CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1255-6 |
1255-2 |
-0-4 |
0.0% |
1234-0 |
| High |
1261-6 |
1265-2 |
3-4 |
0.3% |
1253-4 |
| Low |
1250-2 |
1250-0 |
-0-2 |
0.0% |
1225-6 |
| Close |
1257-4 |
1260-4 |
3-0 |
0.2% |
1239-4 |
| Range |
11-4 |
15-2 |
3-6 |
32.6% |
27-6 |
| ATR |
18-2 |
18-1 |
-0-2 |
-1.2% |
0-0 |
| Volume |
18,723 |
19,819 |
1,096 |
5.9% |
79,815 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1304-3 |
1297-5 |
1268-7 |
|
| R3 |
1289-1 |
1282-3 |
1264-6 |
|
| R2 |
1273-7 |
1273-7 |
1263-2 |
|
| R1 |
1267-1 |
1267-1 |
1261-7 |
1270-4 |
| PP |
1258-5 |
1258-5 |
1258-5 |
1260-2 |
| S1 |
1251-7 |
1251-7 |
1259-1 |
1255-2 |
| S2 |
1243-3 |
1243-3 |
1257-6 |
|
| S3 |
1228-1 |
1236-5 |
1256-2 |
|
| S4 |
1212-7 |
1221-3 |
1252-1 |
|
|
| 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 |
1330-0 |
|
2.618 |
1305-1 |
|
1.618 |
1289-7 |
|
1.000 |
1280-4 |
|
0.618 |
1274-5 |
|
HIGH |
1265-2 |
|
0.618 |
1259-3 |
|
0.500 |
1257-5 |
|
0.382 |
1255-7 |
|
LOW |
1250-0 |
|
0.618 |
1240-5 |
|
1.000 |
1234-6 |
|
1.618 |
1225-3 |
|
2.618 |
1210-1 |
|
4.250 |
1185-2 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1259-4 |
1258-2 |
| PP |
1258-5 |
1256-1 |
| S1 |
1257-5 |
1253-7 |
|