CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1275-2 |
1290-6 |
15-4 |
1.2% |
1280-0 |
| High |
1292-4 |
1322-0 |
29-4 |
2.3% |
1322-0 |
| Low |
1275-2 |
1290-4 |
15-2 |
1.2% |
1268-2 |
| Close |
1291-4 |
1319-4 |
28-0 |
2.2% |
1319-4 |
| Range |
17-2 |
31-4 |
14-2 |
82.6% |
53-6 |
| ATR |
19-2 |
20-1 |
0-7 |
4.6% |
0-0 |
| Volume |
92,414 |
131,379 |
38,965 |
42.2% |
481,990 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1405-1 |
1393-7 |
1336-7 |
|
| R3 |
1373-5 |
1362-3 |
1328-1 |
|
| R2 |
1342-1 |
1342-1 |
1325-2 |
|
| R1 |
1330-7 |
1330-7 |
1322-3 |
1336-4 |
| PP |
1310-5 |
1310-5 |
1310-5 |
1313-4 |
| S1 |
1299-3 |
1299-3 |
1316-5 |
1305-0 |
| S2 |
1279-1 |
1279-1 |
1313-6 |
|
| S3 |
1247-5 |
1267-7 |
1310-7 |
|
| S4 |
1216-1 |
1236-3 |
1302-1 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1464-4 |
1445-6 |
1349-0 |
|
| R3 |
1410-6 |
1392-0 |
1334-2 |
|
| R2 |
1357-0 |
1357-0 |
1329-3 |
|
| R1 |
1338-2 |
1338-2 |
1324-3 |
1347-5 |
| PP |
1303-2 |
1303-2 |
1303-2 |
1308-0 |
| S1 |
1284-4 |
1284-4 |
1314-5 |
1293-7 |
| S2 |
1249-4 |
1249-4 |
1309-5 |
|
| S3 |
1195-6 |
1230-6 |
1304-6 |
|
| S4 |
1142-0 |
1177-0 |
1290-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1322-0 |
1268-2 |
53-6 |
4.1% |
20-2 |
1.5% |
95% |
True |
False |
96,398 |
| 10 |
1322-0 |
1268-2 |
53-6 |
4.1% |
20-5 |
1.6% |
95% |
True |
False |
96,081 |
| 20 |
1322-0 |
1247-0 |
75-0 |
5.7% |
19-6 |
1.5% |
97% |
True |
False |
98,888 |
| 40 |
1322-0 |
1247-0 |
75-0 |
5.7% |
18-2 |
1.4% |
97% |
True |
False |
81,078 |
| 60 |
1403-4 |
1247-0 |
156-4 |
11.9% |
20-4 |
1.6% |
46% |
False |
False |
61,993 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-2 |
1.7% |
64% |
False |
False |
51,515 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-6 |
1.7% |
64% |
False |
False |
42,934 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-2 |
1.7% |
64% |
False |
False |
36,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1455-7 |
|
2.618 |
1404-4 |
|
1.618 |
1373-0 |
|
1.000 |
1353-4 |
|
0.618 |
1341-4 |
|
HIGH |
1322-0 |
|
0.618 |
1310-0 |
|
0.500 |
1306-2 |
|
0.382 |
1302-4 |
|
LOW |
1290-4 |
|
0.618 |
1271-0 |
|
1.000 |
1259-0 |
|
1.618 |
1239-4 |
|
2.618 |
1208-0 |
|
4.250 |
1156-5 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1315-1 |
1311-6 |
| PP |
1310-5 |
1303-7 |
| S1 |
1306-2 |
1296-1 |
|