CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1252-0 |
1256-0 |
4-0 |
0.3% |
1293-2 |
| High |
1263-0 |
1262-0 |
-1-0 |
-0.1% |
1294-2 |
| Low |
1250-2 |
1247-0 |
-3-2 |
-0.3% |
1250-2 |
| Close |
1256-4 |
1250-2 |
-6-2 |
-0.5% |
1251-4 |
| Range |
12-6 |
15-0 |
2-2 |
17.6% |
44-0 |
| ATR |
17-5 |
17-4 |
-0-2 |
-1.1% |
0-0 |
| Volume |
79,254 |
72,192 |
-7,062 |
-8.9% |
534,901 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1298-1 |
1289-1 |
1258-4 |
|
| R3 |
1283-1 |
1274-1 |
1254-3 |
|
| R2 |
1268-1 |
1268-1 |
1253-0 |
|
| R1 |
1259-1 |
1259-1 |
1251-5 |
1256-1 |
| PP |
1253-1 |
1253-1 |
1253-1 |
1251-4 |
| S1 |
1244-1 |
1244-1 |
1248-7 |
1241-1 |
| S2 |
1238-1 |
1238-1 |
1247-4 |
|
| S3 |
1223-1 |
1229-1 |
1246-1 |
|
| S4 |
1208-1 |
1214-1 |
1242-0 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1397-3 |
1368-3 |
1275-6 |
|
| R3 |
1353-3 |
1324-3 |
1263-5 |
|
| R2 |
1309-3 |
1309-3 |
1259-5 |
|
| R1 |
1280-3 |
1280-3 |
1255-4 |
1272-7 |
| PP |
1265-3 |
1265-3 |
1265-3 |
1261-4 |
| S1 |
1236-3 |
1236-3 |
1247-4 |
1228-7 |
| S2 |
1221-3 |
1221-3 |
1243-3 |
|
| S3 |
1177-3 |
1192-3 |
1239-3 |
|
| S4 |
1133-3 |
1148-3 |
1227-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1287-4 |
1247-0 |
40-4 |
3.2% |
16-2 |
1.3% |
8% |
False |
True |
91,610 |
| 10 |
1312-6 |
1247-0 |
65-6 |
5.3% |
16-3 |
1.3% |
5% |
False |
True |
93,973 |
| 20 |
1312-6 |
1247-0 |
65-6 |
5.3% |
15-5 |
1.2% |
5% |
False |
True |
82,230 |
| 40 |
1397-6 |
1247-0 |
150-6 |
12.1% |
18-6 |
1.5% |
2% |
False |
True |
57,165 |
| 60 |
1406-0 |
1218-0 |
188-0 |
15.0% |
22-2 |
1.8% |
17% |
False |
False |
45,541 |
| 80 |
1406-0 |
1169-0 |
237-0 |
19.0% |
22-5 |
1.8% |
34% |
False |
False |
36,846 |
| 100 |
1406-0 |
1169-0 |
237-0 |
19.0% |
22-2 |
1.8% |
34% |
False |
False |
30,814 |
| 120 |
1406-0 |
1169-0 |
237-0 |
19.0% |
22-1 |
1.8% |
34% |
False |
False |
26,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1325-6 |
|
2.618 |
1301-2 |
|
1.618 |
1286-2 |
|
1.000 |
1277-0 |
|
0.618 |
1271-2 |
|
HIGH |
1262-0 |
|
0.618 |
1256-2 |
|
0.500 |
1254-4 |
|
0.382 |
1252-6 |
|
LOW |
1247-0 |
|
0.618 |
1237-6 |
|
1.000 |
1232-0 |
|
1.618 |
1222-6 |
|
2.618 |
1207-6 |
|
4.250 |
1183-2 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1254-4 |
1259-1 |
| PP |
1253-1 |
1256-1 |
| S1 |
1251-5 |
1253-2 |
|