CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1254-4 |
1264-4 |
10-0 |
0.8% |
1252-0 |
| High |
1274-6 |
1297-4 |
22-6 |
1.8% |
1297-4 |
| Low |
1251-2 |
1261-6 |
10-4 |
0.8% |
1247-0 |
| Close |
1266-4 |
1296-0 |
29-4 |
2.3% |
1296-0 |
| Range |
23-4 |
35-6 |
12-2 |
52.1% |
50-4 |
| ATR |
17-4 |
18-6 |
1-2 |
7.5% |
0-0 |
| Volume |
107,555 |
161,534 |
53,979 |
50.2% |
482,048 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1392-3 |
1379-7 |
1315-5 |
|
| R3 |
1356-5 |
1344-1 |
1305-7 |
|
| R2 |
1320-7 |
1320-7 |
1302-4 |
|
| R1 |
1308-3 |
1308-3 |
1299-2 |
1314-5 |
| PP |
1285-1 |
1285-1 |
1285-1 |
1288-2 |
| S1 |
1272-5 |
1272-5 |
1292-6 |
1278-7 |
| S2 |
1249-3 |
1249-3 |
1289-4 |
|
| S3 |
1213-5 |
1236-7 |
1286-1 |
|
| S4 |
1177-7 |
1201-1 |
1276-3 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1431-5 |
1414-3 |
1323-6 |
|
| R3 |
1381-1 |
1363-7 |
1309-7 |
|
| R2 |
1330-5 |
1330-5 |
1305-2 |
|
| R1 |
1313-3 |
1313-3 |
1300-5 |
1322-0 |
| PP |
1280-1 |
1280-1 |
1280-1 |
1284-4 |
| S1 |
1262-7 |
1262-7 |
1291-3 |
1271-4 |
| S2 |
1229-5 |
1229-5 |
1286-6 |
|
| S3 |
1179-1 |
1212-3 |
1282-1 |
|
| S4 |
1128-5 |
1161-7 |
1268-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1297-4 |
1247-0 |
50-4 |
3.9% |
19-6 |
1.5% |
97% |
True |
False |
96,409 |
| 10 |
1297-4 |
1247-0 |
50-4 |
3.9% |
18-7 |
1.5% |
97% |
True |
False |
101,694 |
| 20 |
1312-6 |
1247-0 |
65-6 |
5.1% |
16-6 |
1.3% |
75% |
False |
False |
86,275 |
| 40 |
1374-0 |
1247-0 |
127-0 |
9.8% |
18-3 |
1.4% |
39% |
False |
False |
63,272 |
| 60 |
1406-0 |
1247-0 |
159-0 |
12.3% |
22-2 |
1.7% |
31% |
False |
False |
50,149 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.3% |
22-5 |
1.7% |
54% |
False |
False |
40,728 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.3% |
22-3 |
1.7% |
54% |
False |
False |
33,976 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.3% |
22-2 |
1.7% |
54% |
False |
False |
29,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1449-4 |
|
2.618 |
1391-1 |
|
1.618 |
1355-3 |
|
1.000 |
1333-2 |
|
0.618 |
1319-5 |
|
HIGH |
1297-4 |
|
0.618 |
1283-7 |
|
0.500 |
1279-5 |
|
0.382 |
1275-3 |
|
LOW |
1261-6 |
|
0.618 |
1239-5 |
|
1.000 |
1226-0 |
|
1.618 |
1203-7 |
|
2.618 |
1168-1 |
|
4.250 |
1109-6 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1290-4 |
1288-4 |
| PP |
1285-1 |
1280-7 |
| S1 |
1279-5 |
1273-3 |
|