CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1259-0 |
1261-6 |
2-6 |
0.2% |
1244-4 |
High |
1264-0 |
1268-6 |
4-6 |
0.4% |
1266-2 |
Low |
1252-2 |
1257-4 |
5-2 |
0.4% |
1242-4 |
Close |
1264-0 |
1267-6 |
3-6 |
0.3% |
1262-0 |
Range |
11-6 |
11-2 |
-0-4 |
-4.3% |
23-6 |
ATR |
17-2 |
16-7 |
-0-3 |
-2.5% |
0-0 |
Volume |
18,980 |
17,349 |
-1,631 |
-8.6% |
92,901 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1298-3 |
1294-3 |
1274-0 |
|
R3 |
1287-1 |
1283-1 |
1270-7 |
|
R2 |
1275-7 |
1275-7 |
1269-6 |
|
R1 |
1271-7 |
1271-7 |
1268-6 |
1273-7 |
PP |
1264-5 |
1264-5 |
1264-5 |
1265-6 |
S1 |
1260-5 |
1260-5 |
1266-6 |
1262-5 |
S2 |
1253-3 |
1253-3 |
1265-6 |
|
S3 |
1242-1 |
1249-3 |
1264-5 |
|
S4 |
1230-7 |
1238-1 |
1261-4 |
|
|
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 |
1316-4 |
2.618 |
1298-2 |
1.618 |
1287-0 |
1.000 |
1280-0 |
0.618 |
1275-6 |
HIGH |
1268-6 |
0.618 |
1264-4 |
0.500 |
1263-1 |
0.382 |
1261-6 |
LOW |
1257-4 |
0.618 |
1250-4 |
1.000 |
1246-2 |
1.618 |
1239-2 |
2.618 |
1228-0 |
4.250 |
1209-6 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1266-2 |
1265-1 |
PP |
1264-5 |
1262-4 |
S1 |
1263-1 |
1259-7 |
|