CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1256-0 |
1249-4 |
-6-4 |
-0.5% |
1293-2 |
| High |
1262-0 |
1261-0 |
-1-0 |
-0.1% |
1294-2 |
| Low |
1247-0 |
1249-2 |
2-2 |
0.2% |
1250-2 |
| Close |
1250-2 |
1255-0 |
4-6 |
0.4% |
1251-4 |
| Range |
15-0 |
11-6 |
-3-2 |
-21.7% |
44-0 |
| ATR |
17-4 |
17-0 |
-0-3 |
-2.3% |
0-0 |
| Volume |
72,192 |
61,513 |
-10,679 |
-14.8% |
534,901 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1290-3 |
1284-3 |
1261-4 |
|
| R3 |
1278-5 |
1272-5 |
1258-2 |
|
| R2 |
1266-7 |
1266-7 |
1257-1 |
|
| R1 |
1260-7 |
1260-7 |
1256-1 |
1263-7 |
| PP |
1255-1 |
1255-1 |
1255-1 |
1256-4 |
| S1 |
1249-1 |
1249-1 |
1253-7 |
1252-1 |
| S2 |
1243-3 |
1243-3 |
1252-7 |
|
| S3 |
1231-5 |
1237-3 |
1251-6 |
|
| S4 |
1219-7 |
1225-5 |
1248-4 |
|
|
| 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 |
1287-4 |
1247-0 |
40-4 |
3.2% |
16-5 |
1.3% |
20% |
False |
False |
82,593 |
| 10 |
1311-2 |
1247-0 |
64-2 |
5.1% |
15-4 |
1.2% |
12% |
False |
False |
92,309 |
| 20 |
1312-6 |
1247-0 |
65-6 |
5.2% |
15-5 |
1.2% |
12% |
False |
False |
81,458 |
| 40 |
1397-6 |
1247-0 |
150-6 |
12.0% |
18-6 |
1.5% |
5% |
False |
False |
58,079 |
| 60 |
1406-0 |
1218-0 |
188-0 |
15.0% |
22-1 |
1.8% |
20% |
False |
False |
46,225 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.9% |
22-3 |
1.8% |
36% |
False |
False |
37,541 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.9% |
22-2 |
1.8% |
36% |
False |
False |
31,375 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.9% |
22-0 |
1.8% |
36% |
False |
False |
26,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1311-0 |
|
2.618 |
1291-6 |
|
1.618 |
1280-0 |
|
1.000 |
1272-6 |
|
0.618 |
1268-2 |
|
HIGH |
1261-0 |
|
0.618 |
1256-4 |
|
0.500 |
1255-1 |
|
0.382 |
1253-6 |
|
LOW |
1249-2 |
|
0.618 |
1242-0 |
|
1.000 |
1237-4 |
|
1.618 |
1230-2 |
|
2.618 |
1218-4 |
|
4.250 |
1199-2 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1255-1 |
1255-0 |
| PP |
1255-1 |
1255-0 |
| S1 |
1255-0 |
1255-0 |
|