CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1318-4 |
1327-0 |
8-4 |
0.6% |
1280-0 |
High |
1334-4 |
1330-6 |
-3-6 |
-0.3% |
1322-0 |
Low |
1309-2 |
1316-6 |
7-4 |
0.6% |
1268-2 |
Close |
1329-2 |
1329-2 |
0-0 |
0.0% |
1319-4 |
Range |
25-2 |
14-0 |
-11-2 |
-44.6% |
53-6 |
ATR |
20-4 |
20-0 |
-0-4 |
-2.3% |
0-0 |
Volume |
111,656 |
102,374 |
-9,282 |
-8.3% |
481,990 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1367-5 |
1362-3 |
1337-0 |
|
R3 |
1353-5 |
1348-3 |
1333-1 |
|
R2 |
1339-5 |
1339-5 |
1331-7 |
|
R1 |
1334-3 |
1334-3 |
1330-4 |
1337-0 |
PP |
1325-5 |
1325-5 |
1325-5 |
1326-7 |
S1 |
1320-3 |
1320-3 |
1328-0 |
1323-0 |
S2 |
1311-5 |
1311-5 |
1326-5 |
|
S3 |
1297-5 |
1306-3 |
1325-3 |
|
S4 |
1283-5 |
1292-3 |
1321-4 |
|
|
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 |
1334-4 |
1270-2 |
64-2 |
4.8% |
20-2 |
1.5% |
92% |
False |
False |
101,874 |
10 |
1334-4 |
1268-2 |
66-2 |
5.0% |
20-4 |
1.5% |
92% |
False |
False |
96,642 |
20 |
1334-4 |
1247-0 |
87-4 |
6.6% |
19-7 |
1.5% |
94% |
False |
False |
98,175 |
40 |
1334-4 |
1247-0 |
87-4 |
6.6% |
18-0 |
1.3% |
94% |
False |
False |
84,492 |
60 |
1397-6 |
1247-0 |
150-6 |
11.3% |
20-3 |
1.5% |
55% |
False |
False |
65,061 |
80 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-1 |
1.7% |
68% |
False |
False |
53,869 |
100 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-5 |
1.7% |
68% |
False |
False |
44,961 |
120 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-2 |
1.7% |
68% |
False |
False |
38,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1390-2 |
2.618 |
1367-3 |
1.618 |
1353-3 |
1.000 |
1344-6 |
0.618 |
1339-3 |
HIGH |
1330-6 |
0.618 |
1325-3 |
0.500 |
1323-6 |
0.382 |
1322-1 |
LOW |
1316-6 |
0.618 |
1308-1 |
1.000 |
1302-6 |
1.618 |
1294-1 |
2.618 |
1280-1 |
4.250 |
1257-2 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1327-3 |
1323-5 |
PP |
1325-5 |
1318-1 |
S1 |
1323-6 |
1312-4 |
|