CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1327-0 |
1327-4 |
0-4 |
0.0% |
1280-0 |
| High |
1330-6 |
1341-0 |
10-2 |
0.8% |
1322-0 |
| Low |
1316-6 |
1318-2 |
1-4 |
0.1% |
1268-2 |
| Close |
1329-2 |
1320-0 |
-9-2 |
-0.7% |
1319-4 |
| Range |
14-0 |
22-6 |
8-6 |
62.5% |
53-6 |
| ATR |
20-0 |
20-2 |
0-2 |
1.0% |
0-0 |
| Volume |
102,374 |
105,162 |
2,788 |
2.7% |
481,990 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1394-5 |
1380-1 |
1332-4 |
|
| R3 |
1371-7 |
1357-3 |
1326-2 |
|
| R2 |
1349-1 |
1349-1 |
1324-1 |
|
| R1 |
1334-5 |
1334-5 |
1322-1 |
1330-4 |
| PP |
1326-3 |
1326-3 |
1326-3 |
1324-3 |
| S1 |
1311-7 |
1311-7 |
1317-7 |
1307-6 |
| S2 |
1303-5 |
1303-5 |
1315-7 |
|
| S3 |
1280-7 |
1289-1 |
1313-6 |
|
| S4 |
1258-1 |
1266-3 |
1307-4 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1464-4 |
1445-6 |
1349-0 |
|
| R3 |
1410-6 |
1392-0 |
1334-2 |
|
| R2 |
1357-0 |
1357-0 |
1329-3 |
|
| R1 |
1338-2 |
1338-2 |
1324-3 |
1347-5 |
| PP |
1303-2 |
1303-2 |
1303-2 |
1308-0 |
| S1 |
1284-4 |
1284-4 |
1314-5 |
1293-7 |
| S2 |
1249-4 |
1249-4 |
1309-5 |
|
| S3 |
1195-6 |
1230-6 |
1304-6 |
|
| S4 |
1142-0 |
1177-0 |
1290-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1341-0 |
1275-2 |
65-6 |
5.0% |
22-1 |
1.7% |
68% |
True |
False |
108,597 |
| 10 |
1341-0 |
1268-2 |
72-6 |
5.5% |
21-6 |
1.6% |
71% |
True |
False |
98,532 |
| 20 |
1341-0 |
1247-0 |
94-0 |
7.1% |
20-4 |
1.6% |
78% |
True |
False |
98,103 |
| 40 |
1341-0 |
1247-0 |
94-0 |
7.1% |
18-1 |
1.4% |
78% |
True |
False |
86,130 |
| 60 |
1397-6 |
1247-0 |
150-6 |
11.4% |
20-0 |
1.5% |
48% |
False |
False |
66,392 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-1 |
1.7% |
64% |
False |
False |
55,005 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-4 |
1.7% |
64% |
False |
False |
45,955 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-2 |
1.7% |
64% |
False |
False |
39,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1437-6 |
|
2.618 |
1400-4 |
|
1.618 |
1377-6 |
|
1.000 |
1363-6 |
|
0.618 |
1355-0 |
|
HIGH |
1341-0 |
|
0.618 |
1332-2 |
|
0.500 |
1329-5 |
|
0.382 |
1327-0 |
|
LOW |
1318-2 |
|
0.618 |
1304-2 |
|
1.000 |
1295-4 |
|
1.618 |
1281-4 |
|
2.618 |
1258-6 |
|
4.250 |
1221-4 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1329-5 |
1325-1 |
| PP |
1326-3 |
1323-3 |
| S1 |
1323-2 |
1321-6 |
|