CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1313-2 |
1314-0 |
0-6 |
0.1% |
1252-0 |
| High |
1317-6 |
1321-4 |
3-6 |
0.3% |
1297-4 |
| Low |
1307-4 |
1305-0 |
-2-4 |
-0.2% |
1247-0 |
| Close |
1315-0 |
1313-4 |
-1-4 |
-0.1% |
1296-0 |
| Range |
10-2 |
16-4 |
6-2 |
61.0% |
50-4 |
| ATR |
18-3 |
18-2 |
-0-1 |
-0.7% |
0-0 |
| Volume |
86,260 |
77,295 |
-8,965 |
-10.4% |
482,048 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1362-7 |
1354-5 |
1322-5 |
|
| R3 |
1346-3 |
1338-1 |
1318-0 |
|
| R2 |
1329-7 |
1329-7 |
1316-4 |
|
| R1 |
1321-5 |
1321-5 |
1315-0 |
1317-4 |
| PP |
1313-3 |
1313-3 |
1313-3 |
1311-2 |
| S1 |
1305-1 |
1305-1 |
1312-0 |
1301-0 |
| S2 |
1296-7 |
1296-7 |
1310-4 |
|
| S3 |
1280-3 |
1288-5 |
1309-0 |
|
| S4 |
1263-7 |
1272-1 |
1304-3 |
|
|
| 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 |
1321-4 |
1261-6 |
59-6 |
4.5% |
20-5 |
1.6% |
87% |
True |
False |
106,702 |
| 10 |
1321-4 |
1247-0 |
74-4 |
5.7% |
18-6 |
1.4% |
89% |
True |
False |
95,640 |
| 20 |
1321-4 |
1247-0 |
74-4 |
5.7% |
17-0 |
1.3% |
89% |
True |
False |
92,647 |
| 40 |
1342-2 |
1247-0 |
95-2 |
7.3% |
17-3 |
1.3% |
70% |
False |
False |
69,471 |
| 60 |
1406-0 |
1247-0 |
159-0 |
12.1% |
21-5 |
1.6% |
42% |
False |
False |
54,990 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-2 |
1.7% |
61% |
False |
False |
44,946 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-3 |
1.7% |
61% |
False |
False |
37,462 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-1 |
1.7% |
61% |
False |
False |
32,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1391-5 |
|
2.618 |
1364-6 |
|
1.618 |
1348-2 |
|
1.000 |
1338-0 |
|
0.618 |
1331-6 |
|
HIGH |
1321-4 |
|
0.618 |
1315-2 |
|
0.500 |
1313-2 |
|
0.382 |
1311-2 |
|
LOW |
1305-0 |
|
0.618 |
1294-6 |
|
1.000 |
1288-4 |
|
1.618 |
1278-2 |
|
2.618 |
1261-6 |
|
4.250 |
1234-7 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1313-3 |
1311-7 |
| PP |
1313-3 |
1310-1 |
| S1 |
1313-2 |
1308-4 |
|