CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1327-4 |
1328-4 |
1-0 |
0.1% |
1318-4 |
| High |
1341-0 |
1339-4 |
-1-4 |
-0.1% |
1341-0 |
| Low |
1318-2 |
1327-0 |
8-6 |
0.7% |
1309-2 |
| Close |
1320-0 |
1336-4 |
16-4 |
1.3% |
1336-4 |
| Range |
22-6 |
12-4 |
-10-2 |
-45.1% |
31-6 |
| ATR |
20-2 |
20-1 |
0-0 |
-0.2% |
0-0 |
| Volume |
105,162 |
56,777 |
-48,385 |
-46.0% |
375,969 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1371-7 |
1366-5 |
1343-3 |
|
| R3 |
1359-3 |
1354-1 |
1340-0 |
|
| R2 |
1346-7 |
1346-7 |
1338-6 |
|
| R1 |
1341-5 |
1341-5 |
1337-5 |
1344-2 |
| PP |
1334-3 |
1334-3 |
1334-3 |
1335-5 |
| S1 |
1329-1 |
1329-1 |
1335-3 |
1331-6 |
| S2 |
1321-7 |
1321-7 |
1334-2 |
|
| S3 |
1309-3 |
1316-5 |
1333-0 |
|
| S4 |
1296-7 |
1304-1 |
1329-5 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1424-1 |
1412-1 |
1354-0 |
|
| R3 |
1392-3 |
1380-3 |
1345-2 |
|
| R2 |
1360-5 |
1360-5 |
1342-3 |
|
| R1 |
1348-5 |
1348-5 |
1339-3 |
1354-5 |
| PP |
1328-7 |
1328-7 |
1328-7 |
1332-0 |
| S1 |
1316-7 |
1316-7 |
1333-5 |
1322-7 |
| S2 |
1297-1 |
1297-1 |
1330-5 |
|
| S3 |
1265-3 |
1285-1 |
1327-6 |
|
| S4 |
1233-5 |
1253-3 |
1319-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1341-0 |
1290-4 |
50-4 |
3.8% |
21-2 |
1.6% |
91% |
False |
False |
101,469 |
| 10 |
1341-0 |
1268-2 |
72-6 |
5.4% |
21-3 |
1.6% |
94% |
False |
False |
96,480 |
| 20 |
1341-0 |
1247-0 |
94-0 |
7.0% |
20-0 |
1.5% |
95% |
False |
False |
96,060 |
| 40 |
1341-0 |
1247-0 |
94-0 |
7.0% |
18-0 |
1.3% |
95% |
False |
False |
86,409 |
| 60 |
1397-6 |
1247-0 |
150-6 |
11.3% |
19-5 |
1.5% |
59% |
False |
False |
66,900 |
| 80 |
1406-0 |
1170-6 |
235-2 |
17.6% |
22-1 |
1.7% |
70% |
False |
False |
55,534 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.7% |
22-3 |
1.7% |
71% |
False |
False |
46,425 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.7% |
22-1 |
1.7% |
71% |
False |
False |
39,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1392-5 |
|
2.618 |
1372-2 |
|
1.618 |
1359-6 |
|
1.000 |
1352-0 |
|
0.618 |
1347-2 |
|
HIGH |
1339-4 |
|
0.618 |
1334-6 |
|
0.500 |
1333-2 |
|
0.382 |
1331-6 |
|
LOW |
1327-0 |
|
0.618 |
1319-2 |
|
1.000 |
1314-4 |
|
1.618 |
1306-6 |
|
2.618 |
1294-2 |
|
4.250 |
1273-7 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1335-3 |
1334-0 |
| PP |
1334-3 |
1331-3 |
| S1 |
1333-2 |
1328-7 |
|