.0% |
27-6 |
| ATR |
18-6 |
18-7 |
0-1 |
0.6% |
0-0 |
| Volume |
18,333 |
15,122 |
-3,211 |
-17.5% |
79,815 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1305-4 |
1299-4 |
1268-4 |
|
| R3 |
1288-2 |
1282-2 |
1263-6 |
|
| R2 |
1271-0 |
1271-0 |
1262-1 |
|
| R1 |
1265-0 |
1265-0 |
1260-5 |
1268-0 |
| PP |
1253-6 |
1253-6 |
1253-6 |
1255-2 |
| S1 |
1247-6 |
1247-6 |
1257-3 |
1250-6 |
| S2 |
1236-4 |
1236-4 |
1255-7 |
|
| S3 |
1219-2 |
1230-4 |
1254-2 |
|
| S4 |
1202-0 |
1213-2 |
1249-4 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1322-7 |
1308-7 |
1254-6 |
|
| R3 |
1295-1 |
1281-1 |
1247-1 |
|
| R2 |
1267-3 |
1267-3 |
1244-5 |
|
| R1 |
1253-3 |
1253-3 |
1242-0 |
1260-3 |
| PP |
1239-5 |
1239-5 |
1239-5 |
1243-0 |
| S1 |
1225-5 |
1225-5 |
1237-0 |
1232-5 |
| S2 |
1211-7 |
1211-7 |
1234-3 |
|
| S3 |
1184-1 |
1197-7 |
1231-7 |
|
| S4 |
1156-3 |
1170-1 |
1224-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1333-0 |
|
2.618 |
1304-7 |
|
1.618 |
1287-5 |
|
1.000 |
1277-0 |
|
0.618 |
1270-3 |
|
HIGH |
1259-6 |
|
0.618 |
1253-1 |
|
0.500 |
1251-1 |
|
0.382 |
1249-1 |
|
LOW |
1242-4 |
|
0.618 |
1231-7 |
|
1.000 |
1225-2 |
|
1.618 |
1214-5 |
|
2.618 |
1197-3 |
|
4.250 |
1169-2 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1256-3 |
1253-5 |
| PP |
1253-6 |
1248-1 |
| S1 |
1251-1 |
1242-6 |
|