CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1195-2 |
1203-2 |
8-0 |
0.7% |
1187-4 |
High |
1204-2 |
1220-0 |
15-6 |
1.3% |
1229-2 |
Low |
1194-0 |
1203-2 |
9-2 |
0.8% |
1187-4 |
Close |
1201-4 |
1218-2 |
16-6 |
1.4% |
1222-2 |
Range |
10-2 |
16-6 |
6-4 |
63.4% |
41-6 |
ATR |
20-5 |
20-3 |
-0-1 |
-0.7% |
0-0 |
Volume |
11,149 |
11,552 |
403 |
3.6% |
60,491 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1264-1 |
1257-7 |
1227-4 |
|
R3 |
1247-3 |
1241-1 |
1222-7 |
|
R2 |
1230-5 |
1230-5 |
1221-3 |
|
R1 |
1224-3 |
1224-3 |
1219-6 |
1227-4 |
PP |
1213-7 |
1213-7 |
1213-7 |
1215-3 |
S1 |
1207-5 |
1207-5 |
1216-6 |
1210-6 |
S2 |
1197-1 |
1197-1 |
1215-1 |
|
S3 |
1180-3 |
1190-7 |
1213-5 |
|
S4 |
1163-5 |
1174-1 |
1209-0 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1338-2 |
1322-0 |
1245-2 |
|
R3 |
1296-4 |
1280-2 |
1233-6 |
|
R2 |
1254-6 |
1254-6 |
1229-7 |
|
R1 |
1238-4 |
1238-4 |
1226-1 |
1246-5 |
PP |
1213-0 |
1213-0 |
1213-0 |
1217-0 |
S1 |
1196-6 |
1196-6 |
1218-3 |
1204-7 |
S2 |
1171-2 |
1171-2 |
1214-5 |
|
S3 |
1129-4 |
1155-0 |
1210-6 |
|
S4 |
1087-6 |
1113-2 |
1199-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1291-2 |
2.618 |
1263-7 |
1.618 |
1247-1 |
1.000 |
1236-6 |
0.618 |
1230-3 |
HIGH |
1220-0 |
0.618 |
1213-5 |
0.500 |
1211-5 |
0.382 |
1209-5 |
LOW |
1203-2 |
0.618 |
1192-7 |
1.000 |
1186-4 |
1.618 |
1176-1 |
2.618 |
1159-3 |
4.250 |
1132-0 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1216-0 |
1214-6 |
PP |
1213-7 |
1211-1 |
S1 |
1211-5 |
1207-5 |
|