CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1249-4 |
1254-4 |
5-0 |
0.4% |
1293-2 |
| High |
1261-0 |
1274-6 |
13-6 |
1.1% |
1294-2 |
| Low |
1249-2 |
1251-2 |
2-0 |
0.2% |
1250-2 |
| Close |
1255-0 |
1266-4 |
11-4 |
0.9% |
1251-4 |
| Range |
11-6 |
23-4 |
11-6 |
100.0% |
44-0 |
| ATR |
17-0 |
17-4 |
0-4 |
2.7% |
0-0 |
| Volume |
61,513 |
107,555 |
46,042 |
74.8% |
534,901 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1334-5 |
1324-1 |
1279-3 |
|
| R3 |
1311-1 |
1300-5 |
1273-0 |
|
| R2 |
1287-5 |
1287-5 |
1270-6 |
|
| R1 |
1277-1 |
1277-1 |
1268-5 |
1282-3 |
| PP |
1264-1 |
1264-1 |
1264-1 |
1266-6 |
| S1 |
1253-5 |
1253-5 |
1264-3 |
1258-7 |
| S2 |
1240-5 |
1240-5 |
1262-2 |
|
| S3 |
1217-1 |
1230-1 |
1260-0 |
|
| S4 |
1193-5 |
1206-5 |
1253-5 |
|
|
| 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 |
1274-6 |
1247-0 |
27-6 |
2.2% |
16-6 |
1.3% |
70% |
True |
False |
84,577 |
| 10 |
1306-0 |
1247-0 |
59-0 |
4.7% |
16-5 |
1.3% |
33% |
False |
False |
92,945 |
| 20 |
1312-6 |
1247-0 |
65-6 |
5.2% |
16-0 |
1.3% |
30% |
False |
False |
82,408 |
| 40 |
1397-6 |
1247-0 |
150-6 |
11.9% |
18-0 |
1.4% |
13% |
False |
False |
60,338 |
| 60 |
1406-0 |
1243-6 |
162-2 |
12.8% |
22-1 |
1.7% |
14% |
False |
False |
47,709 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-4 |
1.8% |
41% |
False |
False |
38,770 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-3 |
1.8% |
41% |
False |
False |
32,405 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-1 |
1.7% |
41% |
False |
False |
27,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1374-5 |
|
2.618 |
1336-2 |
|
1.618 |
1312-6 |
|
1.000 |
1298-2 |
|
0.618 |
1289-2 |
|
HIGH |
1274-6 |
|
0.618 |
1265-6 |
|
0.500 |
1263-0 |
|
0.382 |
1260-2 |
|
LOW |
1251-2 |
|
0.618 |
1236-6 |
|
1.000 |
1227-6 |
|
1.618 |
1213-2 |
|
2.618 |
1189-6 |
|
4.250 |
1151-3 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1265-3 |
1264-5 |
| PP |
1264-1 |
1262-6 |
| S1 |
1263-0 |
1260-7 |
|