CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1266-4 |
1268-0 |
1-4 |
0.1% |
1262-0 |
| High |
1274-4 |
1283-0 |
8-4 |
0.7% |
1274-4 |
| Low |
1265-2 |
1267-2 |
2-0 |
0.2% |
1251-0 |
| Close |
1270-6 |
1281-2 |
10-4 |
0.8% |
1270-6 |
| Range |
9-2 |
15-6 |
6-4 |
70.3% |
23-4 |
| ATR |
16-2 |
16-2 |
0-0 |
-0.2% |
0-0 |
| Volume |
20,709 |
21,114 |
405 |
2.0% |
72,021 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1324-3 |
1318-5 |
1289-7 |
|
| R3 |
1308-5 |
1302-7 |
1285-5 |
|
| R2 |
1292-7 |
1292-7 |
1284-1 |
|
| R1 |
1287-1 |
1287-1 |
1282-6 |
1290-0 |
| PP |
1277-1 |
1277-1 |
1277-1 |
1278-5 |
| S1 |
1271-3 |
1271-3 |
1279-6 |
1274-2 |
| S2 |
1261-3 |
1261-3 |
1278-3 |
|
| S3 |
1245-5 |
1255-5 |
1276-7 |
|
| S4 |
1229-7 |
1239-7 |
1272-5 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1335-7 |
1326-7 |
1283-5 |
|
| R3 |
1312-3 |
1303-3 |
1277-2 |
|
| R2 |
1288-7 |
1288-7 |
1275-0 |
|
| R1 |
1279-7 |
1279-7 |
1272-7 |
1284-3 |
| PP |
1265-3 |
1265-3 |
1265-3 |
1267-6 |
| S1 |
1256-3 |
1256-3 |
1268-5 |
1260-7 |
| S2 |
1241-7 |
1241-7 |
1266-4 |
|
| S3 |
1218-3 |
1232-7 |
1264-2 |
|
| S4 |
1194-7 |
1209-3 |
1257-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1350-0 |
|
2.618 |
1324-2 |
|
1.618 |
1308-4 |
|
1.000 |
1298-6 |
|
0.618 |
1292-6 |
|
HIGH |
1283-0 |
|
0.618 |
1277-0 |
|
0.500 |
1275-1 |
|
0.382 |
1273-2 |
|
LOW |
1267-2 |
|
0.618 |
1257-4 |
|
1.000 |
1251-4 |
|
1.618 |
1241-6 |
|
2.618 |
1226-0 |
|
4.250 |
1200-2 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1279-2 |
1277-5 |
| PP |
1277-1 |
1273-7 |
| S1 |
1275-1 |
1270-2 |
|