CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1299-4 |
1313-2 |
13-6 |
1.1% |
1252-0 |
| High |
1319-6 |
1317-6 |
-2-0 |
-0.2% |
1297-4 |
| Low |
1295-4 |
1307-4 |
12-0 |
0.9% |
1247-0 |
| Close |
1314-4 |
1315-0 |
0-4 |
0.0% |
1296-0 |
| Range |
24-2 |
10-2 |
-14-0 |
-57.7% |
50-4 |
| ATR |
19-0 |
18-3 |
-0-5 |
-3.3% |
0-0 |
| Volume |
118,927 |
86,260 |
-32,667 |
-27.5% |
482,048 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1344-1 |
1339-7 |
1320-5 |
|
| R3 |
1333-7 |
1329-5 |
1317-7 |
|
| R2 |
1323-5 |
1323-5 |
1316-7 |
|
| R1 |
1319-3 |
1319-3 |
1316-0 |
1321-4 |
| PP |
1313-3 |
1313-3 |
1313-3 |
1314-4 |
| S1 |
1309-1 |
1309-1 |
1314-0 |
1311-2 |
| S2 |
1303-1 |
1303-1 |
1313-1 |
|
| S3 |
1292-7 |
1298-7 |
1312-1 |
|
| S4 |
1282-5 |
1288-5 |
1309-3 |
|
|
| 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 |
1251-2 |
68-4 |
5.2% |
22-0 |
1.7% |
93% |
False |
False |
112,754 |
| 10 |
1319-6 |
1247-0 |
72-6 |
5.5% |
19-3 |
1.5% |
93% |
False |
False |
97,674 |
| 20 |
1319-6 |
1247-0 |
72-6 |
5.5% |
17-2 |
1.3% |
93% |
False |
False |
92,162 |
| 40 |
1363-0 |
1247-0 |
116-0 |
8.8% |
17-5 |
1.3% |
59% |
False |
False |
68,404 |
| 60 |
1406-0 |
1247-0 |
159-0 |
12.1% |
21-7 |
1.7% |
43% |
False |
False |
54,039 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-2 |
1.7% |
62% |
False |
False |
44,102 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-3 |
1.7% |
62% |
False |
False |
36,758 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-3 |
1.7% |
62% |
False |
False |
31,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1361-2 |
|
2.618 |
1344-5 |
|
1.618 |
1334-3 |
|
1.000 |
1328-0 |
|
0.618 |
1324-1 |
|
HIGH |
1317-6 |
|
0.618 |
1313-7 |
|
0.500 |
1312-5 |
|
0.382 |
1311-3 |
|
LOW |
1307-4 |
|
0.618 |
1301-1 |
|
1.000 |
1297-2 |
|
1.618 |
1290-7 |
|
2.618 |
1280-5 |
|
4.250 |
1264-0 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1314-2 |
1311-3 |
| PP |
1313-3 |
1307-5 |
| S1 |
1312-5 |
1304-0 |
|