CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1253-6 |
1262-0 |
8-2 |
0.7% |
1244-4 |
| High |
1266-2 |
1268-0 |
1-6 |
0.1% |
1266-2 |
| Low |
1252-2 |
1251-0 |
-1-2 |
-0.1% |
1242-4 |
| Close |
1262-0 |
1262-2 |
0-2 |
0.0% |
1262-0 |
| Range |
14-0 |
17-0 |
3-0 |
21.4% |
23-6 |
| ATR |
17-6 |
17-5 |
0-0 |
-0.3% |
0-0 |
| Volume |
18,173 |
14,983 |
-3,190 |
-17.6% |
92,901 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1311-3 |
1303-7 |
1271-5 |
|
| R3 |
1294-3 |
1286-7 |
1266-7 |
|
| R2 |
1277-3 |
1277-3 |
1265-3 |
|
| R1 |
1269-7 |
1269-7 |
1263-6 |
1273-5 |
| PP |
1260-3 |
1260-3 |
1260-3 |
1262-2 |
| S1 |
1252-7 |
1252-7 |
1260-6 |
1256-5 |
| S2 |
1243-3 |
1243-3 |
1259-1 |
|
| S3 |
1226-3 |
1235-7 |
1257-5 |
|
| S4 |
1209-3 |
1218-7 |
1252-7 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1328-1 |
1318-7 |
1275-0 |
|
| R3 |
1304-3 |
1295-1 |
1268-4 |
|
| R2 |
1280-5 |
1280-5 |
1266-3 |
|
| R1 |
1271-3 |
1271-3 |
1264-1 |
1276-0 |
| PP |
1256-7 |
1256-7 |
1256-7 |
1259-2 |
| S1 |
1247-5 |
1247-5 |
1259-7 |
1252-2 |
| S2 |
1233-1 |
1233-1 |
1257-5 |
|
| S3 |
1209-3 |
1223-7 |
1255-4 |
|
| S4 |
1185-5 |
1200-1 |
1249-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1340-2 |
|
2.618 |
1312-4 |
|
1.618 |
1295-4 |
|
1.000 |
1285-0 |
|
0.618 |
1278-4 |
|
HIGH |
1268-0 |
|
0.618 |
1261-4 |
|
0.500 |
1259-4 |
|
0.382 |
1257-4 |
|
LOW |
1251-0 |
|
0.618 |
1240-4 |
|
1.000 |
1234-0 |
|
1.618 |
1223-4 |
|
2.618 |
1206-4 |
|
4.250 |
1178-6 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1261-3 |
1260-3 |
| PP |
1260-3 |
1258-3 |
| S1 |
1259-4 |
1256-4 |
|