CME Pit-Traded Soybean 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 |
1269-0 |
1268-0 |
-1-0 |
-0.1% |
1258-0 |
High |
1273-0 |
1283-4 |
10-4 |
0.8% |
1273-0 |
Low |
1269-0 |
1268-0 |
-1-0 |
-0.1% |
1254-0 |
Close |
1270-6 |
1281-2 |
10-4 |
0.8% |
1270-6 |
Range |
4-0 |
15-4 |
11-4 |
287.5% |
19-0 |
ATR |
12-1 |
12-3 |
0-2 |
2.0% |
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 |
1324-1 |
1318-1 |
1289-6 |
|
R3 |
1308-5 |
1302-5 |
1285-4 |
|
R2 |
1293-1 |
1293-1 |
1284-1 |
|
R1 |
1287-1 |
1287-1 |
1282-5 |
1290-1 |
PP |
1277-5 |
1277-5 |
1277-5 |
1279-0 |
S1 |
1271-5 |
1271-5 |
1279-7 |
1274-5 |
S2 |
1262-1 |
1262-1 |
1278-3 |
|
S3 |
1246-5 |
1256-1 |
1277-0 |
|
S4 |
1231-1 |
1240-5 |
1272-6 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1322-7 |
1315-7 |
1281-2 |
|
R3 |
1303-7 |
1296-7 |
1276-0 |
|
R2 |
1284-7 |
1284-7 |
1274-2 |
|
R1 |
1277-7 |
1277-7 |
1272-4 |
1281-3 |
PP |
1265-7 |
1265-7 |
1265-7 |
1267-6 |
S1 |
1258-7 |
1258-7 |
1269-0 |
1262-3 |
S2 |
1246-7 |
1246-7 |
1267-2 |
|
S3 |
1227-7 |
1239-7 |
1265-4 |
|
S4 |
1208-7 |
1220-7 |
1260-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1349-3 |
2.618 |
1324-1 |
1.618 |
1308-5 |
1.000 |
1299-0 |
0.618 |
1293-1 |
HIGH |
1283-4 |
0.618 |
1277-5 |
0.500 |
1275-6 |
0.382 |
1273-7 |
LOW |
1268-0 |
0.618 |
1258-3 |
1.000 |
1252-4 |
1.618 |
1242-7 |
2.618 |
1227-3 |
4.250 |
1202-1 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1279-3 |
1278-3 |
PP |
1277-5 |
1275-3 |
S1 |
1275-6 |
1272-4 |
|