CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1312-6 |
1280-0 |
-32-6 |
-2.5% |
1295-0 |
High |
1315-6 |
1290-0 |
-25-6 |
-2.0% |
1321-4 |
Low |
1278-0 |
1276-4 |
-1-4 |
-0.1% |
1278-0 |
Close |
1280-4 |
1287-4 |
7-0 |
0.5% |
1280-4 |
Range |
37-6 |
13-4 |
-24-2 |
-64.2% |
43-4 |
ATR |
19-5 |
19-2 |
-0-4 |
-2.2% |
0-0 |
Volume |
106,848 |
72,543 |
-34,305 |
-32.1% |
478,827 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1325-1 |
1319-7 |
1294-7 |
|
R3 |
1311-5 |
1306-3 |
1291-2 |
|
R2 |
1298-1 |
1298-1 |
1290-0 |
|
R1 |
1292-7 |
1292-7 |
1288-6 |
1295-4 |
PP |
1284-5 |
1284-5 |
1284-5 |
1286-0 |
S1 |
1279-3 |
1279-3 |
1286-2 |
1282-0 |
S2 |
1271-1 |
1271-1 |
1285-0 |
|
S3 |
1257-5 |
1265-7 |
1283-6 |
|
S4 |
1244-1 |
1252-3 |
1280-1 |
|
|
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 |
1276-4 |
45-0 |
3.5% |
20-4 |
1.6% |
24% |
False |
True |
92,374 |
10 |
1321-4 |
1247-0 |
74-4 |
5.8% |
20-4 |
1.6% |
54% |
False |
False |
95,416 |
20 |
1321-4 |
1247-0 |
74-4 |
5.8% |
18-2 |
1.4% |
54% |
False |
False |
94,025 |
40 |
1330-0 |
1247-0 |
83-0 |
6.4% |
17-5 |
1.4% |
49% |
False |
False |
72,903 |
60 |
1406-0 |
1247-0 |
159-0 |
12.3% |
21-4 |
1.7% |
25% |
False |
False |
57,262 |
80 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-1 |
1.7% |
50% |
False |
False |
46,908 |
100 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-5 |
1.8% |
50% |
False |
False |
39,138 |
120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-2 |
1.7% |
50% |
False |
False |
33,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1347-3 |
2.618 |
1325-3 |
1.618 |
1311-7 |
1.000 |
1303-4 |
0.618 |
1298-3 |
HIGH |
1290-0 |
0.618 |
1284-7 |
0.500 |
1283-2 |
0.382 |
1281-5 |
LOW |
1276-4 |
0.618 |
1268-1 |
1.000 |
1263-0 |
1.618 |
1254-5 |
2.618 |
1241-1 |
4.250 |
1219-1 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1286-1 |
1299-0 |
PP |
1284-5 |
1295-1 |
S1 |
1283-2 |
1291-3 |
|