CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1264-4 |
1295-0 |
30-4 |
2.4% |
1252-0 |
| High |
1297-4 |
1304-6 |
7-2 |
0.6% |
1297-4 |
| Low |
1261-6 |
1288-2 |
26-4 |
2.1% |
1247-0 |
| Close |
1296-0 |
1301-0 |
5-0 |
0.4% |
1296-0 |
| Range |
35-6 |
16-4 |
-19-2 |
-53.8% |
50-4 |
| ATR |
18-6 |
18-5 |
-0-1 |
-0.9% |
0-0 |
| Volume |
161,534 |
89,497 |
-72,037 |
-44.6% |
482,048 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1347-4 |
1340-6 |
1310-1 |
|
| R3 |
1331-0 |
1324-2 |
1305-4 |
|
| R2 |
1314-4 |
1314-4 |
1304-0 |
|
| R1 |
1307-6 |
1307-6 |
1302-4 |
1311-1 |
| PP |
1298-0 |
1298-0 |
1298-0 |
1299-6 |
| S1 |
1291-2 |
1291-2 |
1299-4 |
1294-5 |
| S2 |
1281-4 |
1281-4 |
1298-0 |
|
| S3 |
1265-0 |
1274-6 |
1296-4 |
|
| S4 |
1248-4 |
1258-2 |
1291-7 |
|
|
| 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 |
1304-6 |
1247-0 |
57-6 |
4.4% |
20-4 |
1.6% |
94% |
True |
False |
98,458 |
| 10 |
1304-6 |
1247-0 |
57-6 |
4.4% |
17-7 |
1.4% |
94% |
True |
False |
101,884 |
| 20 |
1312-6 |
1247-0 |
65-6 |
5.1% |
16-6 |
1.3% |
82% |
False |
False |
86,882 |
| 40 |
1365-0 |
1247-0 |
118-0 |
9.1% |
18-0 |
1.4% |
46% |
False |
False |
64,766 |
| 60 |
1406-0 |
1247-0 |
159-0 |
12.2% |
22-2 |
1.7% |
34% |
False |
False |
51,247 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.2% |
22-5 |
1.7% |
56% |
False |
False |
41,767 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.2% |
22-3 |
1.7% |
56% |
False |
False |
34,817 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.2% |
22-2 |
1.7% |
56% |
False |
False |
29,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1374-7 |
|
2.618 |
1348-0 |
|
1.618 |
1331-4 |
|
1.000 |
1321-2 |
|
0.618 |
1315-0 |
|
HIGH |
1304-6 |
|
0.618 |
1298-4 |
|
0.500 |
1296-4 |
|
0.382 |
1294-4 |
|
LOW |
1288-2 |
|
0.618 |
1278-0 |
|
1.000 |
1271-6 |
|
1.618 |
1261-4 |
|
2.618 |
1245-0 |
|
4.250 |
1218-1 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1299-4 |
1293-3 |
| PP |
1298-0 |
1285-5 |
| S1 |
1296-4 |
1278-0 |
|