CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1280-0 |
1285-4 |
5-4 |
0.4% |
1295-0 |
High |
1290-0 |
1294-0 |
4-0 |
0.3% |
1321-4 |
Low |
1276-4 |
1268-2 |
-8-2 |
-0.6% |
1278-0 |
Close |
1287-4 |
1276-2 |
-11-2 |
-0.9% |
1280-4 |
Range |
13-4 |
25-6 |
12-2 |
90.7% |
43-4 |
ATR |
19-2 |
19-6 |
0-4 |
2.4% |
0-0 |
Volume |
72,543 |
114,103 |
41,560 |
57.3% |
478,827 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1356-6 |
1342-2 |
1290-3 |
|
R3 |
1331-0 |
1316-4 |
1283-3 |
|
R2 |
1305-2 |
1305-2 |
1281-0 |
|
R1 |
1290-6 |
1290-6 |
1278-5 |
1285-1 |
PP |
1279-4 |
1279-4 |
1279-4 |
1276-6 |
S1 |
1265-0 |
1265-0 |
1273-7 |
1259-3 |
S2 |
1253-6 |
1253-6 |
1271-4 |
|
S3 |
1228-0 |
1239-2 |
1269-1 |
|
S4 |
1202-2 |
1213-4 |
1262-1 |
|
|
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 |
1268-2 |
53-2 |
4.2% |
20-6 |
1.6% |
15% |
False |
True |
91,409 |
10 |
1321-4 |
1249-2 |
72-2 |
5.7% |
21-4 |
1.7% |
37% |
False |
False |
99,607 |
20 |
1321-4 |
1247-0 |
74-4 |
5.8% |
19-0 |
1.5% |
39% |
False |
False |
96,790 |
40 |
1330-0 |
1247-0 |
83-0 |
6.5% |
17-7 |
1.4% |
35% |
False |
False |
75,345 |
60 |
1406-0 |
1247-0 |
159-0 |
12.5% |
21-0 |
1.6% |
18% |
False |
False |
58,717 |
80 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-2 |
1.7% |
45% |
False |
False |
48,165 |
100 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-5 |
1.8% |
45% |
False |
False |
40,224 |
120 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-3 |
1.7% |
45% |
False |
False |
34,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1403-4 |
2.618 |
1361-3 |
1.618 |
1335-5 |
1.000 |
1319-6 |
0.618 |
1309-7 |
HIGH |
1294-0 |
0.618 |
1284-1 |
0.500 |
1281-1 |
0.382 |
1278-1 |
LOW |
1268-2 |
0.618 |
1252-3 |
1.000 |
1242-4 |
1.618 |
1226-5 |
2.618 |
1200-7 |
4.250 |
1158-6 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1281-1 |
1292-0 |
PP |
1279-4 |
1286-6 |
S1 |
1277-7 |
1281-4 |
|