CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1268-0 |
1279-2 |
11-2 |
0.9% |
1262-0 |
High |
1283-0 |
1289-4 |
6-4 |
0.5% |
1274-4 |
Low |
1267-2 |
1278-2 |
11-0 |
0.9% |
1251-0 |
Close |
1281-2 |
1288-4 |
7-2 |
0.6% |
1270-6 |
Range |
15-6 |
11-2 |
-4-4 |
-28.6% |
23-4 |
ATR |
16-2 |
15-7 |
-0-3 |
-2.2% |
0-0 |
Volume |
21,114 |
19,261 |
-1,853 |
-8.8% |
72,021 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1319-1 |
1315-1 |
1294-6 |
|
R3 |
1307-7 |
1303-7 |
1291-5 |
|
R2 |
1296-5 |
1296-5 |
1290-4 |
|
R1 |
1292-5 |
1292-5 |
1289-4 |
1294-5 |
PP |
1285-3 |
1285-3 |
1285-3 |
1286-4 |
S1 |
1281-3 |
1281-3 |
1287-4 |
1283-3 |
S2 |
1274-1 |
1274-1 |
1286-4 |
|
S3 |
1262-7 |
1270-1 |
1285-3 |
|
S4 |
1251-5 |
1258-7 |
1282-2 |
|
|
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 |
1337-2 |
2.618 |
1319-0 |
1.618 |
1307-6 |
1.000 |
1300-6 |
0.618 |
1296-4 |
HIGH |
1289-4 |
0.618 |
1285-2 |
0.500 |
1283-7 |
0.382 |
1282-4 |
LOW |
1278-2 |
0.618 |
1271-2 |
1.000 |
1267-0 |
1.618 |
1260-0 |
2.618 |
1248-6 |
4.250 |
1230-4 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1287-0 |
1284-6 |
PP |
1285-3 |
1281-1 |
S1 |
1283-7 |
1277-3 |
|