CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1188-0 |
1200-0 |
12-0 |
1.0% |
1185-4 |
| High |
1190-0 |
1208-0 |
18-0 |
1.5% |
1193-0 |
| Low |
1180-0 |
1200-0 |
20-0 |
1.7% |
1180-0 |
| Close |
1183-6 |
1207-4 |
23-6 |
2.0% |
1183-6 |
| Range |
10-0 |
8-0 |
-2-0 |
-20.0% |
13-0 |
| ATR |
16-0 |
16-5 |
0-5 |
3.7% |
0-0 |
| Volume |
10,862 |
10,417 |
-445 |
-4.1% |
52,780 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1229-1 |
1226-3 |
1211-7 |
|
| R3 |
1221-1 |
1218-3 |
1209-6 |
|
| R2 |
1213-1 |
1213-1 |
1209-0 |
|
| R1 |
1210-3 |
1210-3 |
1208-2 |
1211-6 |
| PP |
1205-1 |
1205-1 |
1205-1 |
1205-7 |
| S1 |
1202-3 |
1202-3 |
1206-6 |
1203-6 |
| S2 |
1197-1 |
1197-1 |
1206-0 |
|
| S3 |
1189-1 |
1194-3 |
1205-2 |
|
| S4 |
1181-1 |
1186-3 |
1203-1 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1224-5 |
1217-1 |
1190-7 |
|
| R3 |
1211-5 |
1204-1 |
1187-3 |
|
| R2 |
1198-5 |
1198-5 |
1186-1 |
|
| R1 |
1191-1 |
1191-1 |
1185-0 |
1188-3 |
| PP |
1185-5 |
1185-5 |
1185-5 |
1184-2 |
| S1 |
1178-1 |
1178-1 |
1182-4 |
1175-3 |
| S2 |
1172-5 |
1172-5 |
1181-3 |
|
| S3 |
1159-5 |
1165-1 |
1180-1 |
|
| S4 |
1146-5 |
1152-1 |
1176-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1242-0 |
|
2.618 |
1229-0 |
|
1.618 |
1221-0 |
|
1.000 |
1216-0 |
|
0.618 |
1213-0 |
|
HIGH |
1208-0 |
|
0.618 |
1205-0 |
|
0.500 |
1204-0 |
|
0.382 |
1203-0 |
|
LOW |
1200-0 |
|
0.618 |
1195-0 |
|
1.000 |
1192-0 |
|
1.618 |
1187-0 |
|
2.618 |
1179-0 |
|
4.250 |
1166-0 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1206-3 |
1203-0 |
| PP |
1205-1 |
1198-4 |
| S1 |
1204-0 |
1194-0 |
|