CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1266-0 |
1252-0 |
-14-0 |
-1.1% |
1293-2 |
| High |
1271-2 |
1263-0 |
-8-2 |
-0.6% |
1294-2 |
| Low |
1250-2 |
1250-2 |
0-0 |
0.0% |
1250-2 |
| Close |
1251-4 |
1256-4 |
5-0 |
0.4% |
1251-4 |
| Range |
21-0 |
12-6 |
-8-2 |
-39.3% |
44-0 |
| ATR |
18-0 |
17-5 |
-0-3 |
-2.1% |
0-0 |
| Volume |
102,373 |
79,254 |
-23,119 |
-22.6% |
534,901 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1294-7 |
1288-3 |
1263-4 |
|
| R3 |
1282-1 |
1275-5 |
1260-0 |
|
| R2 |
1269-3 |
1269-3 |
1258-7 |
|
| R1 |
1262-7 |
1262-7 |
1257-5 |
1266-1 |
| PP |
1256-5 |
1256-5 |
1256-5 |
1258-2 |
| S1 |
1250-1 |
1250-1 |
1255-3 |
1253-3 |
| S2 |
1243-7 |
1243-7 |
1254-1 |
|
| S3 |
1231-1 |
1237-3 |
1253-0 |
|
| S4 |
1218-3 |
1224-5 |
1249-4 |
|
|
| 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 |
1250-2 |
37-2 |
3.0% |
15-2 |
1.2% |
17% |
False |
True |
105,310 |
| 10 |
1312-6 |
1250-2 |
62-4 |
5.0% |
16-0 |
1.3% |
10% |
False |
True |
92,634 |
| 20 |
1312-6 |
1250-2 |
62-4 |
5.0% |
16-0 |
1.3% |
10% |
False |
True |
81,212 |
| 40 |
1397-6 |
1250-2 |
147-4 |
11.7% |
19-0 |
1.5% |
4% |
False |
True |
55,842 |
| 60 |
1406-0 |
1189-0 |
217-0 |
17.3% |
22-6 |
1.8% |
31% |
False |
False |
44,574 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.9% |
22-5 |
1.8% |
37% |
False |
False |
36,052 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.9% |
22-3 |
1.8% |
37% |
False |
False |
30,132 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.9% |
22-1 |
1.8% |
37% |
False |
False |
25,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1317-2 |
|
2.618 |
1296-3 |
|
1.618 |
1283-5 |
|
1.000 |
1275-6 |
|
0.618 |
1270-7 |
|
HIGH |
1263-0 |
|
0.618 |
1258-1 |
|
0.500 |
1256-5 |
|
0.382 |
1255-1 |
|
LOW |
1250-2 |
|
0.618 |
1242-3 |
|
1.000 |
1237-4 |
|
1.618 |
1229-5 |
|
2.618 |
1216-7 |
|
4.250 |
1196-0 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1256-5 |
1268-7 |
| PP |
1256-5 |
1264-6 |
| S1 |
1256-4 |
1260-5 |
|