CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1222-6 |
1234-0 |
11-2 |
0.9% |
1218-6 |
| High |
1239-0 |
1246-0 |
7-0 |
0.6% |
1239-0 |
| Low |
1220-0 |
1233-6 |
13-6 |
1.1% |
1193-0 |
| Close |
1237-2 |
1239-0 |
1-6 |
0.1% |
1237-2 |
| Range |
19-0 |
12-2 |
-6-6 |
-35.5% |
46-0 |
| ATR |
20-0 |
19-3 |
-0-4 |
-2.8% |
0-0 |
| Volume |
12,741 |
15,433 |
2,692 |
21.1% |
60,983 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1276-3 |
1269-7 |
1245-6 |
|
| R3 |
1264-1 |
1257-5 |
1242-3 |
|
| R2 |
1251-7 |
1251-7 |
1241-2 |
|
| R1 |
1245-3 |
1245-3 |
1240-1 |
1248-5 |
| PP |
1239-5 |
1239-5 |
1239-5 |
1241-2 |
| S1 |
1233-1 |
1233-1 |
1237-7 |
1236-3 |
| S2 |
1227-3 |
1227-3 |
1236-6 |
|
| S3 |
1215-1 |
1220-7 |
1235-5 |
|
| S4 |
1202-7 |
1208-5 |
1232-2 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1361-1 |
1345-1 |
1262-4 |
|
| R3 |
1315-1 |
1299-1 |
1249-7 |
|
| R2 |
1269-1 |
1269-1 |
1245-5 |
|
| R1 |
1253-1 |
1253-1 |
1241-4 |
1261-1 |
| PP |
1223-1 |
1223-1 |
1223-1 |
1227-0 |
| S1 |
1207-1 |
1207-1 |
1233-0 |
1215-1 |
| S2 |
1177-1 |
1177-1 |
1228-7 |
|
| S3 |
1131-1 |
1161-1 |
1224-5 |
|
| S4 |
1085-1 |
1115-1 |
1212-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1298-0 |
|
2.618 |
1278-1 |
|
1.618 |
1265-7 |
|
1.000 |
1258-2 |
|
0.618 |
1253-5 |
|
HIGH |
1246-0 |
|
0.618 |
1241-3 |
|
0.500 |
1239-7 |
|
0.382 |
1238-3 |
|
LOW |
1233-6 |
|
0.618 |
1226-1 |
|
1.000 |
1221-4 |
|
1.618 |
1213-7 |
|
2.618 |
1201-5 |
|
4.250 |
1181-6 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1239-7 |
1235-3 |
| PP |
1239-5 |
1231-7 |
| S1 |
1239-2 |
1228-2 |
|