CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1277-0 |
1275-2 |
-1-6 |
-0.1% |
1295-0 |
High |
1283-6 |
1292-4 |
8-6 |
0.7% |
1321-4 |
Low |
1270-2 |
1275-2 |
5-0 |
0.4% |
1278-0 |
Close |
1273-6 |
1291-4 |
17-6 |
1.4% |
1280-4 |
Range |
13-4 |
17-2 |
3-6 |
27.8% |
43-4 |
ATR |
19-2 |
19-2 |
0-0 |
-0.2% |
0-0 |
Volume |
71,551 |
92,414 |
20,863 |
29.2% |
478,827 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1338-1 |
1332-1 |
1301-0 |
|
R3 |
1320-7 |
1314-7 |
1296-2 |
|
R2 |
1303-5 |
1303-5 |
1294-5 |
|
R1 |
1297-5 |
1297-5 |
1293-1 |
1300-5 |
PP |
1286-3 |
1286-3 |
1286-3 |
1288-0 |
S1 |
1280-3 |
1280-3 |
1289-7 |
1283-3 |
S2 |
1269-1 |
1269-1 |
1288-3 |
|
S3 |
1251-7 |
1263-1 |
1286-6 |
|
S4 |
1234-5 |
1245-7 |
1282-0 |
|
|
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 |
1315-6 |
1268-2 |
47-4 |
3.7% |
21-4 |
1.7% |
49% |
False |
False |
91,491 |
10 |
1321-4 |
1261-6 |
59-6 |
4.6% |
21-1 |
1.6% |
50% |
False |
False |
99,097 |
20 |
1321-4 |
1247-0 |
74-4 |
5.8% |
18-7 |
1.5% |
60% |
False |
False |
96,021 |
40 |
1328-6 |
1247-0 |
81-6 |
6.3% |
17-6 |
1.4% |
54% |
False |
False |
78,320 |
60 |
1403-4 |
1247-0 |
156-4 |
12.1% |
20-3 |
1.6% |
28% |
False |
False |
60,236 |
80 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-0 |
1.7% |
52% |
False |
False |
49,971 |
100 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-4 |
1.7% |
52% |
False |
False |
41,687 |
120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-1 |
1.7% |
52% |
False |
False |
35,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1365-6 |
2.618 |
1337-5 |
1.618 |
1320-3 |
1.000 |
1309-6 |
0.618 |
1303-1 |
HIGH |
1292-4 |
0.618 |
1285-7 |
0.500 |
1283-7 |
0.382 |
1281-7 |
LOW |
1275-2 |
0.618 |
1264-5 |
1.000 |
1258-0 |
1.618 |
1247-3 |
2.618 |
1230-1 |
4.250 |
1202-0 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1289-0 |
1288-0 |
PP |
1286-3 |
1284-5 |
S1 |
1283-7 |
1281-1 |
|