CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1314-0 |
1312-6 |
-1-2 |
-0.1% |
1295-0 |
| High |
1321-4 |
1315-6 |
-5-6 |
-0.4% |
1321-4 |
| Low |
1305-0 |
1278-0 |
-27-0 |
-2.1% |
1278-0 |
| Close |
1313-4 |
1280-4 |
-33-0 |
-2.5% |
1280-4 |
| Range |
16-4 |
37-6 |
21-2 |
128.8% |
43-4 |
| ATR |
18-2 |
19-5 |
1-3 |
7.6% |
0-0 |
| Volume |
77,295 |
106,848 |
29,553 |
38.2% |
478,827 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1404-5 |
1380-3 |
1301-2 |
|
| R3 |
1366-7 |
1342-5 |
1290-7 |
|
| R2 |
1329-1 |
1329-1 |
1287-3 |
|
| R1 |
1304-7 |
1304-7 |
1284-0 |
1298-1 |
| PP |
1291-3 |
1291-3 |
1291-3 |
1288-0 |
| S1 |
1267-1 |
1267-1 |
1277-0 |
1260-3 |
| S2 |
1253-5 |
1253-5 |
1273-5 |
|
| S3 |
1215-7 |
1229-3 |
1270-1 |
|
| S4 |
1178-1 |
1191-5 |
1259-6 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1423-7 |
1395-5 |
1304-3 |
|
| R3 |
1380-3 |
1352-1 |
1292-4 |
|
| R2 |
1336-7 |
1336-7 |
1288-4 |
|
| R1 |
1308-5 |
1308-5 |
1284-4 |
1301-0 |
| PP |
1293-3 |
1293-3 |
1293-3 |
1289-4 |
| S1 |
1265-1 |
1265-1 |
1276-4 |
1257-4 |
| S2 |
1249-7 |
1249-7 |
1272-4 |
|
| S3 |
1206-3 |
1221-5 |
1268-4 |
|
| S4 |
1162-7 |
1178-1 |
1256-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1321-4 |
1278-0 |
43-4 |
3.4% |
21-0 |
1.6% |
6% |
False |
True |
95,765 |
| 10 |
1321-4 |
1247-0 |
74-4 |
5.8% |
20-3 |
1.6% |
45% |
False |
False |
96,087 |
| 20 |
1321-4 |
1247-0 |
74-4 |
5.8% |
18-2 |
1.4% |
45% |
False |
False |
94,062 |
| 40 |
1330-0 |
1247-0 |
83-0 |
6.5% |
17-5 |
1.4% |
40% |
False |
False |
71,626 |
| 60 |
1406-0 |
1247-0 |
159-0 |
12.4% |
21-7 |
1.7% |
21% |
False |
False |
56,379 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.5% |
22-2 |
1.7% |
47% |
False |
False |
46,181 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.5% |
22-5 |
1.8% |
47% |
False |
False |
38,480 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.5% |
22-3 |
1.7% |
47% |
False |
False |
33,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1476-2 |
|
2.618 |
1414-5 |
|
1.618 |
1376-7 |
|
1.000 |
1353-4 |
|
0.618 |
1339-1 |
|
HIGH |
1315-6 |
|
0.618 |
1301-3 |
|
0.500 |
1296-7 |
|
0.382 |
1292-3 |
|
LOW |
1278-0 |
|
0.618 |
1254-5 |
|
1.000 |
1240-2 |
|
1.618 |
1216-7 |
|
2.618 |
1179-1 |
|
4.250 |
1117-4 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1296-7 |
1299-6 |
| PP |
1291-3 |
1293-3 |
| S1 |
1286-0 |
1286-7 |
|