CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1295-0 |
1299-4 |
4-4 |
0.3% |
1252-0 |
| High |
1304-6 |
1319-6 |
15-0 |
1.1% |
1297-4 |
| Low |
1288-2 |
1295-4 |
7-2 |
0.6% |
1247-0 |
| Close |
1301-0 |
1314-4 |
13-4 |
1.0% |
1296-0 |
| Range |
16-4 |
24-2 |
7-6 |
47.0% |
50-4 |
| ATR |
18-5 |
19-0 |
0-3 |
2.2% |
0-0 |
| Volume |
89,497 |
118,927 |
29,430 |
32.9% |
482,048 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1382-5 |
1372-7 |
1327-7 |
|
| R3 |
1358-3 |
1348-5 |
1321-1 |
|
| R2 |
1334-1 |
1334-1 |
1319-0 |
|
| R1 |
1324-3 |
1324-3 |
1316-6 |
1329-2 |
| PP |
1309-7 |
1309-7 |
1309-7 |
1312-3 |
| S1 |
1300-1 |
1300-1 |
1312-2 |
1305-0 |
| S2 |
1285-5 |
1285-5 |
1310-0 |
|
| S3 |
1261-3 |
1275-7 |
1307-7 |
|
| S4 |
1237-1 |
1251-5 |
1301-1 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1431-5 |
1414-3 |
1323-6 |
|
| R3 |
1381-1 |
1363-7 |
1309-7 |
|
| R2 |
1330-5 |
1330-5 |
1305-2 |
|
| R1 |
1313-3 |
1313-3 |
1300-5 |
1322-0 |
| PP |
1280-1 |
1280-1 |
1280-1 |
1284-4 |
| S1 |
1262-7 |
1262-7 |
1291-3 |
1271-4 |
| S2 |
1229-5 |
1229-5 |
1286-6 |
|
| S3 |
1179-1 |
1212-3 |
1282-1 |
|
| S4 |
1128-5 |
1161-7 |
1268-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1319-6 |
1249-2 |
70-4 |
5.4% |
22-3 |
1.7% |
93% |
True |
False |
107,805 |
| 10 |
1319-6 |
1247-0 |
72-6 |
5.5% |
19-2 |
1.5% |
93% |
True |
False |
99,707 |
| 20 |
1319-6 |
1247-0 |
72-6 |
5.5% |
17-3 |
1.3% |
93% |
True |
False |
90,339 |
| 40 |
1363-0 |
1247-0 |
116-0 |
8.8% |
17-7 |
1.4% |
58% |
False |
False |
67,134 |
| 60 |
1406-0 |
1247-0 |
159-0 |
12.1% |
22-1 |
1.7% |
42% |
False |
False |
53,016 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-5 |
1.7% |
61% |
False |
False |
43,164 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-3 |
1.7% |
61% |
False |
False |
35,951 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-3 |
1.7% |
61% |
False |
False |
30,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1422-6 |
|
2.618 |
1383-2 |
|
1.618 |
1359-0 |
|
1.000 |
1344-0 |
|
0.618 |
1334-6 |
|
HIGH |
1319-6 |
|
0.618 |
1310-4 |
|
0.500 |
1307-5 |
|
0.382 |
1304-6 |
|
LOW |
1295-4 |
|
0.618 |
1280-4 |
|
1.000 |
1271-2 |
|
1.618 |
1256-2 |
|
2.618 |
1232-0 |
|
4.250 |
1192-4 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1312-2 |
1306-5 |
| PP |
1309-7 |
1298-5 |
| S1 |
1307-5 |
1290-6 |
|