CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1261-6 |
1266-4 |
4-6 |
0.4% |
1262-0 |
| High |
1268-6 |
1274-4 |
5-6 |
0.5% |
1274-4 |
| Low |
1257-4 |
1265-2 |
7-6 |
0.6% |
1251-0 |
| Close |
1267-6 |
1270-6 |
3-0 |
0.2% |
1270-6 |
| Range |
11-2 |
9-2 |
-2-0 |
-17.8% |
23-4 |
| ATR |
16-7 |
16-2 |
-0-4 |
-3.2% |
0-0 |
| Volume |
17,349 |
20,709 |
3,360 |
19.4% |
72,021 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1297-7 |
1293-5 |
1275-7 |
|
| R3 |
1288-5 |
1284-3 |
1273-2 |
|
| R2 |
1279-3 |
1279-3 |
1272-4 |
|
| R1 |
1275-1 |
1275-1 |
1271-5 |
1277-2 |
| PP |
1270-1 |
1270-1 |
1270-1 |
1271-2 |
| S1 |
1265-7 |
1265-7 |
1269-7 |
1268-0 |
| S2 |
1260-7 |
1260-7 |
1269-0 |
|
| S3 |
1251-5 |
1256-5 |
1268-2 |
|
| S4 |
1242-3 |
1247-3 |
1265-5 |
|
|
| 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 |
1313-6 |
|
2.618 |
1298-6 |
|
1.618 |
1289-4 |
|
1.000 |
1283-6 |
|
0.618 |
1280-2 |
|
HIGH |
1274-4 |
|
0.618 |
1271-0 |
|
0.500 |
1269-7 |
|
0.382 |
1268-6 |
|
LOW |
1265-2 |
|
0.618 |
1259-4 |
|
1.000 |
1256-0 |
|
1.618 |
1250-2 |
|
2.618 |
1241-0 |
|
4.250 |
1226-0 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1270-4 |
1268-2 |
| PP |
1270-1 |
1265-7 |
| S1 |
1269-7 |
1263-3 |
|